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- 2009053431 contributor B11457269.
- 2009053431 created "c2010.".
- 2009053431 date "2010".
- 2009053431 date "c2010.".
- 2009053431 dateCopyrighted "c2010.".
- 2009053431 description "Includes bibliographical references and index.".
- 2009053431 description "Optimization -- The efficient frontier -- The capital asset pricing model -- Sharpe ratios and implied risk free returns -- Quadratic programming geometry -- A QP solution algorithm -- Portfolio optimization with constraints -- Determination of the entire efficient frontier -- Sharpe ratios under constraints and kinks.".
- 2009053431 extent "xiii, 222 p. :".
- 2009053431 identifier "1420085840 (hardcover : alk. paper)".
- 2009053431 identifier "9781420085846 (hardcover : alk. paper)".
- 2009053431 isPartOf "Chapman & Hall/CRC finance series".
- 2009053431 isPartOf "Chapman & Hall/CRC finance series.".
- 2009053431 issued "2010".
- 2009053431 issued "c2010.".
- 2009053431 language "eng".
- 2009053431 publisher "Boca Raton : Chapman & Hall/CRC,".
- 2009053431 subject "332.63/2042 22".
- 2009053431 subject "HG4529.5 .B515 2010".
- 2009053431 subject "Investment analysis.".
- 2009053431 subject "Investments.".
- 2009053431 subject "Portfolio management.".
- 2009053431 subject "Stocks.".
- 2009053431 tableOfContents "Optimization -- The efficient frontier -- The capital asset pricing model -- Sharpe ratios and implied risk free returns -- Quadratic programming geometry -- A QP solution algorithm -- Portfolio optimization with constraints -- Determination of the entire efficient frontier -- Sharpe ratios under constraints and kinks.".
- 2009053431 title "Portfolio optimization / Michael J. Best.".
- 2009053431 type "text".