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Robust Portfolio Optimization and Management
by Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- New
- Hardcover
- Condition
- New
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Seller
-
San Diego, California, United States
Payment Methods Accepted
About This Item
Wiley, 2007-03-01. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
Synopsis
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 University
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Details
- Bookseller
- GridFreed LLC
(US)
- Bookseller's Inventory #
- Q-047192122X
- Title
- Robust Portfolio Optimization and Management
- Author
- Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Format/Binding
- Hardcover
- Book Condition
- New New
- Quantity Available
- 1
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Publisher
- Wiley
- Date Published
- 2007-03-01
Terms of Sale
GridFreed LLC
30 day return guarantee, with full refund including original shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.
About the Seller
GridFreed LLC
Biblio member since 2021
San Diego, California
About GridFreed LLC
We sell primarily non-fiction, many new books, some collectible first editions and signed books. We operate 100% online and have been in business since 2005.
Glossary
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- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...
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