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Portfolio Optimization and Performance Analysis - Chapman and Hall / CRC Financial Mathematics Series Jean-Luc Prigent 1. izdevums
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Portfolio Optimization and Performance Analysis - Chapman and Hall / CRC Financial Mathematics Series
Jean-Luc Prigent
Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.
456 pages, 74 black & white illustrations, 27 black & white tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2007. gada 7. maijs |
| ISBN13 | 9781584885788 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 456 |
| Izmēri | 166 × 245 × 30 mm · 780 g |
| Valoda | Angļu |
| Sērijas redaktors | Cont, Rama (Columbia University, New York, USA) |
| Sērijas redaktors | Dempster, M.A.H. (Cambridge Systems Associates Limited, UK) |
| Sērijas redaktors | Madan, Dilip B. (University of Maryland, College Park, USA University of Maryland, College Park, USA) |
![Cover for Jean-Luc Prigent · Weak Convergence of Financial Markets - Springer Finance (Hardcover Book) [2003 edition] (2003)](https://imusic.b-cdn.net/images/item/original/331/9783540423331.jpg?jean-luc-prigent-2003-weak-convergence-of-financial-markets-springer-finance-hardcover-book&class=scaled&v=1495751645)
