 Robust Portfolio Optimization and Management
ISBN: 978-0-471-92122-6
Hardcover
495 pages
June 2007
US $95.00
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. Other Available Formats: E-Book
|
Instructors may request an evaluation copy for this title.
|
Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
Petter N. Kolm, PhD, is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. He previously worked at Goldman Sachs asset management where he developed quantitative investment models and strategies.
Dessislava A. Pachamanova, PhD, is an Assistant Professor of Operations Research at?Babson College. Her experience also includes work for Goldman Sachs and WestLB, and teaching management science, probability, statistics, and financial mathematics at MIT and Princeton University.
Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group.
More By These Authors
Buy Both and Save 25%!
 |
+ |  |
Buy Robust Portfolio Optimization and Management
(List Price: US $95.00)
with Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies (List Price = US $90.00) Cannot be combined with any other offers. Learn more. |
Share This
