Robust Portfolio Optimization and Management
by Fabozzi, Frank J ; Kolm, Petter N ; Pachamanova, Dessislava; Focardi, Sergio M
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
Review this book!
Available Copies
Robust Portfolio Optimization and Management
by Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Condition
- Used - Very Good
- Published
- 2007-05-16
- Binding
- Hardcover
- ISBN
- 9780471921226
- Quantity Available
- 1
- Seller
-
Wilmington, Illinois, USA
- Item Price
-
$38.98
Show Details
Description:
Wiley, 2007-05-16. hardcover. Very Good. 6x1x9. Cover has light wear. Unmarked, pages clean & bright, binding tight. Ships Next Business Day. Item Price
$38.98
Robust Portfolio Optimization and Management
by Sergio M. Focardi Dessislava Pachamanova Petter N. Kolm Frank J. Fabozzi
- Condition
- New
- Published
- pp. xvi + 495
- Binding
- Hardback
- ISBN
- 9780471921226
- Quantity Available
- 1
- Seller
-
Woodside, New York, USA
- Item Price
-
$146.15
Show Details
Description:
John Wiley & Sons , pp. xvi + 495 . Hardback. New. Item Price
$146.15
Robust Portfolio Optimization and Management
by Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Condition
- New
- Published
- 2007-03-01
- Binding
- Hardcover
- ISBN
- 9780471921226
- Quantity Available
- 1
- Seller
-
San Diego, California, USA
- Item Price
-
$124.73
Show Details
Description:
Wiley, 2007-03-01. Hardcover. New. New. In shrink wrap. Looks like an interesting title! Item Price
$124.73
Robust Portfolio Optimization and Management
by Fabozzi, Frank J
- Condition
- Used: Good
- Edition
- 1
- Published
- 0000-00-00
- Binding
- Hardcover
- ISBN
- 9780471921226
- Quantity Available
- 1
- Seller
-
HOUSTON, Texas, USA
- Item Price
-
$51.33
Show Details
Description:
Wiley, 0000-00-00. 1. hardcover. Used: Good. Item Price
$51.33
Robust Portfolio Optimization and Management
by Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Condition
- New
- Published
- 2007-05-16
- Binding
- Hardcover
- ISBN
- 9780471921226
- Quantity Available
- 1
- Seller
-
campbelltown, Florida, USA
- Item Price
-
$96.00
Show Details
Description:
Wiley, 2007-05-16. hardcover. New. 6x1x9. Brand New Book in Publishers original Sealing Item Price
$96.00