Portfolio optimization
Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that student...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
CRC Press
2010.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629472006719 |
| Sumario: | Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages.-David Starer, Stevens Institute of TechnologyOverall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engi |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (237 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780429184796 9781420085853 9781439882733 |
