{"product_id":"robust-equity-portfolio-management-website-9781118797266","title":"Robust Equity Portfolio Management  Website","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eA comprehensive portfolio optimization guide, with provided MATLAB code\u003c\/b\u003e \u003cp\u003e\u003ci\u003eRobust Equity Portfolio Management\u003c\/i\u003e \u003ci\u003e+ Website\u003c\/i\u003e offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. \u003c\/p\u003e\u003cp\u003ePortfolio construction models originating from the standard Markowitz mean-variance model have a high inp\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003ePreface xi\u003c\/p\u003e \u003cp\u003eChapter 1\u003c\/p\u003e \u003cp\u003eIntroduction 1\u003c\/p\u003e \u003cp\u003eChapter 2\u003c\/p\u003e \u003cp\u003eMean-Variance Portfolio Selection 6\u003c\/p\u003e \u003cp\u003eChapter 3\u003c\/p\u003e \u003cp\u003eShortcomings of Mean-Variance Analysis 22\u003c\/p\u003e \u003cp\u003eChapter 4\u003c\/p\u003e \u003cp\u003eRobust Approaches for Portfolio Selection 39\u003c\/p\u003e \u003cp\u003eChapter 5\u003c\/p\u003e \u003cp\u003eRobust Optimization 66\u003c\/p\u003e \u003cp\u003eChapter 6\u003c\/p\u003e \u003cp\u003eRobust Portfolio Construction 95\u003c\/p\u003e \u003cp\u003eChapter 7\u003c\/p\u003e \u003cp\u003eControlling Third and Fourth Moments of Portfolio Returns via Robust Mean-Variance Approach 122\u003c\/p\u003e \u003cp\u003eChapter 8\u003c\/p\u003e \u003cp\u003eHigher Factor Exposures of Robust Equity Portfolios 137\u003c\/p\u003e \u003cp\u003eChapter 9\u003c\/p\u003e \u003cp\u003eComposition of Robust Portfolios 164\u003c\/p\u003e \u003cp\u003eChapter 10\u003c\/p\u003e \u003cp\u003eRobust Portfolio Performance 185\u003c\/p\u003e \u003cp\u003eChapter 11\u003c\/p\u003e \u003cp\u003eRobust Optimization Software 216\u003c\/p\u003e \u003cp\u003eAbout the Authors 231\u003c\/p\u003e \u003cp\u003eAbout the Companion Website 233\u003c\/p\u003e \u003cp\u003eIndex 235\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":51769056198999,"sku":"9781118797266","price":80.75,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781118797266.jpg?v=1758719483","url":"https:\/\/bookcurl.com\/products\/robust-equity-portfolio-management-website-9781118797266","provider":"Book Curl","version":"1.0","type":"link"}