Liknande böcker

Structured Credit Portfolio Analysis, Baskets and CDOs
Bok av Christian Bluhm
Numerical Methods in Finance and Economics
Bok av Paolo Brandimarte
Interest rate models : theory and practice : with smile, inflation, and...
Bok av Damiano Brigo
Financial Modelling with Jump Processes
Bok av Peter Tankov
Risk and Portfolio Analysis : Principles and Methods
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Introduction to Mathematical Portfolio Theory
Bok av M. S. Joshi
Asset pricing and portfolio choice theory
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Advances in Dynamic Games
Bok av Alain. Haurie

Portfolio optimization and performance analysis

Bok av 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, cont