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Robust Portfolio Optimization and Management
  • Language: en
  • Pages: 513

Robust Portfolio Optimization and Management

Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This i...

Asset Management
  • Language: en
  • Pages: 389

Asset Management

  • Type: Book
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  • Published: 2016-09-20
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  • Publisher: Springer

This book presents a series of contributions on key issues in the decision-making behind the management of financial assets. It provides insight into topics such as quantitative and traditional portfolio construction, performance clustering and incentives in the UK pension fund industry, pension fund governance, indexation, and tracking errors. Markets covered include major European markets, equities, and emerging markets of South-East and Central Asia.

Forecasting Expected Returns in the Financial Markets
  • Language: en
  • Pages: 299

Forecasting Expected Returns in the Financial Markets

  • Type: Book
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  • Published: 2011-04-08
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  • Publisher: Elsevier

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

Linear Factor Models in Finance
  • Language: en
  • Pages: 298

Linear Factor Models in Finance

  • Type: Book
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  • Published: 2004-12-01
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  • Publisher: Elsevier

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.Linear Factor Models covers an important area for Quantitative Analysts/Investment Managers who are developing Quantitative Investment Strategies. Linear factor models (LFM) are part of modern investment processes that include asset valuation, portfolio theory and applications, linear factor models and applications...

Portfolio Management in Practice, Volume 1
  • Language: en
  • Pages: 1335

Portfolio Management in Practice, Volume 1

Portfolio Management in Practice, Volume 1: Investment Management delivers a comprehensive overview of investment management for students and industry professionals. As the first volume in the CFA Institute’s new Portfolio Management in Practice series, Investment Management offers professionals looking to enhance their skillsets and students building foundational knowledge an essential understanding of key investment management concepts. Designed to be an accessible resource for a wide range of learners, this volume explores the full portfolio management process. Inside, readers will find detailed coverage of: Forming capital market expectations Principles of the asset allocation process ...

Modern Investment Management
  • Language: en
  • Pages: 648

Modern Investment Management

Dieser Band füllt eine echte Marktlücke. "Goldman Sach's Modern Investment" gibt eine Einführung in moderne Investment Management Verfahren, wie sie von Goldman Sachs Asset Management verwendet werden, um erstklassige Investitionsrenditen zu erzielen. Erläutert werden u.a. die moderne Portfoliotheorie (Portfoliodiversifikation zur Risikostreuung), Capital Asset Pricing (Verfahren zur Ermittlung des Risiko-Rendite-Austauschverhältnisses von Finanzanlagen, bei dem der unterschiedliche Risikogehalt von Finanztiteln berücksichtigt wird) sowie eine Reihe aktueller Themen wie z.B. strategische Portfoliostrukturierung, Risikobudgetierung und aktives Portfolio Management. Hier erhalten Sie die Mittel an die Hand, um die Goldman Sachs Asset Management Methode für sich selbst umzusetzen. Das von Fischer Black und Bob Litterman gemeinsam entwickelte Black-Litterman Asset Allocation Model gehört zu den angesehensten und meist verwendeten Modellen zur Portfoliostrukturierung. Litterman und seine Asset Management Group sind oft die treibende Kraft, wenn es um Portfoliostrukturierung und Investmententscheidungen der 100 international größten Pensionsfonds geht.

That Time of Year
  • Language: en
  • Pages: 318

That Time of Year

  • Type: Book
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  • Published: 2007-04
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  • Publisher: iUniverse

"After forty years in the classroom, Jack Morris, a professor of literature at a New England university, has gradually lost the joy of teaching. The gulf between him (growing older) and the students (always the same age) has widened. Contributing to his problem are a false accusation of sexual assault from a former student, the "outing" of his only son, the romantic problems his oldest daughter faces, and the fact that his wife is at the top of her game"--Provided by publisher

The Hidden History of 9/11
  • Language: en
  • Pages: 429

The Hidden History of 9/11

How much insider trading occurred in the days leading up to 9-11? How compromised is the evidence against alleged hijackers? Why were there no military interceptions? To what extent does the testimony of more than five hundred firefighters differ from official reports of what happened at the World Trade Center buildings that day? How inseparably connected are Western covert operations to al-Qaeda? How is Islamophobia used to sustain US imperialism? What was the 9-11 Commission? With contributions from Nafeez Mosaddeq Ahmed, Four Arrows, David Ray Griffin, Jay Kolar, David MacGregor, Diana Ralph, Kevin Ryan, and Bryan Sacks, this path-breaking work examines 9-11 and its background, showing how much remains unknown and where further investigation and debate is needed.

Absolute Returns
  • Language: en
  • Pages: 530

Absolute Returns

"Absolute Returns" ist ein praktischer Leitfaden zu den Risiken und Gewinnmöglichkeiten im Bereich Hedge Funds. Mit diesem Buch lernen Sie, solide Entscheidungen für Investitionen in Hedge Funds zu treffen. Autor Alexander Ineichen erläutert ausführlich, was Hedge Funds sind, wie diese Fonds den Markt übertreffen können, und welche Risiken sie für den Investor bergen. Er erklärt auch, wie Hedge Funds als alternative Investments mit traditionellen Portfolios kombiniert werden können, um auf diese Weise hervorragende Risiko-Rendite-Eigenschaften zu erreichen. Ausserdem beschreibt er, welche neuen Strategien Hedge Funds einsetzen, um überdurchschnittliche Renditen zu erzielen. Einfach, verständlich und nachvollziehbar geschrieben.

Performance Measurement in Finance
  • Language: en
  • Pages: 397

Performance Measurement in Finance

  • Type: Book
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  • Published: 2002-07-10
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  • Publisher: Elsevier

The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not universally accepted. Performance Measurement in Finance addresses this central issue. The topics covered include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The book also surveys and critiques existing methodologies of performance measurement and covers new innovative approaches to performance measurement. The contributors to the...