Stochastic Optimization Models in Finance 2006
William T. Ziemba,Raymond G. Vickson | 2006-09-11 00:00:00 | World Scientific Publishing Company | 756 | Finance
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.
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