Robust Equity Portfolio Management, + Website: Formulations, Implementations, And Properties Using Matlab (Frank J. Fabozzi Seri

Robust Equity Portfolio Management, + Website: Formulations, Implementations, And Properties Using Matlab (Frank J. Fabozzi Seri

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A Comprehensive Portfolio Optimization Guide, With Provided Matlab Coderobust Equity Portfolio Management + Website Offers The Most Comprehensive Coverage Available In This Burgeoning Field. Beginning With The Fundamentals Before Moving Into Advanced Techniques, This Book Provides Useful Coverage For Both Beginners And Advanced Readers. Matlab Code Is Provided To Allow Readers Of All Levels To Begin Implementing Robust Models Immediately, With Detailed Explanations And Applications In The Equity Market Included To Help You Grasp The Realworld Use Of Each Technique. The Discussion Includes The Most Uptodate Thinking And Cuttingedge Methods, Including A Muchneeded Alternative To The Traditional Markowitz Meanvariance Model. Unparalleled In Depth And Breadth, This Book Is An Invaluable Reference For All Risk Managers, Portfolio Managers, And Analysts.Portfolio Construction Models Originating From The Standard Markowitz Meanvariance Model Have A High Input Sensitivity That Threatens Optimization, Spawning A Flurry Of Research Into New Analytic Techniques. This Book Covers The Latest Developments Along With The Basics, To Give You A Truly Comprehensive Understanding Backed By A Robust, Practical Skill Set. Get Up To Speed On The Latest Developments In Portfolio Optimization Implement Robust Models Using Provided Matlab Code Learn Advanced Optimization Methods With Equity Portfolio Applications Understand The Formulations, Performances, And Properties Of Robust Portfoliosthe Markowitz Meanvariance Model Remains The Standard Framework For Portfolio Optimization, But The Interest Inand Need Foran Alternative Is Rapidly Increasing. Resolving The Sensitivity Issue And Dramatically Reducing Portfolio Risk Is A Major Focus Of Today'S Portfolio Manager. Robust Equity Portfolio Management + Website Provides A Viable Alternative Framework, And The Hard Skills To Implement Any Optimization Method.

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We provide a 2-year limited warranty, from the date of purchase for all our products.

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Frequently Asked Questions

  • Q: What is the main focus of 'Robust Equity Portfolio Management'? A: The book focuses on comprehensive portfolio optimization techniques, offering insights into both basic and advanced methods, particularly emphasizing robust models that address the limitations of the traditional Markowitz mean-variance model.
  • Q: Does this book include MATLAB code for practical implementation? A: Yes, 'Robust Equity Portfolio Management' provides MATLAB code to help readers implement robust portfolio optimization models immediately, along with detailed explanations of each technique.
  • Q: Who is the author of this book? A: The author of 'Robust Equity Portfolio Management' is Woo Chang Kim.
  • Q: What is the publication date of this book? A: The book was published on December 14, 2015.
  • Q: How many pages does 'Robust Equity Portfolio Management' have? A: The book contains 256 pages.
  • Q: What type of binding is used for this book? A: This book is available in hardcover binding.
  • Q: Is this book suitable for beginners in finance? A: Yes, the book is designed to be accessible for both beginners and advanced readers, starting with fundamental concepts before progressing to advanced techniques.
  • Q: What category does this book fall under? A: The book falls under the Finance category.
  • Q: What edition of the book is available? A: This book is available in its first edition.
  • Q: Can this book help with understanding modern portfolio optimization methods? A: Yes, it covers the latest developments in portfolio optimization, offering insights into advanced methods and robust alternatives to traditional models.