Journal of the American Statistical Association · 1962 · 3.7K citations · 0 references
BusinessEconomicsFinanceDiversification StrategyInvestment ManagementPortfolio ManagementInvestmentPortfolio AnalyticsPortfolio DiversificationPortfolio OptimizationPortfolio SelectionPortfolio TheoryDiversification Of Fund PortfoliosFactor DiversificationFund DiversificationGenetic Algorithm Portfolio SelectionMulti-objective Portfolio SelectionOperations Research ModelsOptimal Portfolio ChoicePortfolio Selection Theory
Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.