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Petter N. Kolm

Robust Portfolio Optimization and Management

Ebook (PDF Format)

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, especiall… Mehr

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Produktdetails


Weitere Autoren: Focardi, Sergio M. / Fabozzi, Frank J. / Pachamanova, Dessislava A.
  • ISBN: 978-0-470-16489-1
  • EAN: 9780470164891
  • Produktnummer: 13953740
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2007
  • Seitenangabe: 512 S.
  • Plattform: PDF
  • Masse: 10'712 KB

Über den Autor


Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management. Petter N. Kolm, PhD, is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. He previously worked at Goldman Sachs asset management where he developed quantitative investment models and strategies. Dessislava A. Pachamanova, PhD, is an Assistant Professor of Operations Research at?Babson College. Her experience also includes work for Goldman Sachs and WestLB, and teaching management science, probability, statistics, and financial mathematics at MIT and Princeton University. Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group.

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