Putting together a portfolio in such a way that return is maximized for a given risk level, or risk is minimized for a given expected return level.
Related information about optimization:
- Mathematical optimization - Wikipedia, the free encyclopedia
In mathematics, statistics, empirical sciences, computer science, or management science, mathematical optimization (alternatively, optimization or mathematical ...
- Pauls Online Notes : Calculus I - Optimization
Optimization. In this section we are going to look at optimization problems. In optimization problems we are looking for the largest value or the smallest value that ...
- Optimization - Merriam-Webster Online
an act, process, or methodology of making something (as a design, system, or decision) as fully perfect, functional, or effective as possible; specifically : the ...
- Optimization Problem #1 - YouTube
Apr 1, 2008 ... An Optimization is Shown using Derivatives. I have posted another examples as well! For more free math videos, visit http://PatrickJMT.com.
- Optimization Software - Optimization Toolbox - MATLAB
Optimization Toolbox™ provides widely used algorithms for standard and large- scale optimization. Using this optimization software, you can solve constrained ...
- Taylor & Francis Online :: Optimization: A Journal of Mathematical ...
Optimization. A Journal of Mathematical Programming and Operations Research. T&F Open Select; Peer Review Integrity. ISSN 0233-1934 (Print), 1029-4945 ...
- Lecture Notes on Optimization - University of California, Berkeley
By Pravin Varaiya. This book is an introduction to mathematical programming, optimal control, and dynamic programming.
- Optimization Online
A repository of eprints about optimisation and related topics.