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Portfoliooptimierung von Michael J Best: Neu-
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eBay-Artikelnr.:285412451040
Artikelmerkmale
- Artikelzustand
- Book Title
- Portfolio Optimization
- Publication Date
- 2010-03-18
- Pages
- 238
- ISBN
- 9781420085846
Über dieses Produkt
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1420085840
ISBN-13
9781420085846
eBay Product ID (ePID)
65704566
Product Key Features
Number of Pages
238 Pages
Language
English
Publication Name
Portfolio Optimization
Subject
Investments & Securities / Portfolio Management, Operations Research, Investments & Securities / Analysis & Trading Strategies, General, Applied
Publication Year
2010
Type
Textbook
Subject Area
Mathematics, Technology & Engineering, Business & Economics
Series
Chapman and Hall/Crc Financial Mathematics Ser.
Format
Hardcover
Dimensions
Item Height
0.7 in
Item Weight
21.3 Oz
Item Length
9.5 in
Item Width
6.4 in
Additional Product Features
Intended Audience
College Audience
LCCN
2009-053431
Reviews
Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages. --David Starer, Stevens Institute of Technology Overall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engineering. The book is self-contained enough to be used as study material for those who want to teach themselves portfolio optimization and related computer programming, be they advanced undergraduate students, graduate students, or financial practitioners. --Youngna Choi, Mathematical Reviews, Issue 2012a ... an excellent companion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. ... I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. --Edward P. Kao, University of Houston, Texas, USA, Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages. -David Starer, Stevens Institute of Technology Overall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engineering. The book is self-contained enough to be used as study material for those who want to teach themselves portfolio optimization and related computer programming, be they advanced undergraduate students, graduate students, or financial practitioners. -Youngna Choi, Mathematical Reviews, Issue 2012a … an excellent companion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. … I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. -Edward P. Kao, University of Houston, Texas, USA, Michael Beste(tm)s book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages. e"David Starer, Stevens Institute of Technology Overall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engineering. The book is self-contained enough to be used as study material for those who want to teach themselves portfolio optimization and related computer programming, be they advanced undergraduate students, graduate students, or financial practitioners. e"Youngna Choi, Mathematical Reviews, Issue 2012a e an excellent companion text for the course e~Discrete-Time Models in Financee(tm) that I have been teaching in the past years. e I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. e"Edward P. Kao, University of Houston, Texas, USA, Overall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engineering. The book is self-contained enough to be used as study material for those who want to teach themselves portfolio optimization and related computer programming, be they advanced undergraduate students, graduate students, or financial practitioners. -Youngna Choi, Mathematical Reviews, Issue 2012a … an excellent companion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. … I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. -Edward P. Kao, University of Houston, Texas, USA, … an excellent companion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. … I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. -Edward P. Kao, University of Houston, Texas, USA, Michael Best's book is the ideal combination of optimization and portfolio theory. Mike has provided a wealth of practical examples in MATLAB to give students hands-on portfolio optimization experience. The included stand-alone MATLAB code even provides its own quadratic solver, so that students do not need to rely on any external packages. --David Starer, Stevens Institute of Technology Overall, this is a nice book that would be ideal as a textbook for one-semester portfolio optimization courses. It can also be good as a supplementary text for courses in operations research and/or financial engineering. The book is self-contained enough to be used as study material for those who want to teach themselves portfolio optimization and related computer programming, be they advanced undergraduate students, graduate students, or financial practitioners. --Youngna Choi, Mathematical Reviews, Issue 2012a ... an excellent companion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. ... I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. --Edward P. Kao, University of Houston, Texas, USA nion text for the course 'Discrete-Time Models in Finance' that I have been teaching in the past years. ... I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. --Edward P. Kao, University of Houston, Texas, USA, an excellent companion text for the course Discrete-Time Models in Finance " that I have been teaching in the past years. I think adding your text can make the course more lively. This is what I plan to do in the coming (fall) semester. "Edward P. Kao, University of Houston, Texas, USA
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
332.63/2042
Table Of Content
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 Linear Inequality Constraints. Determination of the Entire Efficient Frontier. Sharpe Ratios under Constraints and Kinks. Appendix. References.
