| Record ID | marc_loc_2016/BooksAll.2016.part33.utf8:155214739:1185 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part33.utf8:155214739:1185?format=raw |
LEADER: 01185cam a2200325 a 4500
001 2006100727
003 DLC
005 20070905083125.0
008 061205s2007 flua b 001 0 eng
010 $a 2006100727
015 $aGBA692508$2bnb
016 7 $a013590292$2Uk
020 $a9781584885788 (alk. paper)
020 $a1584885785 (alk. paper)
035 $a(OCoLC)ocm74968400
035 $a(OCoLC)74968400
040 $aDLC$cDLC$dUKM$dBAKER$dBTCTA$dC#P$dYDXCP$dDLC
050 00 $aHG4529.5$b.P735 2007
082 00 $a332.6$222
100 1 $aPrigent, Jean-Luc,$d1958-
245 10 $aPortfolio optimization and performance analysis /$cJean-Luc Prigent.
260 $aBoca Raton :$bChapman & Hall/CRC,$cc2007.
300 $axvi, 434 p. :$bill. ;$c25 cm.
440 0 $aChapman & Hall/CRC financial mathematics series
504 $aIncludes bibliographical references (p. 397-430) and index.
650 0 $aPortfolio management.
650 0 $aInvestment analysis.
650 0 $aHedge funds.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip076/2006100727.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0704/2006100727-d.html