Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Modern Portfolio Optimization with Nuopt(tm), S-Plus(r), and S+bayes(tm)

Modern Portfolio Optimization with Nuopt(tm), S-Plus(r), and S+bayes(tm)

Scherer, Bernd
Martin, R. Douglas

Hardcover

General MathematicsProbability & Statistics

ISBN10: 0387210164
ISBN13: 9780387210162
Publisher: Springer Nature
Published: May 3 2005
Pages: 406
Weight: 1.75
Height: 1.20 Width: 6.20 Depth: 9.20
Language: English

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, and this trend will only accelerate in the coming years. This book fills the gap between current university instruction and current industry practice by providing a comprehensive treatment of modern portfolio optimization and construction methods illustrated by using the powerful NUOPT for S-PLUS optimizer and the S-PLUS computing environment for financial analytics on a wide variety of examples.

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