01295nam a2200289 a 4500 vtls000082797 KUKTEM 20251125102921.0 141103t2010 flua f 001 0 eng d 9781420085846 (hbk.) 201508181629 aida 201506251649 dilla 201411031028 ezzatul UMP HG4529.5 .B47 2010 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 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 Portfolio management Investment analysis Stocks Investments Chapman & Hall/CRC finance series 0 0 0 0 10000 10000 2019-09-04 336.81 0 HG4529.5 .B47 2010 0000099794 2019-09-04 00:00:00 1 336.81 2019-09-04 OPEN VIRTUA40 80714 80720 VTLSSORT0080*0200*0400*0900*1000*2450*2600*3000*4900*5040*5050*6500*6501*6502*6503*8300*9992