Robust portfolio optimization and management /
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...
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| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
Hoboken, N.J. :
John Wiley,
©2007.
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| Series: | Frank J. Fabozzi series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 |
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| Physical Description: | 1 online resource (xvi, 495 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119202172 1119202175 9780470164891 0470164891 1280855525 9781280855528 9786610855520 6610855528 |