Portfolio Optimization (Chapman & Hall/CRC Finance Series)

by Michael J . Best (Author)

• New

  Hardcover
  2010

  $103.74

  Shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This book covers the concepts of the Markowitz 'budget constraint only' model to a linearly constrained model. It explains how the basic portfolio optimization problem can help determine the optimal investment.