Optimizing optimization : the next generation of optimization applications and theory /

Editor Stephen Satchell brings us a book that truly lives up to its title: optimizing optimization by taking the lessons learned about the failures of portfolio optimization from the credit crisis and collecting them into one book, providing a variety of perspectives from the leaders in both industr...

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Bibliographic Details

Corporate Author:	ScienceDirect (Online service)
Other Authors:	Satchell, S. (Stephen)
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : Academic Press, [2010]
Series:	Quantitative finance series.
Subjects:	Portfolio management > Data processing. Portfolio management > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book