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Portfolio Design, Marston R



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Цена: 4964р.
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Автор: Marston R
Название:  Portfolio Design   (Дизайн портфолио)
Издательство: Wiley
Классификация:
Финансы и бухгалтерский учет
Финансы

ISBN: 047093123X
ISBN-13(EAN): 9780470931233
ISBN: 0-470-93123-X
ISBN-13(EAN): 978-0-470-93123-3
Обложка/Формат: Hardback
Страницы: 368
Вес: 0.58 кг.
Дата издания: 05.04.2011
Серия: Finance & accounting
Язык: ENG
Иллюстрации: Illustrations
Размер: 224 X 149 X 27
Читательская аудитория: Professional & vocational
Ключевые слова: Finance & accounting
Подзаголовок: A modern approach to asset allocation
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: This book is based on the sessions that Martson has developed for the CIMA program as well as for Morgan Stanleys Senior Consultants Program begun at Wharton in the mid-1980s even before the CIMA program began. The book is designed for top investment advisors who want to provide diversified portfolios for their clients, whether they are high net worth private clients or institutional investors. The book examines all of the major asset classes that go into modern portfolios and asks how much they add to portfolio diversification.
Дополнительное описание:




Asset Pricing and Portfolio Choice Theory

Автор: Back, Kerry E.
Название: Asset Pricing and Portfolio Choice Theory
ISBN: 0190241144 ISBN-13(EAN): 9780190241148
Издательство: Oxford Academ
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Цена: 7806 р.
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Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.

Introduction to Mathematical Portfolio Theory

Автор: Joshi
Название: Introduction to Mathematical Portfolio Theory
ISBN: 1107042313 ISBN-13(EAN): 9781107042315
Издательство: Cambridge Academ
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Цена: 5203 р.
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Описание: In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency, rationality and the modelling of actuarial liabilities. Each topic is clearly explained with assumptions, mathematics, limitations, problems and solutions presented in turn. Joshi's trademark style of clarity and practicality is here brought to classical financial mathematics. The book is suitable for mathematically trained students in actuarial studies, business and economics as well as mathematics and finance, and it can be used for both self-study and as a course text. The authors' experience as both academics and practitioners brings clarity and relevance to the book, whilst ensuring that the limitations of models are highlighted.

Modern portfolio theory and investment analysis

Автор: Elton, Edwin J. Gruber, Martin J. Brown, Stephen J
Название: Modern portfolio theory and investment analysis
ISBN: 1119427290 ISBN-13(EAN): 9781119427292
Издательство: Wiley
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Цена: 6270 р.
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Robust Portfolio Optimization and Management

Автор: Fabozzi
Название: Robust Portfolio Optimization and Management
ISBN: 047192122X ISBN-13(EAN): 9780471921226
Издательство: Wiley
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Цена: 8883 р.
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Описание: 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 rigoro s 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 interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance.

Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike' - John M.

Mulvey, Professor of Operations Research and Financial Engineering, Princeton University.

Active Investing Blueprint: A Unique Strategy to Building a Diverse Portfolio

Автор: Isbitts Robert
Название: Active Investing Blueprint: A Unique Strategy to Building a Diverse Portfolio
ISBN: 0470636165 ISBN-13(EAN): 9780470636169
Издательство: Wiley
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Цена: 2925 р.
Наличие на складе: Поставка под заказ.

Описание: Author Robert Isbitts believes that investors should not simply invest in stocks and bonds. In fact, he's fairly critical of any individual holding a lot of bonds. People need to be proactive in planning for their retirement and to do so, they must be looking beyond the stock market. In doing this, they must avoid falling for the hype and misinformation that abounds about alternative investments. He will share the strategies that he has used with his clients and as a fund manager to develop an investment strategy that is profitable over time and allows both advisor and individual investor to withstand the highs and lows of stock market.

Portfolio selection

Автор: Markowitz, Harry M.
Название: Portfolio selection
ISBN: 1557861080 ISBN-13(EAN): 9781557861085
Издательство: Wiley
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Цена: 6479 р.
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Описание: This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.

