Portfolio Choice Problems: An Introductory Survey of Single and Multiperiod Models

by Nicolas Chapados

From the reviews:

"This book provides a reader with a compact treatment of a quite wide spectrum of portfolio choice problems. The author aims to review the main classical results concerning optimal portfolio construction ... . The book is very concise but written in a clear, accessible way. It can serve as a useful source for students and academics entering the field, as well as practitioners looking for a broad coverage of the topic."...

• Format: Paperback
• Language: English
• ISBN: 1461405769
• ISBN13: 9781461405764
• Release Date: July 2011
• Publisher: Springer
• Length: 96 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"