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Introduction to Portfolio Theory
Least Deviation Stock Selection System IDS
The MultiIndex Model MIM
4 other sections not shown
algorithm allocation average correlation capitalized value cash cluster analysis CM CM CM CM H CMS VERSION 6.8 COPP CORNELL VM/370 CMS deviation ELEC Exxon FLOAT BIN(31 funds Gaussian Elimination hurdle values index fund index-fund INDS INC initial wealth INOS INTL INC investment IVOId IVOld Lagrange multiplier management factor market index market portfolio market return Market Value $1000 matrix Modern Portfolio Theory Multi-Index Model number of clusters number of shares number of stocks NUMSEC NYSE o o o OOOOOT PLI A CORNELL PUT SKIP EDIT quarter segment SQUARED DEVIATION stocks held subroutine trade transactions cost ui ui UJ UJ Ul Ul VM/370 CMS VERSION woyj x oav