9780195331912 - efficient asset management: a practical guide to stock portfolio optimization and asset allocation di michaud, richard o.; michaud, robert o. (23 risultati)
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Coas Books, Las Cruces, NM, U.S.A.Coas Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 37,41
EUR 3,49 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Condizione: good. 2nd Edition. Hardcover.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Prometei Books, New Rochelle, NY, U.S.A.Prometei Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 45,86
EUR 4,38 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: New. 2nd Edition. New book, never read. Pages clean and crisp, spine unbroken. 0320E.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 78,98
EUR 2,31 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 80,86
EUR 2,31 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 78,06
EUR 14,05 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 78,05
EUR 17,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 85,67
EUR 17,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: OXFORD UNIV PR, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Studibuch, Stuttgart, GermaniaStudibuch
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 33,44
EUR 80,70 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
hardcover. Condizione: Gut. 128 Seiten; 9780195331912.3 Gewicht in Gramm: 500.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 132,95
EUR 10,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Oxford Univ Pr, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 163,29
EUR 11,73 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 2nd hardback/cd-rom edition. 128 pages. 9.50x6.25x0.75 inches. In Stock.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 169,22
EUR 9,19 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 225,02
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Lingua: Inglese
Editore: OXFORD UNIV PR, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 189,90
EUR 39,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: gut. 2008. Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation [With CDROM] (Financial Management Association Survey and Synthesis Series) In englischer Sprache. pages.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 81,37
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
UNK. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 79,12
EUR 5,89 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
UNK. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 92,59
EUR 5,50 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Oxford University Press Inc, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 90,73
EUR 17,79 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 107,23
EUR 7,62 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Oxford University Press OUP, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 113,33
EUR 3,49 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand Second edition.
Lingua: Inglese
Editore: Oxford University Press, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 109,21
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Oxford University Press Inc, New York, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 84,54
EUR 43,39 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate tha…t the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is arealistic treatment of estimation error in the optimization and rebalancing process.The text provides a non-technical review of classical Markowitz optimization and traditionalobjections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust,and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice.The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution.RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful inother financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints.Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equityportfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors.With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management. Efficient Asset Management, now in its second edition, presents a highly intuitive yet rigorous approach to defining optimal portfolios. Through practical examples and illustrations, the authors, whose firm has been chosen to cosponsor the new Harry M. Markowitz Award, update the practice of optimization for modern investment management. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: OXFORD UNIV PR, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 119,00
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Buch. Condizione: Neu. Efficient Asset Management | A Practical Guide to Stock Portfolio Optimization and Asset Allocation [With CDROM] | Richard O. Michaud (u. a.) | Buch | Gebunden | Englisch | 2008 | OXFORD UNIV PR | EAN 9780195331912 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]…libri[dot]de | Anbieter: preigu Print on Demand.
Lingua: Inglese
Editore: OXFORD UNIV PR, 2008
Serie: Financial Management Association Survey and Synthesis, Libro 12 di 26. Libro 12 di 26 - Financial Management Association Survey and Synthesis
- Rilegato
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 140,59
EUR 61,96 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial ex…perts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of classical Markowitz optimization and traditional objections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust, and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice. The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution. RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful in other financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints. Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equity portfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors. With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management.
