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Bibframe Work

Title
Robust equity portfolio management + website Robust equity portfolio management + website :
Type
Text
Subject
Porffolio management.
Investments--Mathematical models.
Investment analysis--Mathematical models.
BUSINESS & ECONOMICS / Investments & Securities.
Language
English
Classification
LCC: HG4529.5 .K556 2016 (Source: dlc)
DDC: 332.60285/53 full (Assigner: dlc)
BUS036000 (Source: bisacsh)
Identified By
Lccn: 2015030347
Supplementary Content
Index present
Content
text (Source: rdacontent)
Summary
"This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portfolio optimization. The material in this book emphasizes applications in equity portfolio management and includes MATLAB codes that can assist readers of all levels in implementing robust models. The book aims to help the reader fully understand formulations, performances, and properties of robust portfolios. Application in the equity market is described throughout the book and the implementation of robust models is explained in detail with example code"-- Provided by publisher.
"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)"-- Provided by publisher.
Authorized Access Point
Kim, Woo-chʻang. Robust equity portfolio management + website
Authorized Access Point Variant
Kim, Jang-Ho. Robust equity portfolio management + website
Fabozzi, Frank J. Robust equity portfolio management + website