Robust Equity Portfolio Management, + Website

Robust Equity Portfolio Management, + Website PDF Author: Woo Chang Kim
Publisher: John Wiley & Sons
ISBN: 1118797264
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. Portfolio construction models originating from the standard Markowitz mean-variance model have a high input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. Get up to speed on the latest developments in portfolio optimization Implement robust models using provided MATLAB code Learn advanced optimization methods with equity portfolio applications Understand the formulations, performances, and properties of robust portfolios The Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in—and need for—an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. Robust Equity Portfolio Management + Website provides a viable alternative framework, and the hard skills to implement any optimization method.

Robust Equity Portfolio Management + Website

Robust Equity Portfolio Management + Website PDF Author:
Publisher: John Wiley & Sons
ISBN:
Category : Investment analysis
Languages : en
Pages :

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Book Description
"This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portfolio optimization. The material in this book emphasizes applications in equity portfolio management and includes MATLAB codes that can assist readers of all levels in implementing robust models. The book aims to help the reader fully understand formulations, performances, and properties of robust portfolios. Application in the equity market is described throughout the book and the implementation of robust models is explained in detail with example code"--

Directory of Pension Funds and Their Investment Managers

Directory of Pension Funds and Their Investment Managers PDF Author:
Publisher:
ISBN:
Category : Institutional investments
Languages : en
Pages :

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Book Description
Largest pension and tax-exempt funds.

The New Walford

The New Walford PDF Author: Ray Lester
Publisher: Library Assn Pub Limited
ISBN:
Category : Reference
Languages : en
Pages : 728

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Book Description
Covers 15 broad subject groupings: social sciences (generic); psychology; sociology; social work & social welfare; politics; government; law; finance, accountancy & taxation; industries & utilities; business & management; education & learning; sport; media & communications; information & library sciences; and tools for information professionals.

Nelson Information's Directory of Investment Managers

Nelson Information's Directory of Investment Managers PDF Author:
Publisher:
ISBN:
Category : Brokers
Languages : en
Pages :

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Private Equity Operational Due Diligence, + Website

Private Equity Operational Due Diligence, + Website PDF Author: Jason A. Scharfman
Publisher: John Wiley & Sons
ISBN: 111811390X
Category : Business & Economics
Languages : en
Pages : 400

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Book Description
A step-by-step guide to develop a flexible comprehensive operational due diligence program for private equity and real estate funds Addressing the unique aspects and challenges associated with performing operational due diligence review of both private equity and real estate asset classes, this essential guide provides readers with the tools to develop a flexible comprehensive operational due diligence program for private equity and real estate. It includes techniques for analyzing fund legal documents and financial statements, as well as methods for evaluating operational risks concerning valuation methodologies, pricing documentation and illiquidity concerns. Covers topics including fund legal documents and financial statement analysis techniques Includes case studies in operational fraud Companion website includes sample checklists, templates, spreadsheets, and links to laws and regulations referenced in the book Equips investors with the tools to evaluate liquidity, valuation, and documentation Also by Jason Scharfman: Hedge Fund Operational Due Diligence: Understanding the Risks Filled with case studies, this book is required reading for private equity and real estate investors, as well as fund managers and service providers, for performing due diligence on the noninvestment risks associated with private equity and real estate funds.

Investors Chronicle

Investors Chronicle PDF Author:
Publisher:
ISBN:
Category : Investments
Languages : en
Pages :

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Finance Week

Finance Week PDF Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages :

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New Strategies for Financial Institutions in the E-commerce Economy, 2000

New Strategies for Financial Institutions in the E-commerce Economy, 2000 PDF Author:
Publisher:
ISBN:
Category : Banking law
Languages : en
Pages : 1168

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New Strategies for Financial Institutions in the E-commerce Economy

New Strategies for Financial Institutions in the E-commerce Economy PDF Author:
Publisher:
ISBN:
Category : Banking law
Languages : en
Pages :

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