Robust Equity Portfolio Management Formulations Using Matlab

The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio optimization. Nonetheless, readers without prior knowledge of portfolio management or mathematical modeling should be able to follow the presentation, as basic concepts are covered in each chapter. Furthermore, the main quantitative approaches are presented with MATLAB examples, allowing readers to easily implement portfolio problems inMATLAB or similar modeling software. An online appendix provides the MATLAB codes presented in the chapter boxes (www.wiley.com/go/robustequitypm).