Advances in portfolio construction and implementation:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Butterworth-Heinemann
2003
|
| Ausgabe: | 1st ed |
| Schriftenreihe: | Quantitative finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Although not designed as an academic text, it should be useful to graduate students in finance. *Provides practical guidance on financial risk management *Covers the latest developments in investment portfolio construction *Full coverage of the latest cutting edge research on measuring portfolio risk, alternatives to mean variance analysis, expected returns forecasting, the construction of global portfolios and hedge portfolios (funds) Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (xvi, 365 p.) |
| ISBN: | 9780750654487 0750654481 |
Internformat
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.6 |
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| discipline | Wirtschaftswissenschaften |
| edition | 1st ed |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:14Z |
| institution | BVB |
| isbn | 9780750654487 0750654481 |
| language | English |
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| spelling | Advances in portfolio construction and implementation edited by Stephen Satchell, Alan Scowcroft 1st ed Amsterdam Butterworth-Heinemann 2003 1 Online-Ressource (xvi, 365 p.) txt rdacontent c rdamedia cr rdacarrier Quantitative finance series Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Although not designed as an academic text, it should be useful to graduate students in finance. *Provides practical guidance on financial risk management *Covers the latest developments in investment portfolio construction *Full coverage of the latest cutting edge research on measuring portfolio risk, alternatives to mean variance analysis, expected returns forecasting, the construction of global portfolios and hedge portfolios (funds) Includes bibliographical references and index Portfolio management fast Portfolio management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfolio Selection (DE-588)4046834-3 s Risikomanagement (DE-588)4121590-4 s 2\p DE-604 Satchell, S. Sonstige oth Scowcroft, Alan Sonstige oth http://www.sciencedirect.com/science/book/9780750654487 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Advances in portfolio construction and implementation Portfolio management fast Portfolio management Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4046834-3 (DE-588)4143413-4 |
| title | Advances in portfolio construction and implementation |
| title_auth | Advances in portfolio construction and implementation |
| title_exact_search | Advances in portfolio construction and implementation |
| title_full | Advances in portfolio construction and implementation edited by Stephen Satchell, Alan Scowcroft |
| title_fullStr | Advances in portfolio construction and implementation edited by Stephen Satchell, Alan Scowcroft |
| title_full_unstemmed | Advances in portfolio construction and implementation edited by Stephen Satchell, Alan Scowcroft |
| title_short | Advances in portfolio construction and implementation |
| title_sort | advances in portfolio construction and implementation |
| topic | Portfolio management fast Portfolio management Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Portfolio management Risikomanagement Portfolio Selection Aufsatzsammlung |
| url | http://www.sciencedirect.com/science/book/9780750654487 |
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