<P ><FONT face="Times New Roman">Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and <st1:place w:st="on">S+Bayes  7.86Mb</st1:place><o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">Contents<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">1 Linear and Quadratic Programming<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">2 General Optimization with SIMPLE<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">3 Advanced Issues in Mean-Variance Optimization<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">4 Resampling and Portfolio Choice<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">5 Scenario Optimization: Addressing Non-normality<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">6 Robust Statistical Methods for Portfolio Construction<o:p></o:p></FONT></P>
<P ><FONT face="Times New Roman">7 Bayes Methods</FONT></P>
<P ><FONT face="Times New Roman">   </FONT><o:p></o:p></P>      <BR>