Edhec-Risk
Portfolio Management
Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

Authors: Bernd Scherer, R. Douglas Martin
Editions: Springer
Pages: 410 pages
Date: 2005
 
 
 
Summary
In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.

Bernd Scherer is currently Affiliate Professor of Finance at EDHEC Business School.
 
 

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