| 000 -LEADER |
|---|
| fixed length control field |
01196cam a2200265 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190527134156.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100115s2010 flua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781420085846 (hardcover : alk. paper) |
|
|---|
| International Standard Book Number |
1420085840 (hardcover : alk. paper) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4529.5 |
| Item number |
B515 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.632042 |
| Edition number |
22 |
| Item number |
B515 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Best, Michael J. |
| 9 (RLIN) |
4959 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Portfolio optimization / |
| Statement of responsibility, etc |
Michael J. Best. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Boca Raton, FL : |
| Name of publisher, distributor, etc |
Chapman & Hall/CRC, |
| Date of publication, distribution, etc |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 222 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. + |
| Accompanying material |
1 CD-ROM (4 3/4 in.). |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| 9 (RLIN) |
3976 |
| Title |
Chapman & Hall/CRC finance series. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Optimization -- The efficient frontier -- The capital asset pricing model -- Sharpe ratios and implied risk free returns -- Quadratic programming geometry -- A QP solution algorithm -- Portfolio optimization with constraints -- Determination of the entire efficient frontier -- Sharpe ratios under constraints and kinks. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management. |
| 9 (RLIN) |
2085 |
|
|---|
| Topical term or geographic name as entry element |
Investment analysis. |
| 9 (RLIN) |
4317 |
|
|---|
| Topical term or geographic name as entry element |
Stocks. |
| 9 (RLIN) |
1657 |
|
|---|
| Topical term or geographic name as entry element |
Investments. |
| 9 (RLIN) |
1656 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
