{"product_id":"robust-portfolio-optimization-and-management-9780471921226","title":"Robust Portfolio Optimization and Management","description":"\u003cp\u003e • Author(s): Frank J. Fabozzi\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003cb\u003ePraise for \u003ci\u003eRobust Portfolio Optimization and Management\u003c\/i\u003e\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\"In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction.\"\u003cbr\u003e --Mark Kritzman, President and CEO, Windham Capital Management, LLC\u003c\/p\u003e \u003cp\u003e\"The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike.\"\u003cbr\u003e --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45116562342039,"sku":"9780471921226","price":7926.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780471921226.webp?v=1767271836","url":"https:\/\/atlanticbooks.com\/products\/robust-portfolio-optimization-and-management-9780471921226","provider":"Atlantic Books","version":"1.0","type":"link"}