語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Scalar and vector risk in the genera...
~
Maier-Paape, Stanislaus.
FindBook
Google Book
Amazon
博客來
Scalar and vector risk in the general framework of portfolio theory = a convex analysis approach /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Scalar and vector risk in the general framework of portfolio theory/ by Stanislaus Maier-Paape ... [et al.].
其他題名:
a convex analysis approach /
其他作者:
Maier-Paape, Stanislaus.
出版者:
Cham :Springer International Publishing : : 2023.,
面頁冊數:
xi, 228 p. :ill., digital ;24 cm.
內容註:
Preface -- Introduction -- Efficient Portfolios for Scalar Risk Functions -- Efficient Portfolios for Vector Risk Functions -- Application Examples -- Conclusion -- Appendix A Convex Programming Problems -- References -- Index.
Contained By:
Springer Nature eBook
標題:
Portfolio management - Mathematics. -
電子資源:
https://doi.org/10.1007/978-3-031-33321-7
ISBN:
9783031333217
Scalar and vector risk in the general framework of portfolio theory = a convex analysis approach /
Scalar and vector risk in the general framework of portfolio theory
a convex analysis approach /[electronic resource] :by Stanislaus Maier-Paape ... [et al.]. - Cham :Springer International Publishing :2023. - xi, 228 p. :ill., digital ;24 cm. - CMS/CAIMS books in mathematics,v. 92730-6518 ;. - CMS/CAIMS books in mathematics ;v. 9..
Preface -- Introduction -- Efficient Portfolios for Scalar Risk Functions -- Efficient Portfolios for Vector Risk Functions -- Application Examples -- Conclusion -- Appendix A Convex Programming Problems -- References -- Index.
This book is the culmination of the authors' industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners' perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.
ISBN: 9783031333217
Standard No.: 10.1007/978-3-031-33321-7doiSubjects--Topical Terms:
3319897
Portfolio management
--Mathematics.
LC Class. No.: HG4529.5
Dewey Class. No.: 332.60151
Scalar and vector risk in the general framework of portfolio theory = a convex analysis approach /
LDR
:03103nmm a2200361 a 4500
001
2334085
003
DE-He213
005
20230901134604.0
006
m d
007
cr nn 008maaau
008
240402s2023 sz s 0 eng d
020
$a
9783031333217
$q
(electronic bk.)
020
$a
9783031333200
$q
(paper)
024
7
$a
10.1007/978-3-031-33321-7
$2
doi
035
$a
978-3-031-33321-7
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HG4529.5
072
7
$a
PBW
$2
bicssc
072
7
$a
K
$2
bicssc
072
7
$a
MAT003000
$2
bisacsh
072
7
$a
PBW
$2
thema
072
7
$a
K
$2
thema
082
0 4
$a
332.60151
$2
23
090
$a
HG4529.5
$b
.S281 2023
245
0 0
$a
Scalar and vector risk in the general framework of portfolio theory
$h
[electronic resource] :
$b
a convex analysis approach /
$c
by Stanislaus Maier-Paape ... [et al.].
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2023.
300
$a
xi, 228 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
CMS/CAIMS books in mathematics,
$x
2730-6518 ;
$v
v. 9
505
0
$a
Preface -- Introduction -- Efficient Portfolios for Scalar Risk Functions -- Efficient Portfolios for Vector Risk Functions -- Application Examples -- Conclusion -- Appendix A Convex Programming Problems -- References -- Index.
520
$a
This book is the culmination of the authors' industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners' perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.
650
0
$a
Portfolio management
$x
Mathematics.
$3
3319897
650
0
$a
Financial risk management
$x
Mathematics.
$3
3665385
650
1 4
$a
Mathematics in Business, Economics and Finance.
$3
3538573
650
2 4
$a
Mathematics.
$3
515831
700
1
$a
Maier-Paape, Stanislaus.
$3
3665383
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer Nature eBook
830
0
$a
CMS/CAIMS books in mathematics ;
$v
v. 9.
$3
3665384
856
4 0
$u
https://doi.org/10.1007/978-3-031-33321-7
950
$a
Mathematics and Statistics (SpringerNature-11649)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9460290
電子資源
11.線上閱覽_V
電子書
EB HG4529.5
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入