Handbook of portfolio construction: contemporary applications of markowitz techniques
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781489983022
Date de publication :
5 sept. 2014
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.