{"product_id":"9780792376484","title":"International Series in Operations Research \u0026 Management Science: Quantitative Methods and Empirical Rules for Incomplete Information","description":"\u003ch1\u003eInternational Series in Operations Research \u0026amp; Management Science: Quantitative Methods and Empirical Rules for Incomplete Information\u003c\/h1\u003e \u003ch2\u003eDokuchaev, Nikolai\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eDynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information\u003c\/strong\u003e investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. \u003c\/p\u003e\n\u003cp\u003eWhile there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on \"technical analysis\" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are \"optimal\" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of \"technical analysis\" strategies suggested in this book and evaluated via stochastic market models. \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2002-01-31\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780792376484\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4615-0921-9\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 201\u003c\/p\u003e ","brand":"Springer US","offers":[{"title":"Default Title","offer_id":45378467758220,"sku":"9780792376484","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780792376484.jpg?v=1775004489","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780792376484","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}