TY  - BOOK
AU  - Best,Michael J.
TI  - Portfolio optimization
T2  - Chapman & Hall/CRC finance series
SN  - 9781420085846 (hbk.)
PY  - 2010///
CY  - Boca Raton, FL
PB  - Chapman and Hall/CRC
KW  - Portfolio management
KW  - Investment analysis
KW  - Stocks
KW  - Investments
N1  - 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
ER  -