Robust portfolio optimization and management
Frank J. Fabozzi; Petter N. Kolm; Dessislava A. Pachamanova; Sergio M. Focardi
| Year of publication: |
2007
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Kolm, Petter N. ; Pachamanova, Dessislava A. ; Focardi, Sergio M. |
| Publisher: |
Hoboken, NJ : John Wiley |
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Theorie | Theory | Finanzanalyse | Portfolio Selection |
| Description of contents: | Table of Contents [digitale-objekte.hbz-nrw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XVI, 495 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 0-471-92122-X ; 978-0-471-92122-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003555153