Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.
Автор: Regele Название: Infrastructure Investments ISBN: 3658201630 ISBN-13(EAN): 9783658201630 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fabian Regele examines the appropriateness of the current regulatory treatment and the general suitability of unlisted infrastructure equity investments for the investment purposes of insurance companies.
Автор: Butler Adam Название: Adaptive Asset Allocation ISBN: 1119220351 ISBN-13(EAN): 9781119220350 Издательство: Wiley Рейтинг: Цена: 4435.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written by the team behind Gestaltu.
Автор: Christian Hertrich Название: Asset Allocation Considerations for Pension Insurance Funds ISBN: 3658021667 ISBN-13(EAN): 9783658021665 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Insight into the German Pension Insurance Fund.- SRIs and Alternative Investments: Expanding the Efficient Frontier.- Theoretical Foundation.- Empirical Analysis.
Описание: This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry `best-practices` as followed by leading institutions in their field.
Автор: Glabadanidis Название: Market Timing and Moving Averages ISBN: 1137364688 ISBN-13(EAN): 9781137364685 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators.Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy.
Автор: Adam Zaremba; Jacob Shemer Название: Country Asset Allocation ISBN: 1137591900 ISBN-13(EAN): 9781137591906 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 countries between 1995 and 2015.
International diversification has long been a key to stable investing. However, the increased integration and openness of global financial markets has led to rising correlations between stock market returns in particular countries, driving down the benefits of diversification and increasing the importance of country selection strategies as part of an investment process. Zaremba and Shemer explain the efficiency of quantitative investing, which captures huge amounts of data of limited scope very quickly. In the traditional approach, this data compilation is an immense undertaking, limited in scope and vulnerable to behavioral errors, but this can be overcome with the help of a new paradigm of quantitative investment at the country level. Quantitative country asset allocation can be efficiently accomplished by using wealth insights that have been generated in the academic literature, discovering many anomalies and regular patterns in asset prices. Armed with this information, investors and managers can process large amounts of data more efficiently when deciding to invest in ETFs, index funds, or futures markets.
Автор: Marston R Название: Portfolio Design ISBN: 047093123X ISBN-13(EAN): 9780470931233 Издательство: Wiley Рейтинг: Цена: 7524.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Ferri Richard Название: All about Asset Allocation, Second Edition ISBN: 0071700781 ISBN-13(EAN): 9780071700788 Издательство: McGraw-Hill Рейтинг: Цена: 3087.00 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.
Автор: Attilio Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 13974.00 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.
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: Shahidi Alex Название: Balanced Asset Allocation ISBN: 1118711947 ISBN-13(EAN): 9781118711941 Издательство: Wiley Рейтинг: Цена: 8237.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The conventional portfolio is prone to frequent and potentially devastating losses because it is NOT balanced to different economic outcomes. In contrast, a truly balanced portfolio can help investors reduce risk and more reliably achieve their objectives. This simple fact would surprise most investors, from beginners to professionals.
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