{"product_id":"9781451660517","title":"Pearl Harbor: From Infamy to Greatness","description":"Rabota posvyashchena probleme formirovaniya optimal'nogo portfelya iz riskovykh aktivov. Avtorami predlagaetsya algoritm resheniya zadachi formirovaniya optimal'nogo portfelya, uchityvayushchiy sleduyushchie mery riska: standartnoe otklonenie, poluotklonenie, stoimost' pod riskom VaR. Proizvedena formalizatsiya zadachi v vide matematicheskoy modeli. Razrabotana metodika postroeniya agregirovannogo pokazatelya riska, sostoyashchego iz perechislennykh mer riska, bez ucheta i s uchetom dokhodnosti. Proveden vychislitel'nyy eksperiment na osnove statisticheskoy informatsii po aktsiyam, obrashchayushchimsya na MMVB, dany rekomendatsii investoru po formirovaniyu optimal'nogo portfelya. Dlya studentov, aspirantov, prepodavateley ekonomicheskikh distsiplin, a takzhe nauchnykh rabotnikov i spetsialistov po finansovomu, bankovskomu i strakhovomu delu.","brand":"Scribner","offers":[{"title":"Default Title","offer_id":47143140557040,"sku":"9781451660517","price":14.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781451660517_p0.jpg?v=1763847791","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781451660517","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}