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Stochastic Optimization Models in Finance 2006 Edition

W. T. Ziemba ... 756 pages - Publisher: World Scientific Publishing Company; (September, 2006) ... Language: English - ISBN-10: 981256800X - ISBN-13: 978-9812568007 ...

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

Stochastic Optimization Models in Finance 2006 Edition, W. T. Ziemba

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