Robust equity portfolio management + website: formulations, implementations, and properties using MATLAB
"The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfoli...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken
Wiley
2015
|
| Schriftenreihe: | Frank J. Fabozzi series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Zusammenfassung: | "The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio optimization. Nonetheless, readers without prior knowledge of portfolio management or mathematical modeling should be able to follow the presentation since basic concepts are covered in each chapter. Furthermore, the main quantitative approaches are presented with MATLAB examples, allowing readers to easily implement portfolio problems in MATLAB or similar modeling software. There is an online appendix that provides the MATLAB codes presented in the chapter boxes (www.wiley.com/go/robustequitypm)"-- |
| Beschreibung: | Includes index Machine generated contents note: Preface Chapter 1: Introduction Chapter 2: Mean-Variance Portfolio Selection Chapter 3: Shortcomings of Mean-Variance Analysis Chapter 4: Robust Approaches for Portfolio Selection Chapter 5: Robust Optimization Chapter 6: Robust Portfolio Construction Chapter 7: Controlling Third and Fourth Moments of Portfolio Returns via Robust Mean-Variance Approach Chapter 8: Higher Factor Exposures of Robust Equity Portfolios Chapter 9: Composition of Robust Portfolios Chapter 10: Robust Portfolio Performance Chapter 11: Robust Optimization Software About the Authors About the Companion Website Index |
| Beschreibung: | 1 online resource |
| ISBN: | 9781118797372 111879737X 9781118797358 1118797353 |
Internformat
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| 245 | 1 | 0 | |a Robust equity portfolio management + website |b formulations, implementations, and properties using MATLAB |c Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi |
| 264 | 1 | |a Hoboken |b Wiley |c 2015 | |
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| 500 | |a Machine generated contents note: Preface Chapter 1: Introduction Chapter 2: Mean-Variance Portfolio Selection Chapter 3: Shortcomings of Mean-Variance Analysis Chapter 4: Robust Approaches for Portfolio Selection Chapter 5: Robust Optimization Chapter 6: Robust Portfolio Construction Chapter 7: Controlling Third and Fourth Moments of Portfolio Returns via Robust Mean-Variance Approach Chapter 8: Higher Factor Exposures of Robust Equity Portfolios Chapter 9: Composition of Robust Portfolios Chapter 10: Robust Portfolio Performance Chapter 11: Robust Optimization Software About the Authors About the Companion Website Index | ||
| 520 | |a "The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio optimization. Nonetheless, readers without prior knowledge of portfolio management or mathematical modeling should be able to follow the presentation since basic concepts are covered in each chapter. Furthermore, the main quantitative approaches are presented with MATLAB examples, allowing readers to easily implement portfolio problems in MATLAB or similar modeling software. There is an online appendix that provides the MATLAB codes presented in the chapter boxes (www.wiley.com/go/robustequitypm)"-- | ||
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Datensatz im Suchindex
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| author | Kim, Woo-chʻang |
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| dewey-full | 332.60285/53 |
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.60285/53 |
| dewey-sort | 3332.60285 253 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043738085 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:33:45Z |
| institution | BVB |
| isbn | 9781118797372 111879737X 9781118797358 1118797353 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029149863 |
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| spelling | Kim, Woo-chʻang Verfasser aut Robust equity portfolio management + website formulations, implementations, and properties using MATLAB Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi Hoboken Wiley 2015 1 online resource txt rdacontent c rdamedia cr rdacarrier Frank J. Fabozzi series Includes index Machine generated contents note: Preface Chapter 1: Introduction Chapter 2: Mean-Variance Portfolio Selection Chapter 3: Shortcomings of Mean-Variance Analysis Chapter 4: Robust Approaches for Portfolio Selection Chapter 5: Robust Optimization Chapter 6: Robust Portfolio Construction Chapter 7: Controlling Third and Fourth Moments of Portfolio Returns via Robust Mean-Variance Approach Chapter 8: Higher Factor Exposures of Robust Equity Portfolios Chapter 9: Composition of Robust Portfolios Chapter 10: Robust Portfolio Performance Chapter 11: Robust Optimization Software About the Authors About the Companion Website Index "The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio optimization. Nonetheless, readers without prior knowledge of portfolio management or mathematical modeling should be able to follow the presentation since basic concepts are covered in each chapter. Furthermore, the main quantitative approaches are presented with MATLAB examples, allowing readers to easily implement portfolio problems in MATLAB or similar modeling software. There is an online appendix that provides the MATLAB codes presented in the chapter boxes (www.wiley.com/go/robustequitypm)"-- BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Porffolio management Investments / Mathematical models Investment analysis / Mathematical models Kim, Jang-Ho Sonstige oth Fabozzi, Frank J. Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118797358 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kim, Woo-chʻang Robust equity portfolio management + website formulations, implementations, and properties using MATLAB BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Porffolio management Investments / Mathematical models Investment analysis / Mathematical models |
| title | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB |
| title_auth | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB |
| title_exact_search | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB |
| title_full | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi |
| title_fullStr | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi |
| title_full_unstemmed | Robust equity portfolio management + website formulations, implementations, and properties using MATLAB Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi |
| title_short | Robust equity portfolio management + website |
| title_sort | robust equity portfolio management website formulations implementations and properties using matlab |
| title_sub | formulations, implementations, and properties using MATLAB |
| topic | BUSINESS & ECONOMICS / Investments & Securities bisacsh BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Porffolio management Investments / Mathematical models Investment analysis / Mathematical models |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Porffolio management Investments / Mathematical models Investment analysis / Mathematical models |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118797358 |
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