Introduction to Methods of Optimization

This book has two main objectives:
• to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level;

This book has two main objectives:
• to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level;

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, and this trend will only accelerate in the coming years.

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, and this trend will only accelerate in the coming years.