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

• Main Author: Kim, Woo Chang (Associate professor)
• Other Authors: Kim, Jang-Ho, Fabozzi, Frank J.
• Format: eBook
• Language: English
• Published: Hoboken : Wiley, 2015.
• Series: Frank J. Fabozzi series.
• Subjects: 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...