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Asset and Portfolio Optimization

  • Carlos Oliveira
Chapter

Abstract

Portfolio managers have to face several investment issues such as rebalancing a portfolio for optimal performance or adjusting a new set of investments depending on their client’s predefined long-term goals. Optimization-based techniques have been developed over the years to deal with these as well as some other common portfolio construction problems.

Keywords

Portfolio Optimization Linear Programming Model Portfolio Manager Capital Asset Price Model Treasury Bill 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Carlos Oliveira 2015

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.NJUnited States

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