Portfolio construction and risk budgeting:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
Risk Books
2004
|
| Edition: | 2. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XV, 257 S. graph. Darst. |
| ISBN: | 1904339301 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | Contents
About the Author v
Introduction xi
1 Traditional Portfolio Construction: Selected Issues 1
2 Incorporating Deviations from Normality: 49
Lower Partial Moments
3 Portfolio Resampling and Estimation Error 79
4 Bayesian Analysis and Portfolio Choice 105
5 Scenario Optimisation 137
6 Portfolio Construction with Transaction Costs 161
7 Benchmark Relative Optimisation 187
8 Core Satellite Investing: Budgeting Active Manager Risk 223
Index 251
|
| adam_txt |
Contents
About the Author v
Introduction xi
1 Traditional Portfolio Construction: Selected Issues 1
2 Incorporating Deviations from Normality: 49
Lower Partial Moments
3 Portfolio Resampling and Estimation Error 79
4 Bayesian Analysis and Portfolio Choice 105
5 Scenario Optimisation 137
6 Portfolio Construction with Transaction Costs 161
7 Benchmark Relative Optimisation 187
8 Core Satellite Investing: Budgeting Active Manager Risk 223
Index 251 |
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| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| physical | XV, 257 S. graph. Darst. |
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| spelling | Scherer, Bernd Verfasser aut Portfolio construction and risk budgeting Bernd Scherer 2. ed. London Risk Books 2004 XV, 257 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014811394&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Scherer, Bernd Portfolio construction and risk budgeting Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4115601-8 |
| title | Portfolio construction and risk budgeting |
| title_auth | Portfolio construction and risk budgeting |
| title_exact_search | Portfolio construction and risk budgeting |
| title_exact_search_txtP | Portfolio construction and risk budgeting |
| title_full | Portfolio construction and risk budgeting Bernd Scherer |
| title_fullStr | Portfolio construction and risk budgeting Bernd Scherer |
| title_full_unstemmed | Portfolio construction and risk budgeting Bernd Scherer |
| title_short | Portfolio construction and risk budgeting |
| title_sort | portfolio construction and risk budgeting |
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