Stochastic Optimization Models in Finance 2006

A reprint of one of the classic volume 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.Ziemba, William T. is the author of 'Stochastic Optimization Models in Finance 2006 ', published 2006 under ISBN 9789812568007 and ISBN 981256800X.