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Last edited by AMillarBot
June 26, 2012 | History

Robust Portfolio Optimization and Management 2 editions

Cover of: Robust Portfolio Optimization and Management by Frank J. Fabozzi
About the Book

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

2 editions First published in 2007

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Cover of: Robust Portfolio Optimization and Management
2007, John Wiley & Sons, Ltd.
Robust Portfolio Optimization and Management
Electronic resource in English
Cover of: Robust Portfolio Optimization and Management (Frank J Fabozzi Series)

History Created April 16, 2010 · 4 revisions Download catalog record: RDF / JSON

June 26, 2012 Edited by AMillarBot remove series from title (Frank J Fabozzi Series)
June 18, 2010 Edited by ImportBot add details from OverDrive
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
April 16, 2010 Created by WorkBot work found