
MATLAB
®
is a registered trademark of The MathWo r ks, Inc. For
product information, please contact:
The MathWorks, Inc.
3 Apple Hill Drive
Natick, MA 017 60-2098 USA
Tel: 508-647-700 0
Fax: 508-647-7001
E-mail: info@mathworks.com
Web: www.mathworks.com <http://www.mathworks.com/>
Acknowledgments
A book like this could not have b een written without the help of many
people. Special thanks go to Professor Robert R. Grauer, who intro-
duced me to the subject of Portfolio Optimization many years ago and
taught me t he basics from a qualitative point of view. In addition,
many people generously contributed their time, thought and intellec-
tual energy to this