Optimizing Optimization  (English, Hardcover, Satchell Stephen)

• Optimizing Optimization
• Stephen Satchell

Section 1: Practitioners and Products

• Chapter 1: Robust Portfolio Optimization Using Second Order Cone Programming
• Fiona Kolbert and Laurence Wormald
• Chapter 2: Novel Approaches to Portfolio Construction: Multiple Risk Models and Multi-Solution Generation
• Sebastian Ceria, Francis Margot, Anthony Renshaw, and Anureet Saxena
• Chapter 3: Bitter Lessons Learned from Practical Optimization or A Holding Hand Through the Dark Valley of Infeasibility
• Daryl Roxburgh, Katja Scherer, and Tim Matthews
• Chapter 4: The Windham Portfolio Advisor
• Mark Kritzman

Section 2: Theory

• Chapter 5: Modeling, Estimation, and Optimization of Equity Portfolios with Heavy-tailed Distributions
• Amira Biglova, Sergio Ortobelli, Svetlozar Rachev, and Frank J. Fabozzi
• Chapter 6: Staying Ahead on Downside Risk
• Giuliano De Rossi
• Chapter 7: Optimization and Portfolio Selection
• Hal Forsey and Frank Sortino
• Chapter 8: Computing Optimal Mean/Downside Risk Frontiers: the Role of Ellipticity
• A.D. Hall and Stephen Satchell
• Chapter 9: Portfolio Optimization with ‘Threshold Accepting’: A Practical Guide
• Manfred Gilli and Enrico Schumann
• Chapter 10: Some Properties Averaging Simulated Optimization Methods
• J. Knight and Stephen Satchell
• Chapter 11: Heuristic Portfolio Optimization: Bayesian Updating with the Johnson Family of Distributions
• Richard Louth
• Chapter 12: More Than You Ever Wanted to Know about Conditional Value at Risk-Optimization
• Bernd Scherer