Introduction to modern portfolio optimization with NuOPT and S-PLUS
By: Bernd Scherer, R. Douglas Martin.
Contributors: Martin, R. Douglas.
Publisher: Springer
Published: 2005
Place of publication: New York
Language: eng
Number of pages: 405
ISBN-13: 9780387210162
Subjects: Portfolio management -- Data processing.
Notes: Includes bibliographical references (p. 393-399) and index.