Library of American University of Madaba
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Portfolio optimization /
by Best, Michael J.
Series: Chapman & Hall/CRC finance series. Published by : Chapman & Hall/CRC, (Boca Raton, FL :) Physical details: xiii, 222 p. : ill. ; 25 cm. + ISBN: 1420085840 Subject(s): Portfolio management. | Investment analysis. | Stocks. | Investments. Year: 2010
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| Item type | Location | Call Number | Status | Notes | Date Due |
|---|---|---|---|---|---|
 Book |
AUM Main Library | 332.632042 B515 (Browse Shelf) | Available | JBC/2011/16926 |
Includes bibliographical references and index.
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.
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