Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM

Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM

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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. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods.


Title:Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM
Author: Bernd Scherer, R. Douglas Martin
Publisher:Springer Science & Business Media - 2007-09-05
ISBN-13:

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