Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management / W. Brent Lindquist,
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models ...
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Bond Portfolio Optimization
1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization ...
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Computational Methods in Financial Engineering
The focus of this book is the development of computational methods and analytical models in financial engineering that rely ...
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Fuzzy Portfolio Optimization
This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, ...
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Linear Programming : Foundations and Extensions
Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained ...
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Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
This book fills the gap between current university instruction and current industry practice by providing a comprehensive ...
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Optimal Risk-Return Trade-Offs of Commercial Banks
The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio ...
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Portfolio Management with Heuristic Optimization
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
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Risk and Asset Allocation
This encyclopedic, self-contained, detailed exposition spans all the steps of one-period allocation from the basics to the ...
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