Portfolio Optimization and Performance Analysis
Jean-Luc (University of Cergy-Pontoise, France) Prigent
Taylor & Francis Inc, 2007
317,25 €On orderDelivery: 2-3 weeks
Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.
- ISBN-13
- 9781584885788
- ISBN-10
- 1584885785
- Publisher
- Taylor & Francis Inc
- Year
- 2007
- Publication date
- 2007-05-07
- Pages
- 456
- Dimensions
- 245x166x30
- Weight
- 780