Robust Portfolio Optimization and Management
This book aimed at the teachers for course like advanced econometrics, financial engineering, quantitative investments and portfolio management as the main course book and even for the students some supplemental studies on advanced topics has been added. The text included in the book is perfect for the undergraduate students of advance electives on Investment System and even all topics can be referred by the graduate students in finance, economics and physical even mathematics.
Even the students of graduate electives can access it for the decision sciences and operational research based on the applications of the QT in fiancé.
Chapters 2, 5 and 6 have coverage for the modern portfolio and pricing theory with the standard estimation techniques while the chapters 4 and 11 consider the basic practical. Further the chapters 3, 7,8 ,10 and both 12 and 13 are advanced for the graduate students and focus on the most common techniques used in the portfolio management. Proper division of the chapters has been done for the ease of students.