Robust Equity Portfolio Management Formulations Using Matlab
Thebookwillbemosthelpfulforreaderswhoareinterestedinlearningaboutthequantitativesideofequityportfoliomanagement,mainlyportfoliooptimizationandriskanalysis.Mean-varianceportfoliooptimizationiscoveredindetail,leadingtoanextensivediscussiononrobustportfoliooptimization.Nonetheless,readerswit
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