Extent: | xi, 244 pages Illustrationen |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 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 . |
ISBN: | 978-1-118-79726-6 ; 978-1-118-79730-3 ; 978-1-118-79737-2 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417231