robust portfolio construction Chapter uri icon



  • But he showed us how to quantify uncertainty. The papers in this book demonstrate how far modern finance has come since he invented it." --Jack Treynor, President, Treynor Capital Management, and author of Treynor on Institutional Investing

publication date

  • December 12, 2009

Full Author List

  • CLARK A; martin RD; green CG

book title

  • Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques

Other Profiles

International Standard Book Number (ISBN) 13

  • 9780387774398

Additional Document Info

start page

  • 337

end page

  • 382