| 000 | 01295nam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | vtls000082797 | ||
| 003 | KUKTEM | ||
| 005 | 20251125102921.0 | ||
| 008 | 141103t2010 flua f 001 0 eng d | ||
| 020 | _a9781420085846 (hbk.) | ||
| 039 | 9 |
_a201508181629 _baida _c201506251649 _ddilla _y201411031028 _zezzatul |
|
| 040 | _aUMP | ||
| 090 | _aHG4529.5 .B47 2010 | ||
| 100 | 1 | _aBest, Michael J. | |
| 245 | 1 | 0 |
_aPortfolio optimization / _cMichael J. Best |
| 260 |
_aBoca Raton, FL : _bChapman and Hall/CRC, _cc2010 |
||
| 300 |
_axiii, 222 p. : _bill. ; _c25 cm. |
||
| 490 | 1 | _aChapman & Hall/CRC finance series | |
| 504 | _aIncludes bibliographical references and index | ||
| 505 | 0 | _aOptimization -- 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 | |
| 650 | 0 | _aPortfolio management | |
| 650 | 0 | _aInvestment analysis | |
| 650 | 0 | _aStocks | |
| 650 | 0 | _aInvestments | |
| 830 | 0 | _aChapman & Hall/CRC finance series | |
| 999 |
_aVIRTUA40 _c80714 _d80720 |
||
| 999 | _aVTLSSORT0080*0200*0400*0900*1000*2450*2600*3000*4900*5040*5050*6500*6501*6502*6503*8300*9992 | ||