Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques
"Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techni...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2010
|
| Ausgabe: | 1st ed. 2010 |
| Schlagworte: | |
| Online-Zugang: | BTU01 UBR01 UBY01 Volltext |
| Zusammenfassung: | "Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techniques to portfolio construction." --Burton G. Malkiel, author of A Random Walk Down Wall Street "Harry Markowitz revolutionized investment management more than a half-century ago by presenting the first rigorous method for selecting ‘optimal’ portfolios. This Handbook is an invaluable collection that encapsulates subsequent research and practical advances in portfolio optimization. Today, some variant of Markowitz’ formulation is followed by the vast majority of sophisticated investment managers while various related concepts such as the ‘Sharpe Ratio’ are widely employed to judge performance. Included herein are chapters by many of the most notable scholars that have added to Markowitz’ original formulation. Some chapters present particular refinements that account for complexities introduced by transaction costs, multiple periods, fat-tailed return distributions, higher moments (such as skewness), multiple risk factors, and recalcitrant data. Other chapters illustrate Markowitz-like techniques in specific applications such as hedge funds, pension funds, and real estate. Every professional investment manager is certain to find chapters with immediate application to his or her particular problem of the moment. It will be, I predict, one of the most used reference volumes in the investment management industry." --Richard Roll, Japan Alumni Chair in Finance, UCLA Anderson School of Management "Before Markowitz, ‘finance’ referred to financial accounting. But he showed us how to quantify uncertainty. The papers in this book demonstrate how far modern finance has come since he invented it." --Jack Treynor, President, Treynor Capital Management, and author of Treynor on Institutional Investing |
| Beschreibung: | 1 Online-Ressource (XVI, 794 p) |
| ISBN: | 9780387774398 |
| DOI: | 10.1007/978-0-387-77439-8 |
Internformat
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Datensatz im Suchindex
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| building | Verbundindex |
| bvnumber | BV046443619 |
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| collection | ZDB-2-SBE |
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| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-0-387-77439-8 |
| edition | 1st ed. 2010 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:44:45Z |
| institution | BVB |
| isbn | 9780387774398 |
| language | English |
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| publisher | Springer US |
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| spelling | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques edited by John B. Guerard, Jr 1st ed. 2010 New York, NY Springer US 2010 1 Online-Ressource (XVI, 794 p) txt rdacontent c rdamedia cr rdacarrier "Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techniques to portfolio construction." --Burton G. Malkiel, author of A Random Walk Down Wall Street "Harry Markowitz revolutionized investment management more than a half-century ago by presenting the first rigorous method for selecting ‘optimal’ portfolios. This Handbook is an invaluable collection that encapsulates subsequent research and practical advances in portfolio optimization. Today, some variant of Markowitz’ formulation is followed by the vast majority of sophisticated investment managers while various related concepts such as the ‘Sharpe Ratio’ are widely employed to judge performance. Included herein are chapters by many of the most notable scholars that have added to Markowitz’ original formulation. Some chapters present particular refinements that account for complexities introduced by transaction costs, multiple periods, fat-tailed return distributions, higher moments (such as skewness), multiple risk factors, and recalcitrant data. Other chapters illustrate Markowitz-like techniques in specific applications such as hedge funds, pension funds, and real estate. Every professional investment manager is certain to find chapters with immediate application to his or her particular problem of the moment. It will be, I predict, one of the most used reference volumes in the investment management industry." --Richard Roll, Japan Alumni Chair in Finance, UCLA Anderson School of Management "Before Markowitz, ‘finance’ referred to financial accounting. But he showed us how to quantify uncertainty. The papers in this book demonstrate how far modern finance has come since he invented it." --Jack Treynor, President, Treynor Capital Management, and author of Treynor on Institutional Investing Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s 1\p DE-604 Guerard, Jr., John B. edt Erscheint auch als Druck-Ausgabe 9780387569031 Erscheint auch als Druck-Ausgabe 9780387774381 Erscheint auch als Druck-Ausgabe 9781489983022 https://doi.org/10.1007/978-0-387-77439-8 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4115601-8 |
| title | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques |
| title_auth | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques |
| title_exact_search | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques |
| title_full | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques edited by John B. Guerard, Jr |
| title_fullStr | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques edited by John B. Guerard, Jr |
| title_full_unstemmed | Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniques edited by John B. Guerard, Jr |
| title_short | Handbook of Portfolio Construction |
| title_sort | handbook of portfolio construction contemporary applications of markowitz techniques |
| title_sub | Contemporary Applications of Markowitz Techniques |
| topic | Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Portfoliomanagement |
| url | https://doi.org/10.1007/978-0-387-77439-8 |
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