Portfolio Optimization and Performance Analysis

Portfolio Optimization and Performance Analysis
Author :
Publisher : CRC Press
Total Pages : 451
Release :
ISBN-10 : 9781420010930
ISBN-13 : 142001093X
Rating : 4/5 (93X Downloads)

Book Synopsis Portfolio Optimization and Performance Analysis by : Jean-Luc Prigent

Download or read book Portfolio Optimization and Performance Analysis written by Jean-Luc Prigent and published by CRC Press. This book was released on 2007-05-07 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, cont


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