Portfolio Optimization - Michael J Best
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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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Aprašymas
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
Daugiau informacijos
| Autorius | Michael J Best |
|---|---|
| Leidėjas | CRC Press |
| Išleidimo metai | 2024 |
| Viršelio tipas | Minkšti viršeliai |
| EAN | 9781032925967 |