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language: english
Publisher: TAYLOR & FRANCIS LTD, March of 2010 ‧
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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

Portfolio Optimization

by Michael J. (University Of Waterloo, Ontario, Canada) Best

Property Description
ISBN: 9781420085846
Publisher: TAYLOR & FRANCIS LTD
Release Date: March of 2010
Language: English
Cover: Hardcover
Pages: 238
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9781420085846