Portfolio Optimization (Bog, Paperback / softback, Engelsk) af Michael J. Best

Portfolio Optimization

(Bog, Paperback / softback, 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 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