Portfolio Optimization and Performance Analysis
Prigent, Jean-Luc![Portfolio Optimization and Performance Analysis](https://support.digitalhusky.com/media/annotations/sorted/230/23080828/CHSBZCOP0323080828.jpg)
Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results can be applied to practical and operational portfolio optimization.