𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust Portfolio Optimization

✍ Scribed by Fabozzi, Frank J; Kolm, Petter N; Pachamanova, Dessislava A; Focardi, Sergio M


Book ID
120495100
Publisher
Institutional Investor
Year
2007
Tongue
English
Weight
213 KB
Volume
33
Category
Article
ISSN
0095-4918

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Robust portfolio optimization
✍ Lauprete, G. J.; Samarov, A. M.; Welsch, R. E. πŸ“‚ Article πŸ“… 2002 πŸ› Springer 🌐 English βš– 128 KB
Financial Risk Modelling and Portfolio O
✍ Pfaff, Bernhard πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley & Sons, Ltd 🌐 English βš– 406 KB

**Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book.** *Financial Risk Modelling and Portfolio Optimization with R:* * De