I'm trying to use Lagrange's method to calculate the minimum variance solution for a portfolio consisting of assets which can be shorted, but do not provide leverage. An example of this would be a short ETF, which allows you to take a negative view, but the position has to be fully funded . For exam...

<r>Quotethen nonlinear ODEs but I would in parallel learn to solve them numericallyhttp://<URL url="http://www.wilmott.com/messageview.cfm?catid=34&threadid=94057&FTVAR_MSGDBTABLE=Hmm"><LINK_TEXT text="www.wilmott.com/messageview.cfm?catid=3 ... BTABLE=Hmm">www.wilmott.com/messageview.cfm?ca...

QuoteOriginally posted by: CuchulainnNone of these are terribly useful for finance IMO.Studying them for their own sake is cool. But if you felt compelled to pick one, which would it be?

<t>I'm currently doing a part-time math degree at the OU, and will soon pick a unit for next year. The four choices, along with a link to the course pages, as well as the set text on amazon are below.I'd appreciate some insight into what topics practitioners think would be the most relevant for fina...

There's a yearly publication by HFJ "The Hedge Fund Journal Europe 50" which has the basic stats for each fund and is listed by AUM. Maybe you can find it on google.