| 청구기호 |
HG4529.5 .A26 2003eb |
| 형태사항 |
xvi, 365 p. : ill. ; 25 cm.
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
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?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.
|
| 주제 |
Portfolio management.
|
| 보유판 및 특별호 저록 |
Original 0750654481 , 2002036111 , 51389366
|
| ISBN |
1417507632 (electronic bk.)
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