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Robust equity portfolio management + website formulations, implementations, and properties using MATLAB / [electronic resource]
서명 / 저자 Robust equity portfolio management + website [electronic resource] : formulations, implementations, and properties using MATLAB / Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi.
발행사항 Hoboken, NJ : Wiley, c2016.
총서명 Frank J. Fabozzi series
Online Access https://onlinelibrary.wiley.com/doi/book/10.1002/9781118797358URL

서지기타정보

서지기타정보
청구기호 HG4529.5
형태사항 1 online resource.
언어 English
일반주기 Includes index.
Machine generated contents note: Preface 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 About the Authors About the Companion Website Index .
주제 Portfolio management.
Investments --Mathematical models.
Investment analysis --Mathematical models.
LCCN 2015038837
ISBN 9781118797358q(electronic bk.) 1118797353q(electronic bk.) 9781118797372q(electronic bk.) 111879737X
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