Formulations, Implementations, and Properties using MATLAB
by
Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi
Language: English
Release Date: November 25, 2015
A comprehensive portfolio optimization guide, with provided MATLAB code
Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage...