Commentaire :

ISBN 13 : 978-1-118-79726-6

Sommaire : 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

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque