Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780387275864

Contents : Contents

1. Linear and Quadratic Programming
2. General Optimization with SIMPLE
3. Advanced Issues in Mean-Variance Optimization
4. Resampling and Portfolio Choice
5. Scenario Optimization : Addressing Non-Normality
6. Robust Statistical Methods for Portfolio Construction
7. Bayes Methods

Bibliography
Index

Language : English

Figure(s) : Schémas

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque