Portfolio Optimization (Bog, Hardback, Engelsk) af Michael J. Best

Portfolio Optimization

(Bog, Hardback, Engelsk)
Forfatter: Michael J. Best

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Beskrivelse

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

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Alle detaljer

Forlag Taylor & Francis Ltd
Forfatter Michael J. Best
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 09-03-2010
Første udgivelsesår 2010
Serie Chapman and Hall/CRC Financial Mathematics Series
Illustrationer 12 Tables, black and white; 48 Illustrations, black and white
Originalsprog United Kingdom
Sideantal 238
Indbinding Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 238 pages, 12 Tables, black and white; 48 Illustrations, black and white
Mål 242 x 164 x 19
ISBN-13 / EAN-13 9781420085846