Portfolio Optimization / Best, Michael.

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

Online Access:	Full Text (via Taylor & Francis)
Main Author:	Best, Michael (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	[Place of publication not identified] : Chapman and Hall/CRC, 2010.
Edition:	1st edition.
Series:	Chapman & Hall/CRC finance series.
Subjects:	Portfolio management > Mathematics. Investments. Stocks. Investment analysis. Portfolio management. Mathematical optimization. Electronic book.