Les marchés de capitaux africains dans la diversification de l'investissement mondial
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Les marchés de capitaux africains dans la diversification de l'investissement mondial

Les marchés de capitaux africains dans la diversification de l'investissement mondial


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About the Book

Ce livre aborde les questions de diversification dans un contexte international. En outre, ce livre aborde des sujets tels que les approches In-sample et Out-Of-Sample pour analyser les données; les modèles d'optimisation pour composer les portefeuilles efficaces en utilisant des modèles classiques et modernes comme la variance moyenne (MV), l'écart absolu moyen (MAD), la semi-variance (SV), le Michaud de rééchantillonnage (RM) et la simulation historique filtrée (FHS); et apporte le code Matlab pour chaque modèle d'optimisation qui peut être utilisé dans la recherche future. D'autre part, ce livre peut aider les investisseurs qui cherchent à maximiser le rendement et à minimiser le risque de leurs portefeuilles en utilisant les marchés émergents africains.


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Product Details
  • ISBN-13: 9786205313121
  • Publisher: KS Omniscriptum Publishing
  • Binding: Paperback
  • Language: French
  • Returnable: N
  • Weight: 172 gr
  • ISBN-10: 620531312X
  • Publisher Date: 30 Oct 2022
  • Height: 229 mm
  • No of Pages: 76
  • Spine Width: 5 mm
  • Width: 152 mm


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Les marchés de capitaux africains dans la diversification de l'investissement mondial
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