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Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: - Publisher: Infinite Study
The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to
Language: en
Pages: 329
Pages: 329
Type: BOOK - Published: 2014-03-17 - Publisher: Springer
This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available i
Language: en
Pages: 207
Pages: 207
Type: BOOK - Published: 2008-03-03 - Publisher: Oxford University Press
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, a
Language: en
Pages: 238
Pages: 238
Type: BOOK - Published: 2010-03-09 - Publisher: CRC Press
Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formul
Language: en
Pages: 513
Pages: 513
Type: BOOK - Published: 2007-04-27 - Publisher: John Wiley & Sons
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, inves