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Books/Articles By
Author: Tuenter, Hans
Chapter 38
Reading Title:
Asset Management: A Framework for Portfolio Optimization
Reading Author(s):
Muralikrishnan, Vallabh
Tuenter, Hans
Book Title:
Risk Professional August 2009
Book Author(s):
Kutler, Jeffrey
Chapter:
38
Publisher:
GARP Risk Professional
Reading Price:
GARP Member (Non-Affiliate): FREE
Affiliate & Non-Member: US$$5.00
Summary:
Valabh Muralikrishnan and Hans Tuenter on steps a portfolio manager can take to construct optimal portfolios, and how portfolio optimization can be used to determine the efficient frontier in the credit default swaps market.
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