Portfolio Optimization and Performance Analysis
Download or Read eBook Portfolio Optimization and Performance Analysis PDF written by Jean-Luc Prigent and published by CRC Press. This book was released on 2007-05-07 with total page 451 pages. Available in PDF, EPUB and Kindle.
| Author | : Jean-Luc Prigent |
| Publisher | : CRC Press |
| Total Pages | : 451 |
| Release | : 2007-05-07 |
| ISBN-10 | : 9781420010930 |
| ISBN-13 | : 142001093X |
| Rating | : 4/5 (30 Downloads) |
Book Synopsis Portfolio Optimization and Performance Analysis by : Jean-Luc Prigent
Book excerpt: 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, cont
