Robust Portfolio Optimization and Management
eBook - PDF

Robust Portfolio Optimization and Management

  1. 513 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Robust Portfolio Optimization and Management

About this book

Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction."
--Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike."
--John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University

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Information

Publisher
Wiley
Year
2007
Print ISBN
9780471921226
eBook ISBN
9780470164891
Edition
1
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Robust Portfolio Optimization and Management

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Yes, you can access Robust Portfolio Optimization and Management by Frank J. Fabozzi,Sergio M. Focardi,Petter N. Kolm,Dessislava A. Pachamanova in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.