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Robust Portfolio Optimization and Management
by Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Used
- very good
- Hardcover
- Condition
- Very Good
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Seller
-
Wilmington, Illinois, United States
Payment Methods Accepted
About This Item
Wiley, 2007-05-16. hardcover. Very Good. 6x1x9. Cover has light wear. Unmarked, pages clean & bright, binding tight. Ships Next Business Day.
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
- BookMamas Books
(US)
- Bookseller's Inventory #
- 230806030
- Title
- Robust Portfolio Optimization and Management
- Author
- Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Format/Binding
- Hardcover
- Book Condition
- Used - Very Good
- Quantity Available
- 1
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Publisher
- Wiley
- Date Published
- 2007-05-16
- Size
- 6x1x9
- X weight
- 28 oz
Terms of Sale
BookMamas Books
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About the Seller
BookMamas Books
Biblio member since 2005
Wilmington, Illinois
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Glossary
Some terminology that may be used in this description includes:
- Tight
- Used to mean that the binding of a book has not been overly loosened by frequent use.
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