Robust Portfolio Optimization and Management
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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
Best prices to buy, sell, or rent ISBN 9780471921226
Frequently Asked Questions about Robust Portfolio Optimization and Management
The price for the book starts from $47.84 on Amazon and is available from 32 sellers at the moment.
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The Robust Portfolio Optimization and Management book is in very low demand now as the rank for the book is 2,803,619 at the moment. A rank of 1,000,000 means the last copy sold approximately a month ago.
The highest price to sell back the Robust Portfolio Optimization and Management book within the last three months was on November 08 and it was $3.79.