Portfolio Optimization /

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...

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Bibliographic Details
Main Author: Best, Michael (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Chapman and Hall/CRC, 2010.
Edition:1st edition.
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by Best, Michael
Published 2010
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