This book describes the problems of mean-variance optimization as a practical tool of institutional asset management. It reviews various proposed alternatives to mean-variance optimization and describes their limitations. The goal is to define an optimization process that validly reflects investment insights while maintaining the rigor, informational breadth, and convenience that mean-variance optimization provides.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Richard Michaud is a senior vice president of Acadian Asset Management in Boston, a director of the Institute for Quantitative Research in Finance, and an editorial board member of the Financial Analysts Journal.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00097806372
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Da: Better World Books, Mishawaka, IN, U.S.A.
Condizione: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 4241134-75
Quantità: 2 disponibili
Da: World of Books Inc, Montgomery, IL, U.S.A.
Hardback. Condizione: Good. Through practical examples and illustrations, Richard Michaud here provides an update to the practice of optimization of modern investment management. Codice articolo CIN0875847439G
Quantità: 1 disponibili
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0875847439I3N00
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Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0875847439I3N00
Quantità: 1 disponibili
Da: Books From California, Simi Valley, CA, U.S.A.
hardcover. Condizione: Good. Codice articolo mon0004243785
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Da: Bear Bookshop, John Greenberg, Brattleboro, VT, U.S.A.
Condizione: Fine/Fine dj. 152pp. Illustrated with charts and graphs First printing per print line. Codice articolo 8093010
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Da: Anybook.com, Lincoln, Regno Unito
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:0875847439. Codice articolo 2945354
Quantità: 1 disponibili
Da: Southampton Books, Sag Harbor, NY, U.S.A.
Hardcover. Condizione: Like New. First Edition. First Edition, First Printing. Not price-clipped. Published by Harvard Business School Press, 1998. Octavo. Hardcover. Book is like new. Dust jacket is like new.100% positive feedback. 30 day money back guarantee. NEXT DAY SHIPPING! Excellent customer service. Please email with any questions. All books packed carefully and ship with free delivery confirmation/tracking. All books come with free bookmarks. Ships from Sag Harbor, New York. Codice articolo 320127
Quantità: 1 disponibili
Da: AwesomeBooks, Wallingford, Regno Unito
Hardcover. Condizione: Very Good. Efficient Asset Management:: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey and Synthesis) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 7719-9780875847436
Quantità: 2 disponibili