Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB /

• Κύριος συγγραφέας: Kim, Woo Chang (Associate professor)
• Άλλοι συγγραφείς: Kim, Jang-Ho, Fabozzi, Frank J.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken : Wiley, 2015.
• Σειρά: Frank J. Fabozzi series.
• Θέματα: Portfolio management.; Investments > Mathematical models.; Investment analysis > Mathematical models.; BUSINESS & ECONOMICS / Investments & Securities.; Electronic books.

"This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portf...