Robust Portfolio Optimization and ManagementISBN: 978-0-471-92122-6
Hardcover
495 pages
June 2007
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of
Finance at Yale University's School of Management and the Editor of
the Journal of Portfolio Management.
Petter N. Kolm, PhD, is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. He previously worked at Goldman Sachs asset management where he developed quantitative investment models and strategies.
Dessislava A. Pachamanova, PhD, is an Assistant Professor of Operations Research at?Babson College. Her experience also includes work for Goldman Sachs and WestLB, and teaching management science, probability, statistics, and financial mathematics at MIT and Princeton University.
Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group.