Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
Publisher: Springer
Published: September 21, 2007
Language: eng
Number of pages: 410
ISBN-13: 9780387210162
First sentence: In order to familiarize the reader with NUOPT for S-PLUS, we will start with the most prominent subjects in both finance and operations research and show how we can check for arbitrage in security returns using linear programming techniques.