000 | 02293cam a2200337 a 4500 | ||
---|---|---|---|
003 | CO-NeUS | ||
005 | 20180209102711.0 | ||
008 | 061102s2007 njua b 001 0 eng d | ||
020 | _a9780471921226 | ||
040 |
_aYDXCP _cYDXCP _dDLC _dBAKER _dBTCTA _dORU _dIAY _dIAC _dUKM _dOrLoB-B _dCO-NeUS _bEspañol |
||
041 | _aeng | ||
082 | 0 | 4 |
_a332.632 _222 _bR667r |
245 | 0 | 0 |
_aRobust portfolio optimization and management _cFrank J. Fabozzi ... y otros. |
264 |
_aHoboken, New Jersey _bJohn Wiley _c©2007. |
||
300 |
_axvi, 495 páginas _bilustrado _c24 cm. |
||
490 | 1 |
_aFrank J. Fabozzi series _996959 |
|
490 | 1 |
_a[Wiley finance] _994494 |
|
504 | _aIncluye referencias bibliográficas e índice. | ||
505 | 0 | 0 |
_gCh. 1. _tIntroduction -- _gPt. 1. _tPortfolio allocation : classical theory and extensions -- _gCh. 2. _tMean-variance analysis and modern portfolio theory -- _gCh. 3. _tAdvances in the theory of portfolio risk measures -- _gCh. 4. _tPortfolio selection in practice -- _gPt. 2. _tRobust parameter estimation -- _gCh. 5. _tClassical asset pricing -- _gCh. 6. _tForecasting expected return and risk -- _gCh. 7. _tRobust estimation -- _gCh. 8. _tRobust frameworks for estimation : shrinkage, Bayesian approaches, and the Black-Litterman model -- _gPt. 3. _tOptimization techniques -- _gCh. 9. _tMathematical and numerical optimization -- _gCh. 10. _tOptimization under uncertainty -- _gCh. 11. _tImplementing and solving optimization problems in practice -- _gPt. 4. _tRobust portfolio optimization -- _gCh. 12. _tRobust modeling of uncertain parameters in classical mean-variance portfolio optimization -- _gCh. 13. _tThe practice of robust portfolio management : recent trends and new directions -- _gCh. 14. _tQuantitative investment management today and tomorrow -- _gApp. A. _tData description : the MSCI world index. |
650 | 0 |
_aPortfolio management _9128158 |
|
650 | 0 |
_aRobust optimization. _9130792 |
|
650 | 0 |
_aOptimización robusta (teoría de la decisión) _9118209 |
|
650 | 0 |
_aAdministración de cartera (finanzas) _999438 |
|
700 | 1 |
_aFabozzi, Frank J. _942114 |
|
700 | 1 |
_aKolm, Petter N. _952603 |
|
700 | 1 |
_aPachamanova, Dessislava A. _972381 |
|
700 | 1 |
_aFocardi, Sergio M. _943279 |
|
830 | 0 |
_aWiley finance series _998994 |
|
830 | 0 |
_aFrank J. Fabozzi series _996959 |
|
942 | _cCG | ||
999 |
_c35600 _d35600 |