Robust Portfolio Optimization and Management (Frank J. Fabozzi Series)
by Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, Sergio M. Focardi
Robust Portfolio Optimization and Management presents a focused treatment of portfolio construction, optimization, and management. Written by Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, and Sergio M. Focardi, it offers readers a quantitative perspective on investment decision-making under uncertainty.
About This Book
Robust Portfolio Optimization and Management addresses the theory and practice of constructing and managing investment portfolios.
The book focuses on robust approaches to portfolio optimization, emphasizing methods designed to support decision-making under uncertainty.
Authored by Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, and Sergio M. Focardi, it brings together expertise across finance and quantitative analysis.
Part of the Frank J. Fabozzi Series, this title is suited to readers seeking a focused treatment of portfolio management and optimization.
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