Robust Portfolio Optimization and Management by Petter N. Kolm, Dessislava A. Pachamanova, Frank J. Fabozzi

Robust Portfolio Optimization and Management

Frank J. Fabozzi

Petter N. Kolm, Dessislava A. Pachamanova, Frank J. Fabozzi

495 pages missing pub info (editions)

nonfiction business economics
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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-wo...

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