Portfolio Optimization /
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...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Place of publication not identified] :
Chapman and Hall/CRC,
2010.
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| Edition: | 1st edition. |
| Series: | Chapman & Hall/CRC finance series.
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| Subjects: | |
| Online Access: | CONNECT |
