HOME | BESTSELLERS | NEW RELEASES | PRICE WATCH | FICTION | BIOGRAPHIES | E-BOOKS |
+ PRICE WATCH
* Amazon pricing is not included in price watch
Robust Portfolio Optimization and Management (Frank J. Fabozzi) 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 UniversityRead More
from£60.47 | RRP: * Excludes Voucher Code Discount Also available Used from £47.20
- 047192122X
- 9780471921226
- Frank J. Fabozzi, Petter N. Kolm, Dessislava Pachamanova, Sergio M. Focardi
- 19 June 2007
- John Wiley & Sons
- Hardcover (Book)
- 495
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.
Would you like your name to appear with the review?
We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.
All form fields are required.