Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz ‘budget constraint only’ model to a linearly constrained model. It explains how the basic portfolio optimization problem can help determine the optimal investment of an investor¿s wealth in each asset owned. Alongwith end-of-chapter exercises, the text includes MATLAB® to help with problemsolving and offers the programs on a CD-ROM. A solutions manual is available for qualifying instructors.
- ISBN: 978-1-4200-8584-6
- Editorial: Chapman & Hall/CRC Statistics and Mathem
- Encuadernacion: Cartoné
- Páginas: 232
- Fecha Publicación: 14/05/2010
- Nº Volúmenes: 1
- Idioma: Inglés