Asset and Portfolio Optimization

  • Carlos Oliveira


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.


Portfolio Optimization Linear Programming Model Portfolio Manager Capital Asset Price Model Treasury Bill 

Copyright information

© Carlos Oliveira 2015

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.NJUnited States

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