Best, Michael J. <br/><br/>
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 .
<br/><br/>Includes bibliographical references and index 
<br/><br/>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 
<br/><br/><label>ISBN: </label>9781420085846 (hbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management<br/>Investment analysis<br/>Stocks<br/>Investments