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Portfolio optimization

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	BestMichael J.,
[NT 47351] Place of Publication:	Boca Raton
[NT 47263] Published:	Chapman & Hall/CRC;
[NT 47352] Year of Publication:	c2010.
[NT 47264] Description:	xiii, 222 p.ill. : 25 cm.; 1 CD-ROM (4 3/4 in.).+
[NT 47298] Series:	Chapman & Hall/CRC finance series
[NT 47266] Subject:	Investments. -
[NT 47266] Subject:	Portfolio management. -
[NT 47266] Subject:	Stocks. -
[NT 47266] Subject:	Investment analysis. -
[NT 50961] ISBN:	1420085840
[NT 60779] Content Note:	Optimization The efficient frontier The capital asset pricing model Sharpe ratios and implied risk free returns Quadratic programming geometry A QP solution algorithm Portfolio optimization with constraints Determination of the entire efficient frontier Sharpe ratios under constraints and kinks.

Portfolio optimization
Best, Michael J.

Portfolio optimization / Michael J. Best. - Boca Raton : Chapman & Hall/CRC, c2010.. - xiii, 222 p. ; ill. ; 25 cm.. - (Chapman & Hall/CRC finance series).
Optimization.
Includes bibliographical references and index..
ISBN 1420085840ISBN 9781420085846
Investments.Portfolio management.Stocks.Investment analysis.

Portfolio optimization
LDR:01060cam 2200253 450 001 215195
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009 a(OCoLC)ocn212844205
009 16057135
010 1 $a 1420085840 $b hbk. $d NT2753
010 1 $a 9781420085846 $b hbk.
020 $a US $b 2009053431
100 $a 20111221d2010 m y0engy09 b
101 0 $a eng
102 $a us
105 $a az a 001yy
200 1 $a Portfolio optimization $f Michael J. Best.
210 $a Boca Raton $d c2010. $c Chapman & Hall/CRC
215 1 $a xiii, 222 p. $c ill. $d 25 cm. $e 1 CD-ROM (4 3/4 in.).
225 2 $a Chapman & Hall/CRC finance series
320 $a Includes bibliographical references and index.
327 0 $a Optimization $a The efficient frontier $a The capital asset pricing model $a Sharpe ratios and implied risk free returns $a Quadratic programming geometry $a A QP solution algorithm $a Portfolio optimization with constraints $a Determination of the entire efficient frontier $a Sharpe ratios under constraints and kinks.
410 0 $1 2001 $a Chapman & Hall/CRC finance series.
606 $2 lc $a Investments. $3 205786
606 $2 lc $a Portfolio management. $3 205739
606 $2 lc $a Stocks. $3 215990
606 $2 lc $a Investment analysis. $3 206437
676 $a 332.63/2042 $v 22
680 $a HG4529.5 $b .B515 2010
700 1 $a Best $b Michael J. $3 215992

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