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Portfolio Optimization - Chapman and Hall / CRC Financial Mathematics Series Best, Michael J. (University of Waterloo, Ontario, Canada)
Portfolio Optimization - Chapman and Hall / CRC Financial Mathematics Series
Best, Michael J. (University of Waterloo, Ontario, Canada)
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
238 pages, 48 Illustrations, black and white
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 14, 2024 |
| ISBN13 | 9781032925967 |
| Publishers | Taylor & Francis Ltd |
| Pages | 238 |
| Dimensions | 150 × 220 × 10 mm · 440 g |