A Robust Optimization Book Recommendation for Finance Students

Summary

The document is a brief response to an economics student seeking a book on robust optimization, with applications to economics and finance. The recommended text is Robust Optimization by Ben-Tal and coauthors. The answer offers it as a possible starting point and suggests that the reader try it to judge whether its technical level suits their background.

The exchange gives no chapter guidance, comparison with other books, or examples of finance applications, so it does not teach a robust optimization method directly. Its practical value is limited to identifying a relevant reference for independent study; the reader would need to inspect the book to determine how well it fits their preparation and course needs.

Key ideas

• The response recommends Robust Optimization by Ben-Tal and coauthors.
• The book is suggested as a resource for independent study in robust optimization.
• The answer does not assess specific economics or finance applications in the book.
• The reader is advised to check whether the text’s technical level fits their background.

Tags

# Book recommendation on robust optimization


# Book recommendation on robust optimization












I have a bachelors degree in economics and I took undergrad courses on mathematical optimization methods for economics and dynamic optimization in economics and econometrics. Now I'm taking an advanced course in finance next year and I've been told to study by myself robust optimization methods. So, given my background, do you have a book recommendation for this topic with applications to economics and finance?

## Answer by math (score 1, accepted)

https://quant.stackexchange.com/a/15777

A very nice book is the following

Robust optimization by Ben Tal et al.

Not sure if it is to technical, but I liked it a lot! Since it is online available I would give it a try.

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