Quantitative portfolio optimisation, asset allocation and risk management: A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2002
|
| Schlagworte: | |
| Online-Zugang: | UBR01 Volltext |
| Beschreibung: | Adobe Ebook Reader PART 1: A BASIS FOR QUANTITATIVE PORTFOLIO MANAGEMENT Asset Management Basics Asset Return Asset Risk Asset Pricing PART 2: MODERN PORTFOLIO THEORY Efficient Portfolios and Quantitative Portfolio Optimisation Estimating Model Parameters PART 3: QUANTITATIVE ASSET ALLOCATION Quantitative Portfolio Construction and Asset Allocation Quasi-Random Monte Carlo Simulated Asset Allocation (QRMCSAA) Strategic and Tactical Asset Allocation QRMCSAA Applied to Sector Rotation PART 4: QUANTITATIVE RISK MANAGEMENT Tracking Error, Information Ratio and Active Management Value Added Sector Risk Model Value at Risk Extreme Value Theory |
| Beschreibung: | 1 Online-Ressource (464 p S.) |
| Format: | Document |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:55:07Z |
| institution | BVB |
| language | English |
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| spelling | Rasmussen, Mikkel Verfasser aut Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 Mikkel Rasmussen Basingstoke Palgrave Macmillan 2002 1 Online-Ressource (464 p S.) txt rdacontent c rdamedia cr rdacarrier Adobe Ebook Reader PART 1: A BASIS FOR QUANTITATIVE PORTFOLIO MANAGEMENT Asset Management Basics Asset Return Asset Risk Asset Pricing PART 2: MODERN PORTFOLIO THEORY Efficient Portfolios and Quantitative Portfolio Optimisation Estimating Model Parameters PART 3: QUANTITATIVE ASSET ALLOCATION Quantitative Portfolio Construction and Asset Allocation Quasi-Random Monte Carlo Simulated Asset Allocation (QRMCSAA) Strategic and Tactical Asset Allocation QRMCSAA Applied to Sector Rotation PART 4: QUANTITATIVE RISK MANAGEMENT Tracking Error, Information Ratio and Active Management Value Added Sector Risk Model Value at Risk Extreme Value Theory Document Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch http://www.palgraveconnect.com/doifinder/10.1057/9780230512856 Verlag Volltext |
| spellingShingle | Rasmussen, Mikkel Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch |
| title | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 |
| title_auth | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 |
| title_exact_search | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 |
| title_full | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 Mikkel Rasmussen |
| title_fullStr | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 Mikkel Rasmussen |
| title_full_unstemmed | Quantitative portfolio optimisation, asset allocation and risk management A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 Mikkel Rasmussen |
| title_short | Quantitative portfolio optimisation, asset allocation and risk management |
| title_sort | quantitative portfolio optimisation asset allocation and risk management a practical guide to implementing quantitative investment theory ebook originally published in 2002 |
| title_sub | A practical guide to implementing quantitative investment theory. - Ebook. - Originally published in: 2002 |
| topic | Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch |
| topic_facet | Investment & securities Finance and Accounting Investment & securities / bicssc Finance and Accounting / eflch |
| url | http://www.palgraveconnect.com/doifinder/10.1057/9780230512856 |
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