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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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