Optimizing optimization the next generation of optimization applications and theory /

Editor Stephen Satchell brings us a book that truly lives up to its title: optimizing optimization by taking the lessons learned about the failures of portfolio optimization from the credit crisis and collecting them into one book, providing a variety of perspectives from the leaders in both industr...

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Other Authors: Satchell, Stephen, 1949-, ScienceDirect (Online service)
Format: eBook
Language: English
Published: Amsterdam ; Boston : Academic Press, [2010]
Physical Description: 1 online resource (xvi, 306 pages) : illustrations.
Series: Quantitative finance series.
Subjects:

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