The Oxford handbook of quantitative asset management:
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford [u.a.]
Oxford Univ. Press
2012
|
| Edition: | 1. ed. |
| Series: | Oxford handbooks in finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XXVIII, 501 S. graph. Darst. 25 cm |
| ISBN: | 9780199553433 9780199685059 0199553432 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV039579137 | ||
| 003 | DE-604 | ||
| 005 | 20150127 | ||
| 007 | t | ||
| 008 | 110913s2012 d||| |||| 00||| eng d | ||
| 015 | |a GBB196176 |2 dnb | ||
| 020 | |a 9780199553433 |c hbk. |9 978-0-19-955343-3 | ||
| 020 | |a 9780199685059 |c pbk. |9 978-0-19-968505-9 | ||
| 020 | |a 0199553432 |9 0-19-955343-2 | ||
| 035 | |a (OCoLC)751748716 | ||
| 035 | |a (DE-599)BVBBV039579137 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-19 |a DE-945 |a DE-188 |a DE-703 |a DE-N2 |a DE-634 |a DE-11 |a DE-29 |a DE-20 | ||
| 082 | 0 | |a 332.6 |2 23 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 245 | 1 | 0 | |a The Oxford handbook of quantitative asset management |c ed. by Bernd Scherer ... |
| 246 | 1 | 3 | |a Quantitative asset management |
| 246 | 1 | 3 | |a Handbook of quantitative asset management |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2012 | |
| 300 | |a XXVIII, 501 S. |b graph. Darst. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Oxford handbooks in finance | |
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 650 | 4 | |a Portfolio management | |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | 1 | |a Finanzanalyse |0 (DE-588)4133000-6 |D s |
| 689 | 0 | 2 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | 3 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 700 | 1 | |a Scherer, Bernd |d 1964- |0 (DE-588)136504582 |4 edt | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024430474&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024430474 | ||
Record in the Search Index
| _version_ | 1804148409557319680 |
|---|---|
| adam_text | Contents
List of Figures
χ
List of Tables
xv
List of Contributors
xviii
1
Introduction
1
Bernd Scherer
and Kenneth Winston
PART I PORTFOLIO OPTIMIZATION
2
Recent Advances in Portfolio Optimization
7
Reha H.
Tütl ncC
3
Practical Optimization of Enhanced Active Equity Portfolios
32
Brich
I. Jacobs, Kenneth
N.
Levy, and David Starer
4
To Optimize or Not to Optimize: Is that the Question?
50
Sebastián Ceria
PART II PORTFOLIO CONSTRUCTION
PROCESSES
5
Adding the Time Dimension: Optimal Rebalancing
67
Mark Kritzman, Simon Myrgren, and
Sébastien Page
6
Bayesian Methods in Investing
87
COLM O ClNNEIDE
7
Fund-of-Funds Construction by Statistical Multiple
Testing Methods
116
Michael Wolf and Dan Wunderli
8
Hedge Fund Clones
136
Nils Tuchschmid,
Erik Wallerstein,
and Sassan Zaker
VIU
CONTENTS
PART III INVESTMENT MANAGEMENT
BEHAVIOR
9
Decentralized Decision Making in Investment Management
157
Jules H. van Binsbergen, Michael W. Brandt, and Ralph S. J. Koijen
10
Performance Based Fees, Incentives, and Dynamic Tracking
Error Choice
177
Bernd Scherer
and Xiaodong Xu
PART IV PARAMETER ESTIMATION
11
Robust Betas in Asset Management
203
Heiko
M.
Bailer,
Tatiana
A. Maravina, and
R.
Douglas Martin
12
The Informational Content of Financial Options for
Quantitative Asset Management: A Review
243
Daniel Giamouridis and George Skiadopoulos
13
Parameter Uncertainty in Asset Allocation
266
Campbell R. Harvey, John
С
Liechty, and Merrill W. Liechty
PART V RISK MANAGEMENT
14
Equity Factor Models: Estimation and Extensions
293
Dan diBartolomeo
15
Fixed Income Investment Risk
307
Kenneth Winston
16
Risk Management for Long-Short Portfolios
338
Thomas Hewett and Kenneth Winston
PART VI MARKET STRUCTURE
AND TRADING
17
Algorithmic Trading, Optimal Execution, and
Dynamic Portfolios
371
Petter
N.
