By Jitka Dupacova,J. Hurt,J. Stepan
Part II is dedicated to the allocation of cash and possibility administration: classics (Markowitz concept of portfolio), capital asset pricing version, arbitrage pricing idea, asset & legal responsibility administration, price in danger. the strategy clarification takes into consideration the computational aspects.
Part III explains modeling facets of multistage stochastic programming on a comparatively available point. It contains a survey of current software program, hyperlinks to parametric, multiobjective and dynamic programming, and to chance and records. It makes a speciality of scenario-based issues of the issues of state of affairs iteration and output research mentioned intimately and illustrated inside a case study.
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