Portfolio optimization:
Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that student...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
[2010]
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| Schriftenreihe: | Chapman & Hall/CRC finance series
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| Schlagworte: | |
| Online-Zugang: | FHM01 URL des Erstveröffentlichers |
| Zusammenfassung: | Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages.-David Starer, Stevens Institute of TechnologyOverall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engi |
| Beschreibung: | 1 online resource (xiii, 222 pages) Diagramme |
| ISBN: | 9780429184796 |
| DOI: | 10.1201/b17178 |
Internformat
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| 505 | 8 | |a Ch. 1. Optimization -- ch. 2. The efficient frontier -- ch. 3. The capital asset pricing model -- ch. 4. Sharpe ratios and implied risk free returns -- ch. 5. Quadratic programming geometry -- ch. 6. A QP solution algorithm -- ch. 7. Portfolio optimization with constraints -- ch. 8. Determination of the entire efficient frontier -- ch. 9. Sharpe ratios under constraints and kinks | |
| 520 | 3 | |a Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages.-David Starer, Stevens Institute of TechnologyOverall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engi | |
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Datensatz im Suchindex
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| author | Best, Michael J. |
| author_GND | (DE-588)170596389 |
| author_facet | Best, Michael J. |
| author_role | aut |
| author_sort | Best, Michael J. |
| author_variant | m j b mj mjb |
| building | Verbundindex |
| bvnumber | BV047370295 |
| classification_rvk | SK 980 QK 810 |
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| contents | Ch. 1. Optimization -- ch. 2. The efficient frontier -- ch. 3. The capital asset pricing model -- ch. 4. Sharpe ratios and implied risk free returns -- ch. 5. Quadratic programming geometry -- ch. 6. A QP solution algorithm -- ch. 7. Portfolio optimization with constraints -- ch. 8. Determination of the entire efficient frontier -- ch. 9. Sharpe ratios under constraints and kinks |
| ctrlnum | (OCoLC)1261736429 (DE-599)BVBBV047370295 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1201/b17178 |
| format | Electronic eBook |
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| id | DE-604.BV047370295 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T17:44:29Z |
| indexdate | 2024-07-10T09:10:15Z |
| institution | BVB |
| isbn | 9780429184796 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032772120 |
| oclc_num | 1261736429 |
| open_access_boolean | |
| owner | DE-M347 |
| owner_facet | DE-M347 |
| physical | 1 online resource (xiii, 222 pages) Diagramme |
| psigel | ZDB-7-EFB ebook ZDB-4-NLEBK ZDB-7-TFC ZDB-7-TFC Einzelkauf |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | CRC Press |
| record_format | marc |
| series2 | Chapman & Hall/CRC finance series |
| spelling | Best, Michael J. (DE-588)170596389 aut Portfolio optimization Michael J. Best, University of Waterloo, Ontario, Canada Boca Raton ; London ; New York CRC Press [2010] © 2010 1 online resource (xiii, 222 pages) Diagramme txt rdacontent c rdamedia cr rdacarrier Chapman & Hall/CRC finance series Ch. 1. Optimization -- ch. 2. The efficient frontier -- ch. 3. The capital asset pricing model -- ch. 4. Sharpe ratios and implied risk free returns -- ch. 5. Quadratic programming geometry -- ch. 6. A QP solution algorithm -- ch. 7. Portfolio optimization with constraints -- ch. 8. Determination of the entire efficient frontier -- ch. 9. Sharpe ratios under constraints and kinks Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages.-David Starer, Stevens Institute of TechnologyOverall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engi Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s DE-604 Portfolio Selection (DE-588)4046834-3 s Erscheint auch als Druck-Ausgabe, Hardcover 978-1-4200-8584-6 https://doi.org/10.1201/b17178 Verlag URL des Erstveröffentlichers |
| spellingShingle | Best, Michael J. Portfolio optimization Ch. 1. Optimization -- ch. 2. The efficient frontier -- ch. 3. The capital asset pricing model -- ch. 4. Sharpe ratios and implied risk free returns -- ch. 5. Quadratic programming geometry -- ch. 6. A QP solution algorithm -- ch. 7. Portfolio optimization with constraints -- ch. 8. Determination of the entire efficient frontier -- ch. 9. Sharpe ratios under constraints and kinks Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4115601-8 |
| title | Portfolio optimization |
| title_auth | Portfolio optimization |
| title_exact_search | Portfolio optimization |
| title_exact_search_txtP | Portfolio optimization |
| title_full | Portfolio optimization Michael J. Best, University of Waterloo, Ontario, Canada |
| title_fullStr | Portfolio optimization Michael J. Best, University of Waterloo, Ontario, Canada |
| title_full_unstemmed | Portfolio optimization Michael J. Best, University of Waterloo, Ontario, Canada |
| title_short | Portfolio optimization |
| title_sort | portfolio optimization |
| topic | Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Portfolio Selection Portfoliomanagement |
| url | https://doi.org/10.1201/b17178 |
| work_keys_str_mv | AT bestmichaelj portfoliooptimization |