Portfolio optimization
- ISBN: 9781420085846
- Editorial: Chapman & Hall Ltd.
- Fecha de la edición: 2010
- Lugar de la edición: Boca Raton (FL). Estados Unidos de Norteamérica
- Colección: Chapman & Hall/CRC Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 236
- Idiomas: Inglés
Papel: Cartoné
90,16 €
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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 how the basic portfolio optimization problem can help determine the optimal investment of an investor's wealth in each asset owned. Along with end-of-chapter exercises, the text includes MATLAB[registered] to help with problem solving and offers the programs on a CD-ROM. A solutions manual is available for qualifying instructors.
