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...

Full description

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:

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