Robust Portfolio Optimization and Management (Frank J Fabozzi Series)
Our rough guess is there are 123,750 words in this book.
At a pace averaging 250 words per minute, this book will take 8 hours and 15 minutes to read. With a half hour per day, this will take 17 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Publication
2007-03-01 - Wiley
Language
English
Word Count
123,750 words, Guess
Page Count
495 pages
Identifiers
- Internet Archiverobustportfolioo00fabo
- Internet Archiveisbn_9780471921226
- ISBN-10047192122X
- ISBN-139780471921226
- Goodreads1596059
and 5 more
- LibraryThing6297989
- Library of Congress Control Number2007278775
- OCLC Control Number72655608
- Better World Books9780471921226
- Open LibraryOL7631004M
Classifications
- LCCHG4529.5 .R635 2007
Description
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
Subjects
Other Editions
- Robust Portfolio Optimization and Management (Frank J Fabozzi Series)
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!