{"product_id":"robust-portfolio-optimization-and-management-047192122x","title":"Robust Portfolio Optimization and Management","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 047192122X\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Fabozzi, Frank J.\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003ePraise 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\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51876942053664,"sku":"NEW047192122X","price":84.35,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/61tWhcaJsGL.jpg?v=1781762913","url":"https:\/\/miakarts.com\/products\/robust-portfolio-optimization-and-management-047192122x","provider":"Miakarts Books","version":"1.0","type":"link"}