Portfolio Optimization and Performance Analysis, Prigent, Jean-Luc
Автор: Robert Kissell Название: The Science of Algorithmic Trading and Portfolio Management, ISBN: 0124016898 ISBN-13(EAN): 9780124016897 Издательство: Elsevier Science Рейтинг: Цена: 8588.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.
Автор: Panos Xidonas; George Mavrotas; Theodore Krintas; Название: Multicriteria Portfolio Management ISBN: 1489993002 ISBN-13(EAN): 9781489993007 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents an innovative, integrated methodological approach to the construction and selection of equity portfolios. The text integrates stochastic methods for portfolio comparisons to offer a unified model for decision making in portfolio management.
Автор: Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepac Название: Metaheuristic Approaches to Portfolio Optimization ISBN: 1522581030 ISBN-13(EAN): 9781522581031 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 27581.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an advantage. Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns and minimizing risks within a given investment period for a variety of assets.
Metaheuristic Approaches to Portfolio Optimization is an essential reference source that examines the proper selection of financial instruments in a financial portfolio management scenario in terms of metaheuristic approaches. It also explores common measures used for the evaluation of risks/returns of portfolios in real-life situations. Featuring research on topics such as closed-end funds, asset allocation, and risk-return paradigm, this book is ideally designed for investors, financial professionals, money managers, accountants, students, professionals, and researchers.
Автор: Lindquist Название: Advanced REIT Portfolio Optimization ISBN: 3031152859 ISBN-13(EAN): 9783031152856 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: * portfolio optimization using both historic and predictive return estimation; * model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; * derivative valuation; * and incorporating ESG ratings into REIT investment. These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance). Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment.
Автор: Best, Michael J. Название: Portfolio Optimization ISBN: 1420085840 ISBN-13(EAN): 9781420085846 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Нет в наличии.
Автор: Satchell Название: Asset Management ISBN: 3319307932 ISBN-13(EAN): 9783319307930 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a series of contributions on key issues inthe decision-making behind the management of financial assets. It providesinsight into topics such as quantitative and traditional portfolioconstruction, performance clustering and incentives in the UK pension fundindustry, pension fund governance, indexation, and trackingerrors. Markets covered include major European markets, equities, andemerging markets of South-East and Central Asia.
Автор: Narayan Bulusu; Joachim Coche; Alejandro Reveiz; F Название: Advances in the Practice of Public Investment Management ISBN: 3030079724 ISBN-13(EAN): 9783030079727 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book covers the latest advances in the theory and practice of public investment management. It includes the most up-to-date developments in the implementation of public asset management – including multiple contributions on portfolio allocation in varying interest-rate and credit-risk environments. Other highlights include implementation, performance attribution and governance issues surrounding reserves management, portfolio construction techniques appropriate for public investors and an in-depth discussion of the challenges to achieving international diversification.
Описание: It providesinsight into topics such as quantitative and traditional portfolioconstruction, performance clustering and incentives in the UK pension fundindustry, pension fund governance, indexation, and trackingerrors. Markets covered include major European markets, equities, andemerging markets of South-East and Central Asia.
Автор: Terraza Virginie Название: Understanding Investment Funds ISBN: 1137273607 ISBN-13(EAN): 9781137273604 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In light of recent financial crises, the role of investment funds is a recurring subject for discussion. Traditional methods must be adapted with the objective to strengthen scientific knowledge of investment funds. This book provides new insights, ideas and empirical evidence to improve tools and methods for fund performance analysis.
Автор: Lloyd Tom K Название: Successful Stock Signals for Traders and Portfolio Managers ISBN: 1118544528 ISBN-13(EAN): 9781118544525 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive guide to technical analysis for both the novice and the professional Technical analysis is a vital tool for any trader, asset manager, or investor who wants to earn top returns.
Автор: Fabozzi Название: Robust Portfolio Optimization and Management ISBN: 047192122X ISBN-13(EAN): 9780471921226 Издательство: Wiley Рейтинг: Цена: 14098.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Elton Edwin J Et Al Название: Investments And Portfolio Performance ISBN: 9814335398 ISBN-13(EAN): 9789814335393 Издательство: World Scientific Publishing Рейтинг: Цена: 20592.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains the contributions to the field of investments.
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