Handbook of Portfolio Construction, John B. Guerard, Jr.

Автор: Guerard, Jr.
Название: Portfolio Construction, Measurement, and Efficiency
ISBN: 3319339745 ISBN-13(EAN): 9783319339740
Издательство: Springer
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Цена: 19564.00 р.
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Описание: This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured. In a career spanning over fifty years, the primary questions addressed by Jack Treynor were: Is there an observable risk-return trade-off? How can stock selection models be integrated with risk models to enhance client returns? Do managed portfolios earn positive, and statistically significant, excess returns and can mutual fund managers time the market? Since the publication of a pair of seminal Harvard Business Review articles in the mid-1960’s, Jack Treynor has developed thinking that has greatly influenced security selection, portfolio construction and measurement, and market efficiency. Key publications addressed such topics as the Capital Asset Pricing Model and stock selection modeling and integration with risk models. Treynor also served as editor of the Financial Analysts Journal, through which he wrote many columns across a wide spectrum of topics. This volume showcases original essays by leading researchers and practitioners exploring the topics that have interested Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor’s lasting contributions to the field but suggests new areas for research and analysis.

Автор: Fabozzi Frank J.
Название: Portfolio Construction and Analytics
ISBN: 1118445597 ISBN-13(EAN): 9781118445594
Издательство: Wiley
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Цена: 15840.00 р.
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Описание: A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike.

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: 20988.00 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.

Автор: Joshi
Название: Introduction to Mathematical Portfolio Theory
ISBN: 1107042313 ISBN-13(EAN): 9781107042315
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

Автор: Marston R
Название: Portfolio Design
ISBN: 047093123X ISBN-13(EAN): 9780470931233
Издательство: Wiley
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Описание: Portfolio Design choosing the right mix of assets appropriate to a particular investor is the key to successful investing. It can help you accumulate wealth over time, while cushioning the blow of possible economic downturns.

Автор: Peiyong Gao; Bin Zhang; Ning Wang
Название: Research on China`s Public Finance Construction Index System
ISBN: 9811058962 ISBN-13(EAN): 9789811058967
Издательство: Springer
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Цена: 12577.00 р.
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Описание: Introduction.- Background, Subject and Orientation.- Some Basic Work.- Construction of Index System Framework.- Methodological Basis of Index System.- Selection of the Index: Basic Environment Dimension.- Selection of the Index: Institutional Framework Dimension.- Selection of the Index: Operation Performance Dimension.- Selection of the Index: Based on the Background of Economic Globalization.- Conclusion and Implication.