Robust Portfolio Optimization and Management
Frank J. Fabozzi
Reading Time
at 250 WPM8h 15m
The average reader, reading at a speed of 250 WPM, would take 8h 15m to read Robust Portfolio Optimization and Management.
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17
days at 30 min/day
495
total minutes
Robust Portfolio Optimization and Management
Published
March 2007
Publisher
Wiley
Pages
495
ISBN-13
9780471921226
ISBN-10
047192122X
Description
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University
Frequently Asked Questions
How many pages are in Robust Portfolio Optimization and Management?
This edition of Robust Portfolio Optimization and Management has approximately 495 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Robust Portfolio Optimization and Management?
For most readers, Robust Portfolio Optimization and Management typically takes between 10h 19m and 6h 53m to complete. This is based on the book's length of approximately 123,750 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 8h 15m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 17 days • Estimated word count: 123,750 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Robust Portfolio Optimization and Management?
The estimated word count for Robust Portfolio Optimization and Management is approximately 123,750 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Robust Portfolio Optimization and Management?
Robust Portfolio Optimization and Management was written by Frank J. Fabozzi.
When was Robust Portfolio Optimization and Management published?
The publication date for this specific edition is March 2007. The original work may have been published on a different date.