Robust Portfolio Optimization and Management,Used

Robust Portfolio Optimization and Management,Used

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SKU: SONG047192122X
UPC: 723812855032.0
Brand: Wiley
Regular price$38.69
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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 realworld 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 realworld 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, easytoread 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

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

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