Skip to main content alibris logo
Portfolio Optimization - Best, Michael J
Filter Results
Item Condition
Seller Rating
Other Options
Change Currency

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

loading
Portfolio Optimization 2010, CRC Press, Oxford

ISBN-13: 9781420085846

Unknown binding