Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J. - 2015 - 1. Aufl.
A comprehensive portfolio optimization guide, with provided MATLAB codeRobust Equity Portfolio Management … major focus of today's portfolio manager. Robust Equity Portfolio Management+ Websiteprovides a viable alternative framework … boards for several journals, including Journal of Portfolio Management, Optimization and Engineering, and Quantitative …