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References

These are the references in the attached paper.

Golub, Gene H. and Van Loan, Charles F., Matrix Computations, 2d ed., Johns Hopkins University Press, Baltimore, 1989.
Hilbert, David, and Cohn-Vossen, S., Geometry and the Imagination, Chelsea, New York, 1952.
Markowitz, Harry M., Mean-Variance Analysis in Portfolio Choice and Capital Markets, Blackwell, Oxford and Cambridge, Mass., 1987.
Sharpe, William F., "The Sharpe Ratio," Journal of Portfolio Management, 21 (Fall 1994), 49–58.
Sigmon, Kermit, MATLAB Primer, 5th ed., CRC Press, Boca Raton, Florida, 1998.
Twain, Mark, Life on the Mississippi, Harper, New York and London, 1917.


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