Portfolio optimization
Auteur :
Best, Michael J.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032925967
Date de publication :
14 oct. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
440 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. It explains