Portfolio optimization and performance analysis
Auteur :
Prigent, Jean-Luc
Éditeur :
Taylor & Francis Inc
ISBN :
9781584885788
Date de publication :
7 mai 2007
Dimensions :
23,4 x 15,6 cm
Poids :
1000 g
Langue :
Anglais
Pays d'origine :
USA
Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.