Call number:
PIK B 160-09-0276
Description / Table of Contents:
Contents: CHAPTER 1. Introduction ; PART ONE. Portfolio Allocation: Classical Theory and Extensions ; CHAPTER 2. Mean-Variance Analysis and Modern Portfolio Theory ; CHAPTER 3. Advances in the Theory of Portfolio Risk Measures ; CHAPTER 4. Portfolio Selection in Practice ; PART TWO. Robust Parameter Estimation ; CHAPTER 5. Classical Asset Pricing ; CHAPTER 6. Forecasting Expected Return and Risk ; CHAPTER 7. Robust Estimation ; CHAPTER 8. Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model ; PART THREE. Optimization Techniques ; CHAPTER 9. Mathematical and Numerical Optimization ; CHAPTER 10. Optimization under Uncertainty ; CHAPTER 11. Implementing and Solving Optimization Problems in Practice ; PART FOUR. Robust Portfolio Optimization ; CHAPTER 12. Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization ; CHAPTER 13. The Practice of Robust Portfolio Management: Recent Trends and New Directions ; CHAPTER 14. Quantitative Investment Management Today and Tomorrow ; APPENDIX A. Data Description: The MSCI World Index ; INDEX
Type of Medium:
Monograph available for loan
Pages:
XVI, 495 S. : graph. Darst.
ISBN:
047192122X
,
978-0-471-92122-6
Series Statement:
Frank J. Fabozzi series
Location:
A 18 - must be ordered
Branch Library:
PIK Library
