{"product_id":"robust-equity-portfolio-management-woo-chang-kim-9781118797266","title":"Robust Equity Portfolio Management, + Website: Formulations, Implementations, and Properties Using MATLAB","description":"\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 input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. \u003c\/p\u003e\u003cul\u003e \u003cli\u003eGet up to speed on the latest developments in portfolio optimization\u003c\/li\u003e \u003cli\u003eImplement robust models using provided MATLAB code\u003c\/li\u003e \u003cli\u003eLearn advanced optimization methods with equity portfolio applications\u003c\/li\u003e \u003cli\u003eUnderstand the formulations, performances, and properties of robust portfolios\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in--and need for--an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. \u003ci\u003eRobust Equity Portfolio Management\u003c\/i\u003e \u003ci\u003e+ Website\u003c\/i\u003e provides a viable alternative framework, and the hard skills to implement any optimization method.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1118797264\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781118797266\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/14\/2015\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 256\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.95lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 6.00w x 1.00d\u003c\/p\u003e","brand":"Woo Chang Kim","offers":[{"title":"Hardcover","offer_id":45896539996415,"sku":"9781118797266","price":125.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_a14aae25-fd52-4d28-9114-28399ea2f535.jpg?v=1721371676","url":"https:\/\/www.whiterainbookhouse.com\/products\/robust-equity-portfolio-management-woo-chang-kim-9781118797266","provider":"WR Book House","version":"1.0","type":"link"}