عنوان
پدید آورنده
موضوع
رده
HG 4529 .5 .B515
HG
4529
.
5
.
B515
کتابخانه
محل استقرار
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Portfolio optimization
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boca Raton
Name of Publisher, Distributor, etc.
Chapman & Hall/CRC
Date of Publication, Distribution, etc.
c2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 222 p. : ill
SERIES
Other Title Information
Chapman & Hall/CRC finance series
GENERAL NOTES
Text of Note
Includes bibliographical references and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Michael J. Best
CONTENTS NOTE
Text of 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
TOPICAL NAME USED AS SUBJECT
Entry Element
، Portfolio management
Entry Element
، Investment analysis
Entry Element
، Stocks
Entry Element
، Investments
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
4529
.
5
.
B515
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
Best, Michael J.
Relator Code
AU
TI
