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Portfolio Optimization and Performance Analysis
Language
English
English
Book
Hardback
Presents both standard and novel results on the axiomatics of the individual choice in an uncertain...
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Libristo code: 06714385
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Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.
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About the book
Full name
Portfolio Optimization and Performance Analysis
Author
Jean-Luc Prigent
Language
English
English
Binding
Book - Hardback
Date of issue
2007
Number of pages
456
EAN
9781584885788
ISBN
9781584885788
Libristo code
06714385
Publishers
Taylor & Francis Inc
Weight
780
Dimensions
166 x 245 x 30
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