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Portfolio Optimization - Michael J. Best - Bog

Bag om Portfolio Optimization

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781420085846
  • Indbinding:
  • Hardback
  • Sideantal:
  • 238
  • Udgivet:
  • 9. marts 2010
  • Størrelse:
  • 164x242x19 mm.
  • Vægt:
  • 488 g.
  • 2-4 uger.
  • 10. december 2024
På lager

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Portfolio Optimization

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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