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Forventes på lager: 14-10-2024
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
| Forlag | Taylor & Francis Ltd |
| Forfatter | Michael J. Best |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 14-10-2024 |
| Første udgivelsesår | 2024 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Illustrationer | 48 Illustrations, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 238 |
| Indbinding | Paperback / softback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 238 pages, 48 Illustrations, black and white |
| Mål | 234 x 156 |
| ISBN-13 / EAN-13 | 9781032925967 |