Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

by Bernd Scherer (Author), Bernd Scherer (Author), R. Douglas Martin (Author)

Synopsis

This practical handbook provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. It fills the gap between current university instruction and current industry practice.

$148.51

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 428
Edition: 1st ed. 2005. Corr. 2nd. printing 2007
Publisher: Springer
Published: 03 May 2005

ISBN 10: 0387210164
ISBN 13: 9780387210162