Portfolio optimization

Portfolio optimization

by Best, Michael J.

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Title Statements

  • Full title :Portfolio optimization / Michael J. Best.

Edition Statements

  • Publication Date:©2010.

Publication Statements

  • Publisher(s):Chapman & Hall/CRC
  • Place of Publication:Boca Raton
  • Language:eng
  • Publication Date:©2010.

The Physical Object

  • Description:xiii, 222 pages : : illustrations ; : 25 cm +

Edition Identifiers

  • ISBN:9781420085846, 1420085840
  • oclc:ocn212844205
  • LC Classification:HG4529.5
  • Dewey Decimal:332.63/2042

Table of Contents

Optimization -- The efficient frontier -- The capital asset pricing model -- Sharpe ratios and implied risk free returns -- Quadratic programming geometry -- A QP solution algorithm -- Portfolio optimization with constraints -- Determination of the entire efficient frontier -- Sharpe ratios under constraints and kinks.

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Subjects

Actions (Titres de société) Aktier Analyse financière Gestion de portefeuille Investeringar Investissements Investment analysis Investments Portfolio management Portföljförvaltning Stocks

Writers

Best, Michael J.

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