Book contents
- Frontmatter
- Contents
- List of contributors
- Foreword
- Preface
- Acknowledgments
- Part I General overview
- 1 Some financial optimization models: I Risk management
- 2 Some financial optimization models: II Financial engineering
- 3 New “financial market equilibrium” results: implications for practical financial optimization
- 4 Empirical tests of biases in equity portfolio optimization
- Part II Models
- Part III Methodologies
- Index
3 - New “financial market equilibrium” results: implications for practical financial optimization
Published online by Cambridge University Press: 09 February 2010
- Frontmatter
- Contents
- List of contributors
- Foreword
- Preface
- Acknowledgments
- Part I General overview
- 1 Some financial optimization models: I Risk management
- 2 Some financial optimization models: II Financial engineering
- 3 New “financial market equilibrium” results: implications for practical financial optimization
- 4 Empirical tests of biases in equity portfolio optimization
- Part II Models
- Part III Methodologies
- Index
Summary
- Type
- Chapter
- Information
- Financial Optimization , pp. 72 - 79Publisher: Cambridge University PressPrint publication year: 1993
- 1
- Cited by