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Advances in portfolio construction and implementation

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Advances in portfolio construction and implementation/ edited by Stephen Satchell, Alan Scowcroft.
其他作者:	Satchell, S.
出版者:	Amsterdam ;Butterworth-Heinemann, : 2003.,
面頁冊數:	xvi, 365 p. :ill. ;25 cm.
叢書名:	Quantitative finance series
內容註:	A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification/ Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes/ Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios/ Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios/ Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set/ Gustavo M de Athayde and Renato G Fl緌res, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction/ Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns/ GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization/ Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock.
標題:	Portfolio management. -
電子資源:	https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=104696An electronic book accessible through the World Wide Web; click for information
ISBN:	1417507632 (electronic bk.)

Advances in portfolio construction and implementation
Advances in portfolio construction and implementation[electronic resource] /edited by Stephen Satchell, Alan Scowcroft. - 1st ed. - Amsterdam ;Butterworth-Heinemann,2003. - xvi, 365 p. :ill. ;25 cm. - Quantitative finance series.

Includes bibliographical references and index.

A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification/ Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes/ Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios/ Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios/ Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set/ Gustavo M de Athayde and Renato G Fl緌res, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction/ Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns/ GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization/ Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock.

Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2004.

Available via World Wide Web.

ISBN: 1417507632 (electronic bk.)Subjects--Topical Terms:

646616
Portfolio management.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG4529.5 / .A26 2003eb

Dewey Class. No.: 332.6

Advances in portfolio construction and implementation
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300 $a xvi, 365 p. : $b ill. ; $c 25 cm.
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505 0 $a A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification/ Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes/ Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios/ Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios/ Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set/ Gustavo M de Athayde and Renato G Fl緌res, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction/ Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns/ GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization/ Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock.
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