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Perold, Andre F.Remove Perold, Andre F. →

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  • September 1985
  • Case

Furman, Selz, Mager, Dietz & Birney, Inc.

By: Andre F. Perold
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  • September 1985 (Revised June 1987)
  • Case

Wilshire Associates

By: Andre F. Perold
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  • November 1984
  • Background Note

Black-Scholes Option Pricing Program for the HP 12C Calculator

By: Andre F. Perold
Contains a program that can be used on the HP12C pocket calculator to compute the Black-Scholes option price and the associated hedge ratio. The program must be given the following parameters: the exercise price, the risk-free rate, the time to expiration, and the... View Details
Keywords: Stock Options; Investment Funds; Price; Management; Software
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  • October 1984 (Revised July 2003)
  • Case

At the T. Rowe Price Trading Desk (A)

By: Andre F. Perold
Describes the events surrounding the sale of a particular large block of a thinly traded stock. Brings the situation to the point at which the seller has received an offer, and must now decide what to do. View Details
Keywords: Asset Management; Stocks; Financial Services Industry
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  • October 1984 (Revised July 2003)
  • Supplement

At the T. Rowe Price Trading Desk (B)

By: Andre F. Perold
Supplements the (A) case. View Details
Keywords: Financial Services Industry
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  • October 1984 (Revised February 2007)
  • Background Note

Introduction to Portfolio Theory

By: Andre F. Perold
Introductory note describing the basic building blocks of Markowitz's mean-variance portfolio theory. View Details
Keywords: Theory; Investment Portfolio
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  • October 1984
  • Article

Large-Scale Portfolio Optimization

By: André Perold
Keywords: Financial Instruments
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  • June 1984 (Revised June 1987)
  • Case

Sanford C. Bernstein & Co., Inc.

By: Andre F. Perold
Keywords: Financial Management; Investment Portfolio; Management; Financial Services Industry
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  • September 1983 (Revised October 1985)
  • Case

Lehman Management Co., Inc.

By: Andre F. Perold
Keywords: Investment Funds; Management; Financial Services Industry
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  • August 1983
  • Background Note

Note on Replicating Options with Position on Stock and Cash

By: Andre F. Perold
Keywords: Stocks; Cash
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  • May 1983
  • Article

Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming

By: André Perold and R. Meidan
Keywords: Mathematical Methods
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  • 1983
  • Article

Some Properties of a Class of Continuous Linear Programs

By: André Perold, E. J. Anderson and P. Nash
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  • 1981
  • Chapter

A Degeneracy Exploiting LU Factorization for the Simplex Method

By: André Perold
Keywords: Mathematical Methods
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  • 1981
  • Chapter

Exploiting Degeneracy in the Simplex Method

By: André Perold
Keywords: Mathematical Methods; System
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  • September 1981
  • Article

Portfolio Analysis with Factors and Scenarios

By: André Perold and Harry M. Markowitz
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  • 1981
  • Chapter

Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems

By: André Perold and Harry M. Markowitz
Keywords: Investment Portfolio; Mathematical Methods
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  • 1981
  • Article

Extreme Points and Basic Feasible Solutions in Continuous Time Linear Programming

By: André Perold
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  • December 1980
  • Article

A Degeneracy Exploiting LU Factorization for the Simplex Method

By: André Perold
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  • December 1980
  • Article

A Generalization of the Frank-Wolfe Theorem

By: André Perold
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  • 1979
  • Article

Combinatorial Designs Related to the Strong Perfect Graph Conjecture

By: André Perold, V. Chvatal, R. L. Graham and S. Whitesides
Keywords: Design
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