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Modern Portfolio Optimization with NuOPT, S-PLUS, and S+Bayes. The computational aspect of the book is based on extensive use of S-Plus, the S+NuOPT?. Here lies a thorough explanation of almost all possibilities one can think of for portfolio optimization, complete with error estimation techniques and explanation of when non-normality plays a part.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.