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Portfolio Optimization And Performance Analysis

by Jean-Luc (University Of Cergy-Pontoise, France) Prigent
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, May of 2007 ‧
270,38€
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Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.

Portfolio Optimization And Performance Analysis

by Jean-Luc (University Of Cergy-Pontoise, France) Prigent

Property Description
ISBN: 9781584885788
Publisher: TAYLOR & FRANCIS INC
Release Date: May of 2007
Language: English
Cover: Hardcover
Pages: 456
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9781584885788