Описание: Covers the historic market events, instruments, asset classes, and economic forces that investors need to be aware of as they create asset-building portfolios. This book explains how to use modern asset allocation concepts and tools to augment returns and control risks in a wide range of financial market environments.
Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical text serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.
Автор: Gibson, Roger C. Название: Asset allocation ISBN: 0071478094 ISBN-13(EAN): 9780071478090 Издательство: McGraw-Hill Рейтинг: Цена: 3865 р. Наличие на складе: Поставка под заказ.
Описание: A guide to asset allocation which helps readers to understand and apply historically-tested asset allocation principles to design individually tailored portfolio strategies focused on long-term results. It also addresses the practical side of investing with advice on resolving implementation problems.
Автор: Perrucci, Dorianne Miccolis, Jerry A. Название: Asset allocation for dummies ISBN: 0470409630 ISBN-13(EAN): 9780470409633 Издательство: Wiley Рейтинг: Цена: 1775 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Asset allocation involves dividing an investment portfolio among different asset categories, such as stocks, bonds and cash, and spreading investments across these classes in order to reach specific goals. Asset Allocation For Dummies is for the reader who wants to diversify their portfolio, manage risk and maximize returns in any market.
Описание: Praise for Global Asset Allocation "In the critical field of global portfolio optimization, this volume is not only a technical tour de force, but also provides excellent access to state-of-the-art concepts for practitioners. It represents an important resource for those who manage institutional and individual portfolios as it is for those who want the latest applied research in international finance." Ingo Walter, Charles Simon Professor of Applied Business Economics & Sidney Homer Director, New York University Salomon Center Stern School of Business, New York University "The authors apply modern statistical modeling of time-varying risk and return to the study of global asset allocation. They offer empirical results and methodologies that shed light on the benefits of international diversification." Prof. Bruno Solnik, Finance and Economics Department, HEC Paris "This book presents an amazing variety of empirical findings on stock and bond returns in many national markets. Combining economic intuition and econometric rigor, the academic scholar and the portfolio manager will find a treasure of important insights and get very valuable advice for global asset allocation." Prof. Gunter Franke, Universitat Konstanz, Fachbereich Wirtschaftswissenschaften
Автор: Ferri Richard Название: All about Asset Allocation, Second Edition ISBN: 0071700781 ISBN-13(EAN): 9780071700788 Издательство: McGraw-Hill Рейтинг: Цена: 1880 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers the information you need to know about how to: implement a smart asset allocation strategy; diversify your investments with stocks, bonds, real estate, and other classes; and, change your allocation and lock in gains. This title includes advice on learning which investments work well together and why.
Описание: Today's modern portfolio theory is not your father's MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation--especially in today's turbulent markets. Dynamic Asset Allocation interprets and integrates the developments in modern portfolio theory: from the efficient-market hypothesis and indexing of decades past to strategies for building winning portfolios today. The book is filled with practical, hands-on advice for investors, including guidance on approaching investment as a risk-management task. "Picerno's look at modern portfolio theory's evolution offers a timely reminder that the design and management of asset allocation is still the critical element for successful investing." -- Harold Evensky, CFP President, Evensky & Katz Wealth Management "What Peter Bernstein did for the history of portfolio theory in "Capital Ideas," Picerno does for its real-world application. He captures the nuanced soup of theory, markets, and investor behavior better than any other writer on investing." -- Patrick Geddes Cofounder and Chief Investment Officer, Aperio Group Former CFO and Director of Quantitative Research, Morningstar Inc. "Picerno puts the tires to the pavement on Peter Bernstein's 2003 proclamation that the policy portfolio is dead. Picerno masterfully articulates the implications that follow from the notion that although the market portfolio may be efficient, markets may not be." -- Rodney N. Sullivan, CFA Editor, "Financial Analysts Journal "at CFA Institute ""Dynamic Asset Allocation "is cogently written in a very readable style. James Picerno presents readers with a wonderful history of the developments in asset allocation and then profides an excellent frameword for investors to utitilize the discipline of asset allocation in their own portfolio-composition process. Any serious investor will want to have this book in their library." -- Gary P. Brinson President, GP Brinson Investments
Автор: Kaplan Paul D. Название: Frontiers of Modern Asset Allocation ISBN: 1118115066 ISBN-13(EAN): 9781118115060 Издательство: Wiley Рейтинг: Цена: 7838 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Paul Kaplan, who is behind Morningstars flagship rating tool Morningstar Box, has created the most current look at asset allocation and how it is being executed today. Through interviews with and articles by todays best minds in finance, including Harry Markowitz and Roger Ibbotson, Kaplan tackles the biggest questions in asset allocation: How should the asset classes be defined? In particular, should equities be divided into various asset classes based on a model of investment style, geography, or other factors? Should asset classes be represented by market value weighted indexes or should other principles be used to form representative portfolios for the asset class portfolios? How should actively managed funds be analyzed to determine how they might be used to implement asset class mixes? Throughout, Kaplan offers his own opinions and analysis and even includes three appendices that put theory to action with technical details for certain asset allocation frameworks, such as Harry Markowitz 2.0.
Описание: This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.
Описание: Presents a comprehensive introduction to using Matlab[registered] to implement financial models. This title helps readers to implement financial and econometric models in Matlab[registered] with descriptions of the programming steps needed to complete every project.
Описание: This work links cutting-edge academic analysis of portfolio choice to the practical concerns of institutional investors, financial planners, and individual investors. It shows in empirical detail how long-term portfolios should differ from short-term portfolios.
Автор: Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 9349 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.
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