Portfolio Optimization and Performance Analysis

by Jean-Luc Prigent

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for...

• Format: Hardcover
• Language: English
• ISBN: 1584885785
• ISBN13: 9781584885788
• Release Date: May 2007
• Publisher: CRC Press
• Length: 456 Pages
• Weight: 1.67 lbs.
• Dimensions: 1.1" x 6.4" x 9.3"