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

by Douglas R. Martin and Bernd Scherer

In recent years, portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the coming years. This book fills the gap between current university instruction and current industry practice by providing a comprehensive treatment of modern...

• Format: Hardcover
• Language: English
• ISBN: 0387210164
• ISBN13: 9780387210162
• Release Date: January 2005
• Publisher: Springer
• Length: 406 Pages
• Weight: 0.95 lbs.
• Dimensions: 1.2" x 6.2" x 9.2"