9780387210162

Introduction to Modern Portfolio Optimization

Format: Hardcover

ISBN13: 9780387210162

Hardcover|9780387210162


Overview

In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.


ISBN-13

9780387210162

ISBN-10

0387210164

Weight

3.77 Pounds

Dimensions

6.14 x 0.94 x 9.21 In

List Price

$109.99

Edition

1st Edition

Format

Hardcover

Language

English

Pages

xxii, 406 pages

Publisher

Springer

Published On

2007-09-05



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