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Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formul
Portfolio Optimization and Performance Analysis
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In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performa
Modern Portfolio Optimization with NuOPTTM, S-PLUSĀ®, and S+BayesTM
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In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the
Financial Risk Modelling and Portfolio Optimization with R
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Robust Portfolio Optimization and Management
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Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, inves