Sinossi
The reader is given: key concepts and methods to implement quantitatively-driven portfolio construction; knowledge of satellite investing, estimation error heuristics, scenario optimisation, mean variance investing, Bayesian methods, budgeting active risk, non-normality and multiple manager allocation; practical applications and accessible problem-solving skills; and quantitative analysis that is supported by extensive examples, tables and charts to help practitioners adopt the subject matter in their day-to-day work. The new chapters provide up-to-date information on portfolio optimisation, with differentiation of alpha and beta testing, covariance estimation, showing estimation error vs. model error and fundamental vs. statistical models. This book is recommended for practitioners including portfolio managers, consultants, strategists, marketers and quantitative analysts. It would also benefit final year undergraduates and MBAs looking to expand their knowledge beyond the mean-variance based solutions commonly taught in business schools.
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Portfolio Construction and Risk Budgeting
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
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Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Codice articolo G1904339697I4N00
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Portfolio Construction and Risk Budgeting
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hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_384631020
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Portfolio Construction and Risk Budgeting
Da: Salish Sea Books, Bellingham, WA, U.S.A.
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Condizione: Very Good. 3. Very Good; Hardcover; This book is brand new and still sealed in the publisher's original shrinkwrap, but the corners are "bumped" through the plastic; This book will be stored and delivered in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Tan covers with title in black lettering; 3rd Edition; 2007, Risk Books; 300 pages; "Portfolio Construction and Risk Budgeting," by Bernd Scherer. Codice articolo SKU-U97KA05305109
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