Portfolio Optimization
portes grátis
Portfolio Optimization
Best, Michael J.
Taylor & Francis Ltd
10/2024
238
Mole
9781032925967
Pré-lançamento - envio 15 a 20 dias após a sua edição
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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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Efficient Frontier;Minimum Variance Portfolio;francis;Risk Free Asset;group;Efficient Portfolios;efficient;Positive Semidefinite;frontier;Xmin Xmax Ymin Ymax;optimal;Portfolio Optimization;solution;Full Row Rank;minimum;Linear Equality Constraints;variance;Portfolio Optimization Problem;portfolios;Active Constraints;expected;Inequality Constraints;Risk Free Return;Sharpe Ratio;Optimal Solution;Linear Inequality Constraints;Nonnegativity Constraints;Maximum Sharpe Ratio;Active Inequality Constraints;Capital Market Line;Multiplier Vector;Market Portfolio;Parametric Interval;Inactive Constraints;Active Set
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Efficient Frontier;Minimum Variance Portfolio;francis;Risk Free Asset;group;Efficient Portfolios;efficient;Positive Semidefinite;frontier;Xmin Xmax Ymin Ymax;optimal;Portfolio Optimization;solution;Full Row Rank;minimum;Linear Equality Constraints;variance;Portfolio Optimization Problem;portfolios;Active Constraints;expected;Inequality Constraints;Risk Free Return;Sharpe Ratio;Optimal Solution;Linear Inequality Constraints;Nonnegativity Constraints;Maximum Sharpe Ratio;Active Inequality Constraints;Capital Market Line;Multiplier Vector;Market Portfolio;Parametric Interval;Inactive Constraints;Active Set
