描述
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.
書籍詳情
格式
平裝書
頁數
428 頁
語言
英語
已出版
Oct 5, 2010
出版商
Springer
版本
3 個版本
ISBN-10
1441919341
ISBN-13
9781441919342