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Book Categories |
1 | Portfolio optimization | 1 |
2 | One-variable optimization | 19 |
3 | Optimal portfolios with N assets | 33 |
4 | Unconstrained optimization in N variables | 41 |
5 | The steepest descent method | 51 |
6 | The Newton method | 65 |
7 | Quasi-Newton methods | 77 |
8 | Conjugate gradient methods | 87 |
9 | Optimal portfolios with restrictions | 97 |
10 | Larger-scale portfolios | 107 |
11 | Data-fitting & the Gauss-Newton method | 117 |
12 | Equality constrained optimization | 131 |
13 | Linear equality constraints | 139 |
14 | Penalty function methods | 151 |
15 | Sequential quadratic programming | 165 |
16 | Further portfolio problems | 179 |
17 | Inequality constrained optimization | 187 |
18 | Extending equality-constraint methods | 197 |
19 | Barrier function methods | 211 |
20 | Interior point methods | 219 |
21 | Data fitting using inequality constraints | 227 |
22 | Portfolio re-balancing and other problems | 233 |
23 | Global unconstrained optimization | 243 |
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