ENGLISH

Stochastic Optimization Models in Finance 2006

By William T. Ziemba , Raymond G. Vickson

Book information

Year
2006
ISBN
981256800X, 9789812568007, 9789812773654
Open Library ID
OL9390448M
Language
english
Format
PDF
Filesize
29 MB (30883134 bytes)
Pages
756\756
Topic
Economy
Time added
2011-06-04 13:46:07

Description

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems. Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

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