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Robust Portfolio Optimization and Management
Frank J. Fabozzi
€ 105.83
€ 88.21
FREE Delivery in Ireland
Description for Robust Portfolio Optimization and Management
Hardcover. 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. Num Pages: 496 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 232 x 162 x 36. Weight in Grams: 940.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2007
Publisher
John Wiley and Sons Ltd United States
Number of pages
496
Condition
New
Number of Pages
512
Place of Publication
New York, United States
ISBN
9780471921226
SKU
V9780471921226
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Frank J. Fabozzi
Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management. Petter N. Kolm, PhD, is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. He previously worked at Goldman Sachs asset management ... Read more
Reviews for Robust Portfolio Optimization and Management