Prigent, Jean-Luc,  1958- <br/><br/>
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 .
<br/><br/>Includes bibliographical references (p. 397-430) and index. 
<br/><br/><label>ISBN: </label>1584885785 (alk. paper) 9781584885788 (alk. paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management.<br/>Investment analysis.<br/>Hedge funds.