Introduction to modern portfolio optimization with NuOPT and S-PLUS
"This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-PLUS, the...
Main Author: | Scherer, Bernd Michael. |
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Other Authors: | Martin, R. Douglas., SpringerLink (Online service) |
Format: | eBook |
Language: | English |
Published: |
New York :
Springer,
2005.
New York : 2005. |
Physical Description: |
1 online resource (xxi, 405 pages) : illustrations. |
Subjects: |
CMU Electronic Access
Electronic Resource Click HereLocation | Call Number: | Status |
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CMU Electronic Access | Available |