Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB

Author(s)

• Kim, Woo Chang
• Kim, Jang Ho
• Fabozzi, Frank J.

Bibliographic Information

Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB

Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi

（The Frank J. Fabozzi series）

Wiley, c2016

• : hardback

Note

Includes index

Details

• NCID: BB22085438
• ISBN:
  • 9781118797266
• LCCN: 2015030347
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken
• Pages/Volumes: xi, 244 p.
• Size: 24 cm
• Classification:
  • LCC : HG4529.5
  • DC23 : 332.60285/53
• Subject Headings:
  • LCSH : Portfolio management
  • LCSH : Investments -- Mathematical models
  • LCSH : Investment analysis -- Mathematical models
• Parent Bibliography ID:
  • BA56819502