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Portfolio Optimization|Michael J. Best

Portfolio Optimization

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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: 9781032925967
  • ISBN-10: 1032925965
  • Publisher: CRC Press
  • Publish Date: October 2024
  • Dimensions: 9.21 x 6.14 x 0.5 inches
  • Shipping Weight: 0.75 pounds
  • Page Count: 238

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