Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques

Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques group work Wydawca: Springer-Verlag New York Inc. Data wydania: 2009 ISBN: 9780387774381 Liczba stron: 794 Format: 232 x 166 x 52 Rodzaj oprawy: Hardback Opis produktu: Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.