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Portfolio optimization (CD)

Material type: materialTypeLabelBookPublisher: Boca Raton Chapman & Hall/CRC Press 2010Subject(s): Investment analysis | Investments | Portfolio management | StocksDDC classification: D001740 Summary: Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz budget constraint only model to a linearly constrained model. (http://www.crcpress.com)
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Reference D001740 (Browse shelf) Not for loan CD001740

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz budget constraint only model to a linearly constrained model. (http://www.crcpress.com)

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