Portfolio Optimization
Michael J. (University of Waterloo, Ontario, Canada) Best
Taylor & Francis Ltd, 2010
189,25 €On orderDelivery: 2-3 weeks
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
- ISBN-13
- 9781420085846
- ISBN-10
- 1420085840
- Publisher
- Taylor & Francis Ltd
- Year
- 2010
- Publication date
- 2010-03-09
- Pages
- 238
- Dimensions
- 242x164x19
- Weight
- 488