Optimizing Optimization

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Optimizing Optimization: The Next Generation of Optimization Applications and Theory (Quantitative Finance)
By Stephen Satchell




&#8226ublisher:  Academic Press
•Number Of Pages:  328
&#8226ublication Date:  2009-10-22
•ISBN-10 / ASIN:  0123749522
•ISBN-13 / EAN:  9780123749529


Product Description:

Editor Stephen Satchell brings us a book that truly lives up to its title: optimizing optimization by taking the lessons learned about the failures of portfolio optimization from the credit crisis and collecting them into one book, providing a variety of perspectives from the leaders in both industry and academia on how to solve these problems both in theory and in practice. Industry leaders are invited to present chapters that explain how their new breed of optimization software addresses the faults of previous versions. Software vendors present their best of breed optimization software, demonstrating how it addresses the faults of the credit crisis. Cutting-edge academic articles complement the commercial applications to provide a well-rounded insight into the current landscape of portfolio optimization.
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