Portfolio optimization and performance analysis /

Prigent, Jean-Luc, 1958-

Portfolio optimization and performance analysis / Jean-Luc Prigent. - Boca Raton : Chapman & Hall/CRC, c2007. - xvi, 434 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (p. 397-430) and index.

9780367848439

2006100727

GBA692508 bnb

013590292 Uk


Portfolio management.
Investment analysis.
Hedge funds.

332.6 / PRI-P