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
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