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Portfolio Optimization

About Portfolio Optimization

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. It explains

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  • Language:
  • English
  • ISBN:
  • 9781032925967
  • Binding:
  • Paperback
  • Pages:
  • 238
  • Published:
  • October 13, 2024
  • Dimensions:
  • 156x234x0 mm.
  • Weight:
  • 439 g.
Delivery: 1-2 weeks
Expected delivery: November 29, 2024

Description of Portfolio Optimization

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. It explains

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