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. |
|---|---|
| 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 Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |