Portfolio optimization /

Best, Michael J.

Portfolio optimization / Michael J. Best - Boca Raton, FL : Chapman and Hall/CRC, c2010 - xiii, 222 p. : ill. ; 25 cm. - Chapman & Hall/CRC finance series . - Chapman & Hall/CRC finance series .

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

9781420085846 (hbk.)


Portfolio management
Investment analysis
Stocks
Investments

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