| Record Type: |
Electronic resources
: Monograph/item
|
| Title/Author: |
Advances in portfolio construction and implementation/ edited by Stephen Satchell, Alan Scowcroft. |
| other author: |
Satchell, S. |
| Published: |
Amsterdam ;Butterworth-Heinemann, : 2003., |
| Description: |
xvi, 365 p. :ill. ;25 cm. |
| Series: |
Quantitative finance series |
| [NT 15003449]: |
A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification/ Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes/