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Robust Equity Portfolio Management + Website : Formulations, Implementations, and Properties Using

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"The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio optimization. Nonetheless, readers without prior knowledge of portfolio management or mathematical modeling should be able to follow the presentation since basic concepts are covered in each chapter. Furthermore,the main quantitative approaches are presented with MATLAB examples, allowing readers to easily implement portfolio problems in MATLAB or similar modeling software. There is an online appendix that provides the MATLAB codes presented in the chapter boxes(www.wiley.com/go/robustequitypm)"--
Number of Pages: 244
Genre: Business + Money Management
Sub-Genre: Finance, Investments + Securities
Series Title: Frank J. Fabozzi Series
Format: Hardcover
Publisher: John Wiley & Sons Inc
Author: Woo Chang Kim & Jang Ho Kim & Frank J. Fabozzi
Language: English
Street Date: December 21, 2015
TCIN: 21511986
UPC: 9781118797266
Item Number (DPCI): 247-49-0836
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$118.75
MSRPReg: $125.00 Save $6.25 (5% off)
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