March 2010
Intermediate to advanced
238 pages
5h 59m
English
Content preview from Portfolio Optimization
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Contents
Preface ix
Acknowledgments xii
About the Author xii
Chapter 1 Optimization 1
1.1 Quadratic Minimization . . . . . . . . . . . . . . . . . 1
1.2 Nonlinear Optimization . . . . . . . . . . . . . . . . . . 8
1.3 Extreme Points . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Computer Results . . . . . . . . . . . . . . . . . . . . . 15
1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Chapter 2 The Efficient Frontier 21
2.1 The Efficient Frontier . . . . . . . . . . . . . . . . . . 21
2.2 Computer Programs . . . . . . . . . . . . . . . . . . . 33
2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 36
Chapter 3 The Capital Asset Pricing Model 41
3.1 The Capital Market Line . . . . . . . . . . . . . . . . . 41
3.2 The
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.