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Software-Entwicklung fr dynamische Portfolioallokation und Risikomanagement

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Springer Nature
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9783658011819
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Product Description

Christoph Impekoven entwickelt einen Software-Prototyp zur dynamischen Asset-Allocation an den Kapitalmrkten. Der Autor zeigt, dass Portfolio-Allokation ein breites Feld des Financial Engineerings darstellt und der Informatik bis heute neue Herausforderungen bietet. Er klassifiziert die relevanten Methoden der Softwareentwicklung und diskutiert die entsprechenden informationstechnischen Problematiken. Hierzu zhlen insbesondere Datenstrukturen und -volumina von kapitalmarktorientierten Softwaresystemen. Abschlieend stellt der Autor das eigens entworfene Framework mit realen Beispielen aus der Praxis vor.

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