Robust Portfolio Optimization and Management

by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm, Dessislava Pachamanova

Series: Frank J. Fabozzi Series

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Praise for Robust Portfolio Optimization and Management""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.""--Mark Kritzman, President and CEO, Windham Capital Management, LLC""The topic of robust… (more)

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Author name	Role	Type of author	Work?	Status
Frank J. Fabozzi	—	primary author	all editions	calculated
Focardi, Sergio M.	—	main author	all editions	confirmed
Kolm, Petter N.	—	main author	all editions	confirmed
Pachamanova, Dessislava	—	main author	all editions	confirmed

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Robust Portfolio Optimization and Management

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Praise for Robust Portfolio Optimization and Management""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.""--Mark Kritzman, President and CEO, Windham Capital Management, LLC""The topic of robust

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