Portfolio Optimization and Performance Analysis - Chapman and Hall / CRC Financial Mathematics Series - Jean-Luc Prigent - Books - Taylor & Francis Inc - 9781584885788 - May 7, 2007
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Jean-Luc Prigent
Portfolio Optimization and Performance Analysis - Chapman and Hall / CRC Financial Mathematics Series 1st edition

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Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.

456 pages, 74 black & white illustrations, 27 black & white tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 7, 2007
ISBN13 9781584885788
Publishers Taylor & Francis Inc
Pages 456
Dimensions 166 × 245 × 30 mm   ·   780 g
Language English  
Series Editor Cont, Rama (Columbia University, New York, USA)
Series Editor Dempster, M.A.H. (Cambridge Systems Associates Limited, UK)
Series Editor Madan, Dilip B. (University of Maryland, College Park, USA University of Maryland, College Park, USA)

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