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Название: Stochastic Optimization Models in Finance 2006
Авторы: Ziemba W.T. (ed.), Vickson R.G. (ed.)
Аннотация:
A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems. Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.