[R-SIG-Finance] currency weights question

markleeds at verizon.net markleeds at verizon.net
Wed Jun 18 19:38:28 CEST 2008

To the person who asked the currency weights question last night. I lost 
your email but I just looked at that book you referred to. It looks
like a  very nice book  but, at a glance, the use of the  word "intro" 
in the title could be deceiving. if you want a somewhat gentler 
into the ideas behind portfolio optimization/theory you can look at

A) "Active Portfolio Management" by Grinold and Kahn.

B) Any investment text such as  "Investments" by William Sharpe.

C) Jacobs and Levy have a website with some decent intro papers on 
portfolio optimization.

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