Dynamic portfolio theory and management: using active asset allocation to improve profits and reduce risk
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York
McGraw-Hill
2004
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| Subjects: | |
| Online Access: | Table of contents Publisher description Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XI, 323 S. Ill. |
| ISBN: | 0071426698 |
Staff View
MARC
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| 245 | 1 | 0 | |a Dynamic portfolio theory and management |b using active asset allocation to improve profits and reduce risk |c Richard E. Oberuc |
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Record in the Search Index
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| adam_text | CONTENTS
Preface vii
Chapter 1 Static Portfolio Theory 1
Chapter 2 Arbitrage Pricing Theory 27
Chapter 3 Factors Influencing Stock Returns 39
Chapter 4 Factors Influencing Bond Returns 85
Chapter 5 Factors Influencing Interest Rates 109
Chapter 6 Factors Influencing Hedge Fund Returns 137
Chapter 7 Predictability of Market Returns 167
Chapter 8 Market Timing Methods and Results 191
Chapter 9 Multiperiod Portfolio Theory 219
Chapter 10 DynaPorte™ Model Description 241
Chapter 11 DynaPorte™ Model Examples 261
Chapter 12 Mean Absolute Deviation 305
INDEX 317
|
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| discipline | Wirtschaftswissenschaften |
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| institution | BVB |
| isbn | 0071426698 |
| language | English |
| lccn | 2003007821 |
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| physical | XI, 323 S. Ill. |
| publishDate | 2004 |
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| publisher | McGraw-Hill |
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| spelling | Oberuc, Richard E. Verfasser aut Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk Richard E. Oberuc New York McGraw-Hill 2004 XI, 323 S. Ill. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Portfolio-analyse gtt Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s DE-604 http://www.loc.gov/catdir/toc/ecip042/2003007821.html Table of contents http://www.loc.gov/catdir/description/mh031/2003007821.html Publisher description HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010306286&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Oberuc, Richard E. Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk Portfolio-analyse gtt Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4115601-8 |
| title | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk |
| title_auth | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk |
| title_exact_search | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk |
| title_full | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk Richard E. Oberuc |
| title_fullStr | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk Richard E. Oberuc |
| title_full_unstemmed | Dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk Richard E. Oberuc |
| title_short | Dynamic portfolio theory and management |
| title_sort | dynamic portfolio theory and management using active asset allocation to improve profits and reduce risk |
| title_sub | using active asset allocation to improve profits and reduce risk |
| topic | Portfolio-analyse gtt Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Portfolio-analyse Investment analysis Portfolio management Portfoliomanagement |
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