Any of you guys have an opinion of Fabozzi book? Similar to Grinold-Kahn? Thanks.
Edit: i guess technoquant already recommended it as Kolm is one of the authors.
Optimal Portfolio Modeling.
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ClopeMan
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Optimal Portfolio Modeling.
twisted objective mind
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quantie
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- Joined: Thu Jan 01, 2004 12:00 am
Optimal Portfolio Modeling.
Forgot to mention the scherer-martin book if you have splusnu-opt
is a very good book as well. I like the style where there is a sample dataset and examples that makes it DIY. The big negative for this book is the requirement for having splus and nuopt to use it and is not R-friendly. If you buy the book you can download a 3month trial of splus and nuopt.
is a very good book as well. I like the style where there is a sample dataset and examples that makes it DIY. The big negative for this book is the requirement for having splus and nuopt to use it and is not R-friendly. If you buy the book you can download a 3month trial of splus and nuopt.
Blistering Barnacles;Thundering Typhoons