Portfolio optimization

Portfolio optimization

by Best, Michael J.

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Title Statements

  • Full title :Portfolio optimization / Michael J. Best (University of Waterloo, Ontario, Canada).

Edition Statements

  • Publication Date:2010

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton, [Floride]
  • Language:eng
  • Publication Date:2010

Notes

"A Chapman & Hall book"

Visionné le 7 octobre 2014.

In : CRCnetBASE.

The Physical Object

  • Description:1 ressource en ligne (xiii, 222 pages) : : illustrations.

Edition Identifiers

  • ISBN:9781439882733, 1439882738
  • oclc:ocn902660658
  • LC Classification:HG4529.5

Table of Contents

Ch. 1. Optimization -- ch. 2. The efficient frontier -- ch. 3. The capital asset pricing model -- ch. 4. Sharpe ratios and implied risk free returns -- ch. 5. Quadratic programming geometry -- ch. 6. A QP solution algorithm -- ch. 7. Portfolio optimization with constraints -- ch. 8. Determination of the entire efficient frontier -- ch. 9. Sharpe ratios under constraints and kinks.

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Subjects

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

Writers

Best, Michael J.

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