한국과학기술원 도서관

서지주요정보
Robust equity portfolio management : formulations, implementations, and properties using MATLAB
서명 / 저자	Robust equity portfolio management : formulations, implementations, and properties using MATLAB / Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi.
저자명	Fabozzi, Frank J.;Kim, Jang Ho.;Kim, Woo Chang.
발행사항	Hoboken : Wiley, 2015.
총서명	The Frank J. Fabozzi series

등록번호

5152864

소장위치/청구기호

학술문화관(도서관)1층 K-서재(교수저역서)

HG4529.5 .K556 2015 c. 2 ID

도서상태

대출중(예약불가)

반납예정일

2025.07.16

등록번호

5155786

소장위치/청구기호

학술문화관(도서관)1층 K-서재(교수저역서)

HG4529.5 .K556 2015 c. 3 IE

도서상태

이용가능(대출불가)

반납예정일

등록번호

5134002

소장위치/청구기호

학술문화관(도서관)2층 패컬티라운지(교수저역서)

HG4529.5 .K556 2015

도서상태

이용가능(대출불가)

반납예정일

서지기타정보
청구기호	HG4529.5 .K556 2015
형태사항	xi, 244 p. : ill. ; 24 cm.
언어	English
일반주기	"+ website"--front cover.
서지주기	Includes bibliographic references and index.
내용	Chapter 1, Introduction. - Chapter 2, Mean-Variance Portfolio Selection. - Chapter 3, Shortcomings of Mean-Variance Analysis. - Chapter 4, Robust Approaches for Portfolio Selection. - Chapter 5, Robust Optimization. - Chapter 6, Robust Portfolio Construction. - Chapter 7, Controlling Third and Fourth Moments of Portfolio Returns via Robust Mean-Variance Approach. - Chapter 8, Higher Factor Exposures of Robust Equity Portfolios. - Chapter 9, Composition of Robust Portfolios. - Chapter 10, Robust Portfolio Performance. - Chapter 11, Robust Optimization Software.
주제	Porffolio management. Investments --Mathematical models. Investment analysis --Mathematical models.
LCCN	2015030347
ISBN	9781118797266 (hbk.)

QR CODE

전체보기

메뉴