Robust portfolio management in equity markets : formulations, implementations, and properties.

"This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portf...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Kim, Woo Chang
Format:	eBook
Language:	English
Published:	[Place of publication not identified] : John Wiley & Sons Inc, 2014.
Series:	Frank J. Fabozzi series.
Subjects:	Portfolio management. Investments > Mathematical models. Investment analysis > Mathematical models.