Advances in Portfolio Construction and Implementation

Advances in Portfolio Construction and Implementation
Author :
Publisher : Elsevier
Total Pages : 384
Release :
ISBN-10 : 9780080471846
ISBN-13 : 0080471846
Rating : 4/5 (46 Downloads)

Book Synopsis Advances in Portfolio Construction and Implementation by : Alan Scowcroft

Download or read book Advances in Portfolio Construction and Implementation written by Alan Scowcroft and published by Elsevier. This book was released on 2003-06-25 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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)


Advances in Portfolio Construction and Implementation Related Books

Advances in Portfolio Construction and Implementation
Language: en
Pages: 384
Authors: Alan Scowcroft
Categories: Business & Economics
Type: BOOK - Published: 2003-06-25 - Publisher: Elsevier

DOWNLOAD EBOOK

Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies
Advances in Active Portfolio Management: New Developments in Quantitative Investing
Language: en
Pages: 666
Authors: Richard C. Grinold
Categories: Business & Economics
Type: BOOK - Published: 2019-09-13 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

From the leading authorities in their field—the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio ma
Handbook of Portfolio Construction
Language: en
Pages: 796
Authors: John B. Guerard, Jr.
Categories: Business & Economics
Type: BOOK - Published: 2009-12-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
Language: en
Pages: 621
Authors: Richard C. Grinold
Categories: Business & Economics
Type: BOOK - Published: 1999-11-16 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help inve
Quantitative Equity Portfolio Management
Language: en
Pages: 462
Authors: Edward E. Qian
Categories: Business & Economics
Type: BOOK - Published: 2007-05-11 - Publisher: CRC Press

DOWNLOAD EBOOK

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathemat