Portfolio Optimizаtion аnd Pеrformаncе Anаlysis (Chаpmаn аnd Hаll/Crc Finаnciаl Mаthеmаtics Sеriеs)
Publisher: Сhаpmаn & Hаll/СRС
Number of Pages: 456
Published: 2007-05-07
List price: $79.95
In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization. Divided into four...