Kniha Portfolio Optimization Michael J. Best

Portfolio Optimization

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 14-21 dnů
3 294
Shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulat...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2010
Stránek
238
EAN
9781420085846
ISBN
9781420085846
Enbook ID
06714384
Hmotnost
488
Rozměry
164 x 242 x 19

Kompletní 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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