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Neuronale Netze im Portfoliomanagement
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Buy Neuronale Netze im Portfoliomanagement for $45.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
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Product Details
Portfoliomanager werden stets mit Selektions- und Timingentscheidungen konfrontiert, die den Erfolg einer Anlage am Aktienmarkt mageblich bestimmen. Ignazio Benenati untersucht, wie sich knstliche neuronale Netze im Portfoliomanagement zur Lsung des Selektions- und Timingproblems einsetzen lassen. Der Autor bedient sich eines bestehenden Simulators, den er fr seine Zwecke erweitert hat, und bercksichtigt verschiedene normative Portfoliomodelle. In einer empirischen Untersuchung werden die Ergebnisse anhand der Simulation eines Portfoliomanagers berprft.
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