Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Richard O. Michaud, Robert O. Michaud

OUP USA

2008

144 páginas

4h 48m

ISBN-13: 9780195331912

Efficient Asset Management, now in its second edition, presents a highly intuitive yet rigorous approach to defining optimal portfolios. Through practical examples and illustrations, the authors, whose firm has been chosen to cosponsor the new Harry M. Markowitz Award, update the practice of optimization for modern investment management. The book includes an optimization demo on CD-ROM.