Portfolio optimization / Michael J. Best.
Material type:
TextSeries: Chapman & Hall/CRC finance seriesPublication details: Boca Raton : Chapman & Hall/CRC, c2010Description: xiii, 222 p. : ill. ; 25 cmISBN: 9781420085846Subject(s): Portfolio management | Investment analysis | Stocks | InvestmentsDDC classification: 332.632042
Contents:
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.
Books-General
| Current library | Collection | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| UMI Main Library | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1164 | ||
| UMI Main Library | Seen During Stock-taking | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1070 | |
| UMI Main Library | Seen During Stock-taking | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1069 | |
| UMI Main Library | Seen During Stock-taking | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1067 | |
| UMI Main Library | Seen During Stock-taking | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1068 | |
| UMI Main Library | Seen During Stock-taking | 332.632042 BES (Browse shelf(Opens below)) | Available | 2013-1066 |
Includes bibliographical references and index.
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.
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