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9780387210162
Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
by Martin, R. Douglas, Scherer, Bernd
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Product details
- ISBN-13: 9780387210162
- ISBN: 0387210164
- Publication Date: 2005
- Publisher: Springer
AUTHOR
SUMMARY
This work provides a comprehensive treatment of modern portfolio optimisation and construction methods illustrated by using the powerful NUOPT for S-PLUS optimiser and the S-PLUS computing environment for financial analytics on a wide variety of examples.Martin, R. Douglas is the author of 'Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS', published 2005 under ISBN 9780387210162 and ISBN 0387210164.
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