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Portfolio Optimization [With CDROM]|Michael J. Best

Portfolio Optimization [With CDROM]

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Overview

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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Details

  • ISBN-13: 9781420085846
  • ISBN-10: 1420085840
  • Publisher: CRC Press
  • Publish Date: March 2010
  • Dimensions: 9.3 x 6.1 x 0.7 inches
  • Shipping Weight: 1.1 pounds
  • Page Count: 238

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