Synopsis
Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. Only requiring elementary linear algebra, the text begins with the necessary and sufficient conditions for optimal quadratic minimization that is subject to linear equality constraints. It then develops the key properties of the efficient frontier, extends the results to problems with a risk-free asset, and presents Sharpe ratios and implied risk-free rates. After focusing on quadratic programming, the author discusses a constrained portfolio optimization problem and uses an algorithm to determine the entire (constrained) efficient frontier, its corner portfolios, the piecewise linear expected returns, and the piecewise quadratic variances. The final chapter illustrates infinitely many implied risk returns for certain market portfolios. Drawing on the author's experiences in the academic world and as a consultant to many financial institutions, this text provides a hands-on foundation in portfolio optimization. Although the author clearly describes how to implement each technique by hand, he includes several MATLAB® programs designed to implement the methods and offers these programs on the accompanying downloadable resources., Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. Only requiring elementary linear algebra, the text begins with the necessary and sufficient conditions for optimal quadratic minimization that is subject to linear equality constraints. It then develops the key properties of the efficient frontier, extends the results to problems with a risk-free asset, and presents Sharpe ratios and implied risk-free rates. After focusing on quadratic programming, the author discusses a constrained portfolio optimization problem and uses an algorithm to determine the entire (constrained) efficient frontier, its corner portfolios, the piecewise linear expected returns, and the piecewise quadratic variances. The final chapter illustrates infinitely many implied risk returns for certain market portfolios. Drawing on the author's experiences in the academic world and as a consultant to many financial institutions, this text provides a hands-on foundation in portfolio optimization. Although the author clearly describes how to implement each technique by hand, he includes several MATLAB(R) programs designed to implement the methods and offers these programs on the accompanying downloadable resources., Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. Only requiring elementary linear algebra, the text begins with the necessary and sufficient conditions for optimal quadratic minimization that is subject to linear equality constraints. It then develops the key properties of the efficient frontier, extends the results to problems with a risk-free asset, and presents Sharpe ratios and implied risk-free rates. After focusing on quadratic programming, the author discusses a constrained portfolio optimization problem and uses an algorithm to determine the entire (constrained) efficient frontier, its corner portfolios, the piecewise linear expected returns, and the piecewise quadratic variances. The final chapter illustrates infinitely many implied risk returns for certain market portfolios. Drawing on the author's experiences in the academic world and as a consultant to many financial institutions, this text provides a hands-on foundation in portfolio optimization. Although the author clearly describes how to implement each technique by hand, he includes several MATLAB(R) programs designed to implement the methods and offers these programs on the accompanying CD-ROM., Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. It explains
LC Classification Number
HG4529.5
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AlibrisBooks
98,6% positive Bewertungen•1,9 Mio. Artikel verkauft
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (513.875)
- m***m (2298)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufI’m thrilled with my recent purchase . The website was user-friendly, and the product descriptions were accurate. Customer service was prompt and helpful, answering all my questions. My order arrived quickly, well-packaged, and the product exceeded my expectations in quality. I’m impressed with the attention to detail and the overall experience. I’ll definitely shop here again and highly recommend from this seller to others. Thank you for a fantastic experience!
- a***n (45)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufMistakenly ordered a paperback that I thought was a hardcover, not sellers fault; it was described properly on the listing. Seller still processed a refund the day I went to return the item and let me keep the item anyway. A+++ service. Book arrived quickly in great condition and for a great price. Thank you so much! Amazing seller!
- n***c (94)- Bewertung vom Käufer.Letzte 6 MonateBestätigter Kaufseller was communicative about my shipment, media mail took a while and tracking wasn't updated frequently, but seller communicated to me very quickly on status. the item came new and wrapped as described, though the packaging in it was packed wasn't sturdy and falling apart when it got to me.