£89.99

Springer Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

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Description

In recent years, portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the coming years. This book fills the gap between current university instruction and current industry practice by providing a comprehensive treatment of modern portfolio optimization and construction methods illustrated by using the powerful NUOPT for S-PLUS optimizer and the S-PLUS computing environment for financial analytics on a wide variety of examples.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
05 October 2010
Listed Since
06 July 2010

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