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Robust Portfolio Optimization and Management - Petter N. Kolm; Frank J. Fabozzi; Dessislava A. Pachamanova; Sergio M. Focardi
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Petter N. Kolm; Frank J. Fabozzi; Dessislava A. Pachamanova; Sergio M. Focardi:
Robust Portfolio Optimization and Management - libri usati

ISBN: 047192122X

ID: 6217345

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, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University business,business and investing,economics,education and reference,finance,popular economics,reference Business & Investing, Wiley & Sons, Incorporated, John

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Robust Portfolio Optimization and Management - Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N.; Pachamanova, Dessislava A.
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Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N.; Pachamanova, Dessislava A.:
Robust Portfolio Optimization and Management - nuovo libro

ISBN: 9780471921226

ID: 292452

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, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University Business Business eBook, Wiley

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Robust Portfolio Optimization and Management - Frank J. Fabozzi#Petter N. Kolm#Dessislava Pachamanova
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Frank J. Fabozzi#Petter N. Kolm#Dessislava Pachamanova:
Robust Portfolio Optimization and Management - nuovo libro

2007, ISBN: 9780471921226

ID: 737604099

A state-of-the-art book that examines new methods for effectively implementing modern portfolio theory Robust Portfolio Optimization and Estimation presents approaches to the implementation of modern portfolio theory that can be used by today´ s market participants- from portfolio managers and consultants to hedge fund managers. This book bridges the gap from basic portfolio theory- as set forth by Nobel Prize winner, Harry Markowitz- to effective practical applications. It reviews the methodology of classical mean-variance optimization, and discusses how modern robust methods overcome common pitfalls associated with the classical framework. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is the Frederick Frank Adjunct Professor of Finance at Yale University´ s School of Management. Petter N. Kolm, PhD (New York, NY) is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Dessislava Pachamanova, PhD (Boston, MA) is an Assistant Professor of Operations Research at Babson College. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. Robust Portfolio Optimization and Management Buch (fremdspr.) gebundene Ausgabe 17.05.2007 Bücher>Fremdsprachige Bücher>Englische Bücher, Wiley John + Sons, .200

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Robust Portfolio Optimization and Management - Fabozzi, Frank J. Kolm, Petter N. Pachamanova, Dessislava
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Fabozzi, Frank J. Kolm, Petter N. Pachamanova, Dessislava:
Robust Portfolio Optimization and Management - copertina rigida, flessible

ISBN: 9780471921226

[ED: Hardcover], [PU: John Wiley & Sons], A state-of-the-art book that examines new methods for effectively implementing modern portfolio theory Robust Portfolio Optimization and Estimation presents approaches to the implementation of modern portfolio theory that can be used by today' s market participants- from portfolio managers and consultants to hedge fund managers. This book bridges the gap from basic portfolio theory- as set forth by Nobel Prize winner, Harry Markowitz- to effective practical applications. It reviews the methodology of classical mean-variance optimization, and discusses how modern robust methods overcome common pitfalls associated with the classical framework. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is the Frederick Frank Adjunct Professor of Finance at Yale University' s School of Management. Petter N. Kolm, PhD (New York, NY) is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Dessislava Pachamanova, PhD (Boston, MA) is an Assistant Professor of Operations Research at Babson College. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. Versandfertig in 3-5 Tagen, DE, [SC: 0.00], Neuware, gewerbliches Angebot, offene Rechnung (Vorkasse vorbehalten)

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Robust Portfolio Optimization and Management
libro esaurito
(*)
Robust Portfolio Optimization and Management - nuovo libro

ISBN: 9780471921226

ID: 9780471921226

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, especially in real?world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy?to?read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." ??John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University Books, [PU: Wiley]

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Dettagli del libro
Robust Portfolio Optimization and Management

A state-of-the-art book that examines new methods for effectively implementing modern portfolio theory Robust Portfolio Optimization and Estimation presents approaches to the implementation of modern portfolio theory that can be used by today' s market participants- from portfolio managers and consultants to hedge fund managers. This book bridges the gap from basic portfolio theory- as set forth by Nobel Prize winner, Harry Markowitz- to effective practical applications. It reviews the methodology of classical mean-variance optimization, and discusses how modern robust methods overcome common pitfalls associated with the classical framework. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is the Frederick Frank Adjunct Professor of Finance at Yale University' s School of Management. Petter N. Kolm, PhD (New York, NY) is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Dessislava Pachamanova, PhD (Boston, MA) is an Assistant Professor of Operations Research at Babson College. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group.

Informazioni dettagliate del libro - Robust Portfolio Optimization and Management


EAN (ISBN-13): 9780471921226
ISBN (ISBN-10): 047192122X
Copertina rigida
Anno di pubblicazione: 2007
Editore: John Wiley & Sons
495 Pagine
Peso: 0,789 kg
Lingua: eng/Englisch

Libro nella banca dati dal 27.05.2007 23:22:45
libro trovato per l'ultima volta il19.07.2018 14:41:13
ISBN/EAN: 9780471921226

ISBN - Stili di scrittura alternativi:
0-471-92122-X, 978-0-471-92122-6


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