Robust Portfolio Optimization and Management
by Sergio M. Focardi Dessislava Pachamanova Petter N. Kolm Frank J. Fabozzi
- New
- Hardcover
- Condition
- New
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Seller
-
Woodside, New York, United States
3 Copies Available from This Seller
Payment Methods Accepted
About This Item
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
Reviews
(Log in or Create an Account first!)
Details
- Bookseller
- Cold Books (US)
- Bookseller's Inventory #
- 6366858
- Title
- Robust Portfolio Optimization and Management
- Author
- Sergio M. Focardi Dessislava Pachamanova Petter N. Kolm Frank J. Fabozzi
- Format/Binding
- Hardback
- Book Condition
- New New
- Quantity Available
- 3
- Binding
- Hardcover
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Publisher
- John Wiley & Sons
- Date Published
- pp. xvi + 495
Terms of Sale
Cold Books
About the Seller
Glossary
Some terminology that may be used in this description includes:
- 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"...