Related Books

Robust Portfolio Optimization and Management
Language: en
Pages: 513
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2007-04-27 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, inves
Robust Portfolio Optimization and Management
Language: en
Pages: 517
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2007-06-04 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, inves
Financial Risk Modelling and Portfolio Optimization with R
Language: en
Pages: 309
Authors: Bernhard Pfaff
Categories: Mathematics
Type: BOOK - Published: 2012-11-05 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enabl
Efficient Asset Management
Language: en
Pages: 207
Authors: Richard O. Michaud
Categories: Business & Economics
Type: BOOK - Published: 2008-03-03 - Publisher: Oxford University Press

DOWNLOAD EBOOK

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, a
Modern Portfolio Optimization with NuOPTTM, S-PLUSĀ®, and S+BayesTM
Language: en
Pages: 422
Authors: Bernd Scherer
Categories: Business & Economics
Type: BOOK - Published: 2007-09-05 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the