Portfolio optimization / Michael J. Best

By:

Best, Michael J

Material type: Text

TextSeries: Chapman & Hall/CRC finance seriesPublication details: Boca Raton, FL : Chapman and Hall/CRC, c2010Description: xiii, 222 p. : ill. ; 25 cmISBN:

9781420085846 (hbk.)

Subject(s):

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

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Holdings ( 1 )
Title notes ( 2 )

Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Open Shelf	UMPLIB GAMBANG	HG4529.5 .B47 2010 (Browse shelf(Opens below))	1	Available		0000099794

Includes bibliographical references and index