Noel Amenc, Veronique Le Sourd
Portfolio Theory and Performance Analysis
Серия: The Wiley Finance Series
Издательство: John Wiley and Sons, Ltd, 2003 г.
0470858745
Книгопечатная продукция
Объем: 280 стр.
For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management`s transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory.
In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession.
Allows the professionals, whether managers or investors, to take a step back and clearly separate true innovations from mere improvements to well-known, existing techniques Puts into context the importance of innovations with regard to the fundamental portfolio management questions, which are the evolution of the investment management process, risk analysis and performance measurement Takes the explicit or implicit assumptions contained in the promoted tools into account and, by so doing, evaluate the inherent interpretative or practical limits
Посмотрите также...
Rocket Science for Traders: Digital Signal Processing Applications
Predict the future more accurately in today`s difficult trading times. The Holy Grail of trading is knowing what the markets will do next. Technical analysis is the art of predicting the market based on tested systems. Some systems work well ......
Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
In Physics of Finance Kirill Ilinski offers the first insight in book form into what could become a totally new approach to pricing financial assets. Equilibrium asset pricing is a cornerstone of contemporary finance and is widely used for a ......
A Basic Guide for Valuing a Company, 2nd Edition
The Groundwork of Company Valuation for First-time Buyers and Sellers A Basic Guide for Valuing a Company has helped thousands of first-time buyers and sellers realize a fair, substantiated value for small businesses. Now in its Second Edition, ......
The Econometrics of Financial Markets
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk ......
Interest Rate Models: An Introduction
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, ......
The Nasdaq Trader's Toolkit
Make direct access equal trading success. "LaBier has compiled a fascinating study of modern market execution systems. An instant classic that should find a prominent home on every trader`s bookshelf". Alan S.Farley, author, Master Swing Trader, ......
The Volatility Course Workbook: Step-by-Step Exercises to Help You Master the Volatility Course
It takes a special set of trading skills to thrive in today`s intensely volatile markets, where point swings of plus or minus 200 points can occur on a weekly, sometimes daily, basis. The Volatility Course arms stock and options traders with ......
The New Science of Selling and Persuasion: How Smart Companies and Great Salespeople Sell
One of the world`s most sought-after sales training and consulting experts reveals the strategies smart companies use to sell anything to anyone This book takes a new and relevant approach to sales from the perspective of both organizational and ......
A Currency Options Primer
Book DescriptionA quick and concise guide to currency options An understanding of currency options is essential for those working in investment and foreign exchange. A Currency Options Primer sets out to give readers a clear guide to how the ......
Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
Book DescriptionIn recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ......
The Six Sigma Black Belt Handbook (Six SIGMA Operational Methods)
EXTREME SIX SIGMA: A new series that takes Six Sigma to the next level The Six Sigma Operational Methods Series goes beyond simply explaining Six Sigma basics to interested managers--these are hard-core working tools of statistical methods, ......
Good Value: Reflections on Money, Morality and an Uncertain World
How should we create wealth in societies, and why is it right and necessary to do so? What improves the lives of the largest number of people? And how do we, living in a globalized world caught in an age of financial and ecological turbulence, ......
Modern Portfolio Theory and Investment Analysis: International Student Version
An excellent resource for investors, this book examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. The majority of chapters have been revised or ......
The Complete Guide to Buying and Selling Apartment Buildings
Whether you`re a first-time real estate investor or a seasoned professional, The Complete Guide to Buying and Selling Apartment Buildings helps you map out your future, find apartment buildings at a fair price, finance purchases, and manage your ......
RSS