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[null,"1.","Record Nr.",null,"UNISA996208197303316"]
[null,null,"Titolo",null,"The British journal of radiology : BJR"]
[null,null,"Pubbl/distr/stampa",null,"[London], : British Institute of Radiology"]
[{"$nulls":4},"Oxford : , : Oxford University Press, , 2024-"]
[{"$nulls":4},"Oxford : , : Wiley-Blackwell"]
[{"$nulls":4},"London : , : British Institute of Radiology"]
[null,null,"ISSN",null,"1748-880X"]
[null,null,"Descrizione fisica",null,"1 online resource"]
[null,null,"Soggetti",null,"Radiology"]
[{"$nulls":4},"X-rays"]
[{"$nulls":4},"Periodical"]
[{"$nulls":4},"Periodicals."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Periodico"]
[null,null,null,"Note generali","Refereed/Peer-reviewed"]
[null,"2.","Record Nr.",null,"UNINA9911020110803321"]
[null,null,"Titolo",null,"Robust portfolio optimization and management / / Frank J. Fabozzi ... [et al.]"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, New Jersey, : John Wiley, c2007"]
[null,null,"ISBN",null,"9786610855520"]
[{"$nulls":4},"9781119202172"]
[{"$nulls":4},"1119202175"]
[{"$nulls":4},"9781280855528"]
[{"$nulls":4},"1280855525"]
[{"$nulls":4},"9780470164891"]
[{"$nulls":4},"0470164891"]
[null,null,"Descrizione fisica",null,"1 online resource (513 p.)"]
[null,null,"Collana",null,"Frank J. Fabozzi series"]
[{"$nulls":4},"Wiley finance"]
[null,null,"Disciplina",null,"332.6"]
[null,null,"Soggetti",null,"Portfolio management"]
[{"$nulls":4},"Robust optimization"]
[{"$nulls":4},"Gestió de cartera"]
[{"$nulls":4},"Llibres electrònics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Robust Portfolio Optimization and Management; Contents; Preface; TEACHING USING THIS BOOK; ACKNOWLEDGMENTS; Chapter 1: Introduction; QUANTITATIVE TECHNIQUES IN THE INVESTMENT MANAGEMENT INDUSTRY; CENTRAL THEMES OF THIS BOOK; OVERVIEW OF THIS BOOK; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET; MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICE; SUMMARY"]
[{"$nulls":4},"Chapter 3: Advances in the Theory of Portfolio Risk MeasuresDISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION "]
[{"$nulls":4},"WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE; SUMMARY; Chapter 4: Portfolio Selection in Practice; PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICE; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; MULTIACCOUNT OPTIMIZATION; SUMMARY; Chapter 5: Classical Asset Pricing; DEFINITIONS"]
[{"$nulls":4},"THEORETICAL AND ECONOMETRIC MODELSRANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL (CAPM); ARBITRAGE PRICING THEORY (APT); SUMMARY; Chapter 6: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATORS; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE; OTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 7: Robust Estimation; THE INTUITION BEHIND ROBUST STATISTICS; ROBUST STATISTICS"]
[{"$nulls":4},"ROBUST ESTIMATORS OF REGRESSIONSCONFIDENCE INTERVALS; SUMMARY; Chapter 8: Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; SUMMARY; Chapter 9: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; OPTIMIZATION DUALITY THEORY; HOW DO OPTIMIZATION ALGORITHMS WORK?; SUMMARY; Chapter 10: Optimization Under Uncertainty; STOCHASTIC PROGRAMMING"]
[{"$nulls":4},"DYNAMIC PROGRAMMINGROBUST OPTIMIZATION; SUMMARY; Chapter 11: Implementing and Solving Optimization Problems in Practice; OPTIMIZATION SOFTWARE; PRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; IMPLEMENTATION EXAMPLES; SPECIALIZED SOFTWARE FOR OPTIMIZATION UNDER UNCERTAINTY; SUMMARY; Chapter 12: Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization; PORTFOLIO RESAMPLING TECHNIQUES; ROBUST PORTFOLIO ALLOCATION; SOME PRACTICAL REMARKS ON ROBUST PORTFOLIO ALLOCATION MODELS; SUMMARY"]
[{"$nulls":4},"Chapter 13: The Practice of Robust Portfolio Management: Recent Trends and New Directions"]
[null,null,null,"Sommario/riassunto","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"]