Kniha Portfolio Optimization Michael J. Best

Portfolio Optimization

Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Taylor & Francis Ltd
Dostupnosť: Skladom u dodávateľa
Odosielame za 14-21 dní
135.99
Shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulat...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2010
Stránok
238
EAN
9781420085846
ISBN
9781420085846
Enbook ID
06714384
Hmotnosť
488
Rozmery
164 x 242 x 19

Kompletný popis

Shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This book covers the concepts of the Markowitz 'budget constraint only' model to a linearly constrained model. It explains how the basic portfolio optimization problem can help determine the optimal investment.

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