Prigent, Jean-Luc, 1958-

Portfolio optimization and performance analysis / Jean-Luc Prigent - Boca Raton, Fla. : Chapman & Hall/CRC, 2007 - xvi, 434 p. : ill. ; 24 cm. - Chapman & Hall/CRC financial mathematics series ; 7 .

Includes bibliographical references and index

9781584885788 (alk. paper) 1584885785 (alk. paper) RM275.14


Portfolio management
Investment analysis
Hedge funds