Practical Portfolio Optimization

Portfolio Optimization

✍ Michael J. Best 📂 Library 📅 2010 🏛 Chapman and Hall/CRC 🌐 English

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 c

60 Years of portfolio optimization: Prac

📁 60 Years of portfolio optimization: Practical challenges and current trends

✍ Kolm Petter N., Tütüncü Reha, Fabozzi Frank J. 📂 Library 🌐 English

// European Journal of Operational Research. Volume 234, Issue 2, 16 April 2014, Pages 356–371<div class="bb-sep"></div>The concepts of portfolio optimization and diversification have been instrumental in the development and understanding of financial markets and financial decision making. In light

Bond Portfolio Optimization

📁 Bond Portfolio Optimization

✍ Dr. Michael Puhle (auth.) 📂 Library 📅 2008 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant

Bond Portfolio Optimization

📁 Bond Portfolio Optimization

✍ Dr. Michael Puhle (auth.) 📂 Library 📅 2008 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant

Bond Portfolio Optimization

📁 Bond Portfolio Optimization

✍ Dr. Michael Puhle (auth.) 📂 Library 📅 2008 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant

Uncertain Portfolio Optimization

📁 Uncertain Portfolio Optimization

✍ Zhongfeng Qin (auth.) 📂 Library 📅 2016 🏛 Springer Singapore 🌐 English

<p>This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the author’s extensive work on uncertainty portfolio optimization in recent years. Considering security returns as different variables, the bo

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