Kolm and Lee Maclin
CONTENTS
IX
18
Transaction Costs and Equity Portfolio Capacity Analysis
398
Yossi
Brandes,
Ian Domowitz, and
Vítaly
Serbin
PART
VII
INVESTMENT SOLUTIONS
19
Pension Funds and Corporate Enterprise Risk Management
421
Michael Peskin
20
Pricing Embedded Options in Value-Based Asset
Liability Management
449
Roy P.
M. M.
Hoevenaars
21
Asset Liability Management for Sovereign Wealth Funds
470
Francis Breedon and Robert Kosowski
Index
493
|
| any_adam_object | 1 |
| author2 | Scherer, Bernd 1964- |
| author2_role | edt |
| author2_variant | b s bs |
| author_GND | (DE-588)136504582 |
| author_facet | Scherer, Bernd 1964- |
| building | Verbundindex |
| bvnumber | BV039579137 |
| classification_rvk | QK 620 SK 980 |
| ctrlnum | (OCoLC)751748716 (DE-599)BVBBV039579137 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02219nam a2200529 c 4500</leader><controlfield tag="001">BV039579137</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150127 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110913s2012 d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">GBB196176</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199553433</subfield><subfield code="c">hbk.</subfield><subfield code="9">978-0-19-955343-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199685059</subfield><subfield code="c">pbk.</subfield><subfield code="9">978-0-19-968505-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0199553432</subfield><subfield code="9">0-19-955343-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)751748716</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV039579137</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-20</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The Oxford handbook of quantitative asset management</subfield><subfield code="c">ed. by Bernd Scherer ...</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Quantitative asset management</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Handbook of quantitative asset management</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford [u.a.]</subfield><subfield code="b">Oxford Univ. Press</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXVIII, 501 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">25 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Oxford handbooks in finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Hier auch später erschienene, unveränderte Nachdrucke</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Scherer, Bernd</subfield><subfield code="d">1964-</subfield><subfield code="0">(DE-588)136504582</subfield><subfield code="4">edt</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024430474&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-024430474</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV039579137 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:06:41Z |
| institution | BVB |
| isbn | 9780199553433 9780199685059 0199553432 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024430474 |
| oclc_num | 751748716 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-945 DE-188 DE-703 DE-N2 DE-634 DE-11 DE-29 DE-20 |
| owner_facet | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-945 DE-188 DE-703 DE-N2 DE-634 DE-11 DE-29 DE-20 |
| physical | XXVIII, 501 S. graph. Darst. 25 cm |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Oxford Univ. Press |
| record_format | marc |
| series2 | Oxford handbooks in finance |
| spelling | The Oxford handbook of quantitative asset management ed. by Bernd Scherer ... Quantitative asset management Handbook of quantitative asset management 1. ed. Oxford [u.a.] Oxford Univ. Press 2012 XXVIII, 501 S. graph. Darst. 25 cm txt rdacontent n rdamedia nc rdacarrier Oxford handbooks in finance Hier auch später erschienene, unveränderte Nachdrucke Portfolio management Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfolio Selection (DE-588)4046834-3 s Finanzanalyse (DE-588)4133000-6 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s b DE-604 Scherer, Bernd 1964- (DE-588)136504582 edt Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024430474&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The Oxford handbook of quantitative asset management Portfolio management Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4121590-4 (DE-588)4133000-6 (DE-588)4046834-3 (DE-588)4143413-4 |
| title | The Oxford handbook of quantitative asset management |
| title_alt | Quantitative asset management Handbook of quantitative asset management |
| title_auth | The Oxford handbook of quantitative asset management |
| title_exact_search | The Oxford handbook of quantitative asset management |
| title_full | The Oxford handbook of quantitative asset management ed. by Bernd Scherer ... |
| title_fullStr | The Oxford handbook of quantitative asset management ed. by Bernd Scherer ... |
| title_full_unstemmed | The Oxford handbook of quantitative asset management ed. by Bernd Scherer ... |
| title_short | The Oxford handbook of quantitative asset management |
| title_sort | the oxford handbook of quantitative asset management |
| topic | Portfolio management Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Portfolio management Mathematisches Modell Risikomanagement Finanzanalyse Portfolio Selection Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024430474&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT schererbernd theoxfordhandbookofquantitativeassetmanagement AT schererbernd quantitativeassetmanagement AT schererbernd handbookofquantitativeassetmanagement |