Join Amazon Prime and get unlimited Free One-Day Delivery. Already a member? Sign in.
|
Frequently Bought Together
Customers Who Bought This Item Also Bought
Global Asset Allocation: New Methods and Applications (Wiley Finance) by Heinz Zimmermann |
by Ludwig B Chincarini
|
by Edward E. Qian
|
by Attilio Meucci
|
Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders by Curtis Faith |
Product details
Would you like to update product info or give feedback on images?
|
Customers Viewing This Page May Be Interested in These Sponsored Links(What is this?) |
Manage Construction Risk
www.aconex.com/Manage-Project-Risk
Control Risk in Construction using our Document Collaboration software
Product Description
Synopsis
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.
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.
Inside This Book
(Learn More)
Front Cover | Copyright | Table of Contents | Excerpt | Index
Explore More
Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index
Tag this product(What's this?)Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items. |
Customer Reviews
|
Share your thoughts with other customers:
|
||||||||||||||||||||||
Most Helpful Customer Reviews
Share your thoughts with other customers: Create your own review
|
 |
Listmania!
|
|
Look for similar items by category
Feedback
- Would you like to update product info or give feedback on images?
- I am the Author, and I want to comment on my book.
- I am the Publisher, and I want to comment on this book.
Active Portfolio Management : A...
"I heartily recommend Active Portfolio Management, Second Edition, to...
Read more
|
Up to 50% off Dental Care |
Treat Someone
With an Amazon.co.uk Gift Certificate, you can get them what they want (even if you don't know what that is). |
||||||||
Make sure you always get what you want with an Amazon.co.uk
| |||||
Your Recent History
(What's this?)|
You have no recently viewed items or searches.
After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in. Look to the right column to find helpful suggestions for your shopping session. |
Continue Shopping: Top Sellers
| ||||
Amazon Home | |
| International Sites: United States | Germany | France | Japan | Canada | China | |
| Business Programs: Sell on Amazon | Fulfilment by Amazon | Join Associates | Join Advantage | |
| Customer Service | Help | View Basket | Your Account | |
| About Amazon.co.uk | Careers at Amazon | |
| Conditions of Use & Sale | Privacy Notice © 1996-2009, Amazon.com, Inc. and its affiliates |