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Robust Portfolio Optimization and Management
de Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Nuevo
- Tapa dura
- Estado
- New
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Librería
-
San Diego, California, United States
Formas de pago aceptadas
Sobre este artículo
Wiley, 2007-03-01. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
Sinopsis
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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Detalles
- Librería
- GridFreed LLC
(US)
- Inventario del vendedor #
- Q-047192122X
- Título
- Robust Portfolio Optimization and Management
- Autor
- Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, Dessislava; Focardi, Sergio M
- Formato/Encuadernación
- Tapa dura
- Estado del libro
- Nuevo New
- Cantidad disponible
- 1
- ISBN 10
- 047192122X
- ISBN 13
- 9780471921226
- Editorial
- Wiley
- Fecha de publicación
- 2007-03-01
Términos de venta
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.
Sobre el vendedor
GridFreed LLC
Miembro de Biblio desde 2021
San Diego, California
Sobre 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.
Glosario
Algunos términos que podrían usarse en esta descripción incluyen:
- 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"...