Optimal Portfolio Modeling: Models to Maximize Ret urns and Control Risk in Excel and R + CD-ROM

Автор: McDonnell
Название: Optimal Portfolio Modeling: Models to Maximize Ret urns and Control Risk in Excel and R + CD-ROM
ISBN: 0470117664 ISBN-13(EAN): 9780470117668
Издательство: Wiley
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Цена: 6793 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Finally, a book that presents modeling formulas to maximize returns and manage risk for serious traders using empirical, statistical techniques. Specific topics covered include the importance of understanding investing as a statistical process. From there traditional concepts of money management are explored and many myths debunked.

Formulas are given for the probability that a stop loss or stop profit will be executed. The impact of stops on the average return, probability of success, variance, skew, and kurtosis are examined. The formulas for these mutations in investment outcome have never before appeared in print.

In many cases, readers may be shocked at the implications of stop loss techniques. A comprehensive set of optimal investment size formulas are developed which include cases of a single investment at a time and multiple investments both with and without correlations between th m.In addition, the book explains how to extend these formulas to both the case of standard distributions as well as empirical distributions. The goal of the optimal investment size formulas is to both maximize long term compounded return while reducing risk.

Individual and professional money managers will also learn how to allocate portfolio assets to mathematically maximize their Sharpe ratio. The book also offers a unique new investment goal designed to maximize the compounded utility of wealth on a compounded basis.

The handbook of inflation hedging investments; ehance performance and protect your portfolio from inflation risk

Автор: Greer
Название: The handbook of inflation hedging investments; ehance performance and protect your portfolio from inflation risk
ISBN: 0071460381 ISBN-13(EAN): 9780071460385
Издательство: McGraw-Hill
Цена: 4597 р.
Наличие на складе: Поставка под заказ.

Bond Portfolio Investing and Risk Management

Автор: Wise Mark, Bhansali Vineer
Название: Bond Portfolio Investing and Risk Management
ISBN: 0071623701 ISBN-13(EAN): 9780071623704
Издательство: McGraw-Hill
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Цена: 8777 р.
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Описание: Helps you build portfolios to add value through every kind of economic cycle. This title explores the various risk factors inherent in fixed income investments, including yield curve shifts, twists, liquidity, and evolving risk factors such as government policy.

Investment leadership and portfolio management

Автор: Singer, Brian Mandinach, Barry Fedorinchik, Greg
Название: Investment leadership and portfolio management
ISBN: 0470435402 ISBN-13(EAN): 9780470435403
Издательство: Wiley
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Цена: 4964 р.
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Описание: Examines the role of investment leadership in portfolio management. From firm governance and firm structure to culture, strategy, and execution, this book covers topics including the differences between leading and managing; investment philosophy, process, and portfolio construction; communication and transparency; and, ethics and integrity.

Commodities for Every Portfolio - How You Can Profit from the Long-Term Commodity Boom

Автор: Balarie
Название: Commodities for Every Portfolio - How You Can Profit from the Long-Term Commodity Boom
ISBN: 0470112506 ISBN-13(EAN): 9780470112502
Издательство: Wiley
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Цена: 2089 р.
Наличие на складе: Поставка под заказ.

Описание: A guide to commodities and commodities-related investments. It shows how to invest in commodities through stocks, mutual funds, ETFs, and futures.

The Measurement of Market Risk / Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions

Автор: Moix Pierre-Yves
Название: The Measurement of Market Risk / Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions
ISBN: 3540421432 ISBN-13(EAN): 9783540421436
Издательство: Springer
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Цена: 15427 р.
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Описание: The objective of this book is to set up an economic quantitative model for the assessment of financial market risk. The Measurement of Market Risk reviews the probabilistic modelling of so-called risk factors, which represent the uncertainty of financial markets, and discusses the issue of risk as the perception of uncertainty by individuals when faced with a decision problem. Further, the book discusses the pricing of financial instruments as a function of risk factors. Emphasis is put on options, because they exhibit a non-linear exposure to the risk factors. The core of the text is the assessment of risk for financial portfolios by way of estimating the portfolio probability distribution. A new approach, the Barycentric Discretisation with Piecewise Quadratic Approximation (BDPQA), which poses no assumptions on the risk factor distribution and accounts for the non-linearity of the price functions, is introduced.


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