Michael J Best

Broschiertes Buch

Portfolio Optimization

Beschreibung

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. It explains

Autor

Michael J. Best is a professor in the Department of Combinatorics and Optimization at the University of Waterloo in Ontario, Canada. He received his Ph.D. from the Department of Industrial Engineering and Operations Research at the University of California, Berkeley. Dr. Best has authored over 37 papers on finance and nonlinear programming and co-authored a textbook on linear programming. He also has been a consultant to Bank of America, Ibbotson Associates, Montgomery Assets Management, Deutsche Bank, Toronto Dominion Bank, and Black Rock-Merrill Lynch.

Produktdetails

• Verlag: CRC Press
• Seitenzahl: 238
• Erscheinungstermin: 14. Oktober 2024
• Englisch
• Abmessung: 234mm x 156mm
• Gewicht: 440g
• ISBN-13: 9781032925967
• ISBN-10: 1032925965
• Artikelnr.: 71711845