Beskrivning
In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.
Bokdetaljer
Format
Pocketbok
Sidor
428 sidor
Språk
Engelska
Publicerad
Oct 5, 2010
Förlag
Springer
Upplagor
3 editions
ISBN-10
1441919341
ISBN-13
9781441919342
Genrer
Vetenskap & Teknik
Affärer & Ekonomi
Konst & Fotografi