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