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Modern Portfolio Optimization with Nuopt(tm), S-Plus(r), and S+bayes(tm)

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Modern Portfolio Optimization with Nuopt(tm), S-Plus(r), and S+bayes(tm) - Scherer, Bernd, and Martin, R Douglas
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This practical handbook provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. It fills the gap between current university instruction and current industry practice.

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Modern Portfolio Optimization with Nuopt(tm), S-Plus(r), and S+bayes(tm) 2005, Springer, New York, NY

ISBN-13: 9780387210162

Hardcover