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      Woo Chang Kim

      Robust Equity Portfolio Management + Website

      The Frank J. Fabozzi Series

      Fixed Income Securities, Second Edition by Frank J. Fabozzi

      Focus on Value: A Corporate and Investor Guide to Wealth Creation by James L. Grant and James A. Abate

      Handbook of Global Fixed Income Calculations by Dragomir Krgin

      Managing a Corporate Bond Portfolio by Leland E. Crabbe and Frank J. Fabozzi

      Real Options and Option-Embedded Securities by William T. Moore

      Capital Budgeting: Theory and Practice by Pamela P. Peterson and Frank J. Fabozzi

      The Exchange-Traded Funds Manual by Gary L. Gastineau

      Professional Perspectives on Fixed Income Portfolio Management, Volume 3 edited by Frank J. Fabozzi

      Investing in Emerging Fixed Income Markets edited by Frank J. Fabozzi and Efstathia Pilarinu

      Handbook of Alternative Assets by Mark J. P. Anson

      The Global Money Markets by Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry

      The Handbook of Financial Instruments edited by Frank J. Fabozzi

      Interest Rate, Term Structure, and Valuation Modeling edited by Frank J. Fabozzi

      Investment Performance Measurement by Bruce J. Feibel

      The Handbook of Equity Style Management edited by T. Daniel Coggin and Frank J. Fabozzi

      The Theory and Practice of Investment Management edited by Frank J. Fabozzi and Harry M. Markowitz

      Foundations of Economic Value Added, Second Edition by James L. Grant

      Financial Management and Analysis, Second Edition by Frank J. Fabozzi and Pamela P. Peterson

      Measuring and Controlling Interest Rate and Credit Risk, Second Edition by Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry

      Professional Perspectives on Fixed Income Portfolio Management, Volume 4 edited by Frank J. Fabozzi

      The Handbook of European Fixed Income Securities edited by Frank J. Fabozzi and Moorad Choudhry

      The Handbook of European Structured Financial Products edited by Frank J. Fabozzi and Moorad Choudhry

      The Mathematics of Financial Modeling and Investment Management by Sergio M. Focardi and Frank J. Fabozzi

      Short Selling: Strategies, Risks, and Rewards edited by Frank J. Fabozzi

      The Real Estate Investment Handbook by G. Timothy Haight and Daniel Singer

      Market Neutral Strategies edited by Bruce I. Jacobs and Kenneth N. Levy

      Securities Finance: Securities Lending and Repurchase Agreements edited by Frank J. Fabozzi and Steven V. Mann

      Fat-Tailed and Skewed Asset Return Distributions by Svetlozar T. Rachev, Christian Menn, and Frank J. Fabozzi

      Financial Modeling of the Equity Market: From CAPM to Cointegration by Frank J. Fabozzi, Sergio M. Focardi, and Petter N. Kolm

      Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies edited by Frank J. Fabozzi, Lionel Martellini, and Philippe Priaulet

      Analysis of Financial Statements, Second Edition by Pamela P. Peterson and Frank J. Fabozzi

      Collateralized Debt Obligations: Structures and Analysis, Second Edition by Douglas J. Lucas, Laurie S. Goodman, and Frank J. Fabozzi

      Handbook of Alternative Assets, Second Edition by Mark J. P. Anson

      Introduction to Structured Finance by Frank J. Fabozzi, Henry A. Davis, and Moorad Choudhry

      Financial Econometrics by Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, and Teo Jasic

      Developments in Collateralized Debt Obligations: New Products and Insights by Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi, and Rebecca J. Manning

      Robust Portfolio Optimization and Management by Frank J. Fabozzi, Peter N. Kolm, Dessislava A. Pachamanova, and Sergio M. Focardi

      Advanced Stochastic Models, Risk Assessment, and Portfolio Optimizations by Svetlozar T. Rachev, Stogan V. Stoyanov, and Frank J. Fabozzi

      How to Select Investment Managers and Evaluate Performance by G. Timothy Haight, Stephen O. Morrell, and Glenn E. Ross

      Bayesian Methods in Finance by Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, and Frank J. Fabozzi

      The Handbook of Municipal Bonds edited by Sylvan G. Feldstein and Frank J. Fabozzi

      Subprime Mortgage Credit Derivatives by Laurie S. Goodman, Shumin Li, Douglas J. Lucas, Thomas A Zimmerman, and Frank J. Fabozzi

      Introduction to Securitization by Frank J. Fabozzi and Vinod Kothari

      Structured Products and Related Credit Derivatives edited by Brian P. Lancaster, Glenn M. Schultz, and Frank J. Fabozzi

      Handbook of Finance: Volume I: Financial Markets and Instruments edited by Frank J. Fabozzi

      Handbook of Finance: Volume II: Financial Management and Asset Management edited by Frank J. Fabozzi

      Handbook of Finance: Volume III: Valuation, Financial Modeling, and Quantitative Tools edited by Frank J. Fabozzi

      Finance: Capital Markets, Financial Management, and Investment Management by Frank J. Fabozzi and Pamela Peterson-Drake

      Active Private Equity Real Estate Strategy edited by David J. Lynn

      Foundations and Applications of the Time Value of Money by Pamela Peterson-Drake and Frank J. Fabozzi

      Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives by Stephen Antczak, Douglas Lucas, and Frank J. Fabozzi

      Modern Financial Systems: Theory and Applications by Edwin Neave

      Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications by Frank J. Fabozzi

      Robust Equity

      Portfolio

      Management +

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       Formulations, Implementations, and Properties Using MATLAB

      WOO CHANG KIMJANG HO KIMFRANK J. FABOZZI

      Copyright © 2016 by Woo Chang Kim, Jang Ho Kim, and Frank J. Fabozzi. All rights reserved.

      Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

      Published simultaneously in Canada.

      No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978) 646-8600, or on the Web at www.copyright.com. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030, (201) 748-6011, fax (201) 748-6008, or online at http://www.wiley.com/go/permissions.

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