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Portfolio Optimization and Performance Analysis

About Portfolio Optimization and Performance Analysis

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.

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  • Language:
  • English
  • ISBN:
  • 9781584885788
  • Binding:
  • Hardback
  • Pages:
  • 456
  • Published:
  • May 6, 2007
  • Dimensions:
  • 166x245x30 mm.
  • Weight:
  • 780 g.
Delivery: 2-3 weeks
Expected delivery: January 11, 2025
Extended return policy to January 30, 2025
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Description of Portfolio Optimization and Performance Analysis

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.

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