This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
- ISBN13 9781461405764
- Publish Date 12 July 2011
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2011 ed.
- Format Paperback
- Pages 96
- Language English
