Portfolio optimization

Area 13 – Scienze economiche e statistiche

The book focuses on Portfolio Management, as an aspect of financial theory and experimental finance, which in recent decades has received special attention from a lot of researchers and investors. The financial modelling requires a transfer of concepts and methodologies between mathematics and economics. Through the rigorous mathematical model, the economics benefits from more realistic optimal solutions, while mathematics benefits from being enriched with new concepts that has their originsin economic issues. Optimizing financial asset portfolios is an effective way of improving economic well being.

SINTESI