Portfolio optimization and performance analysis /
Prigent, Jean-Luc, 1958-
Portfolio optimization and performance analysis / Jean-Luc Prigent. - Boca Raton : Chapman & Hall/CRC, c2007. - xvi, 434 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 397-430) and index.
1584885785 (alk. paper) 9781584885788 (alk. paper)
Portfolio management.
Investment analysis.
Hedge funds.
Portfolio optimization and performance analysis / Jean-Luc Prigent. - Boca Raton : Chapman & Hall/CRC, c2007. - xvi, 434 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 397-430) and index.
1584885785 (alk. paper) 9781584885788 (alk. paper)
Portfolio management.
Investment analysis.
Hedge funds.