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Portfolio Optimization - Chapman and Hall / CRC Financial Mathematics Series Best, Michael J. (University of Waterloo, Ontario, Canada) 1st edition
Portfolio Optimization - Chapman and Hall / CRC Financial Mathematics Series
Best, Michael J. (University of Waterloo, Ontario, Canada)
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. It explains
236 pages, 48 black & white illustrations, 12 black & white tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | March 9, 2010 |
| ISBN13 | 9781420085846 |
| Publishers | Taylor & Francis Ltd |
| Pages | 238 |
| Dimensions | 164 × 242 × 19 mm · 488 g |
| Language | English |