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Alternative decision-making models f...

Spaseski, Narela, (1982-)

Alternative decision-making models for financial portfolio management

Record Type:	Electronic resources : Monograph/item
Title/Author:	Alternative decision-making models for financial portfolio managementNarela Spaseski.
Author:	Spaseski, Narela,
Published:	Hershey, Pennsylvania :IGI Global,[2017]
Description:	1 online resource (xii, 333 p.)
Subject:	Portfolio management.
Online resource:	http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3259-0
ISBN:	9781522532606 (ebook)

Alternative decision-making models for financial portfolio management
Spaseski, Narela,1982-

Alternative decision-making models for financial portfolio management[electronic resource] /Narela Spaseski. - Hershey, Pennsylvania :IGI Global,[2017] - 1 online resource (xii, 333 p.)

Includes bibliographical references and index.

Chapter 1. Theory and modelling -- Chapter 2. Decision tree analyses -- Chapter 3. Portfolio selection models: single-period portfolio selection -- Chapter 4. Extreme events theory and application -- Chapter 5. Dynamic portfolio selection: asset-liability management mode -- Chapter 6. Markov processes in finance with application to stock markets -- Chapter 7. Fractal and wavelet market analysis in pattern recognition.

Restricted to subscribers or individual electronic text purchasers.

An essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.

ISBN: 9781522532606 (ebook)Subjects--Topical Terms:

186383
Portfolio management.

LC Class. No.: HG4529.5 / .S683 2018e

Dewey Class. No.: 332.601/9

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245 1 0 $a Alternative decision-making models for financial portfolio management $h [electronic resource] / $c Narela Spaseski.
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300 $a 1 online resource (xii, 333 p.)
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1. Theory and modelling -- Chapter 2. Decision tree analyses -- Chapter 3. Portfolio selection models: single-period portfolio selection -- Chapter 4. Extreme events theory and application -- Chapter 5. Dynamic portfolio selection: asset-liability management mode -- Chapter 6. Markov processes in finance with application to stock markets -- Chapter 7. Fractal and wavelet market analysis in pattern recognition.
506 $a Restricted to subscribers or individual electronic text purchasers.
520 $a An essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.
650 0 $a Portfolio management. $3 186383
650 0 $a Finance $x Management. $3 231725
650 0 $a Risk management. $3 174339
856 4 0 $u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3259-0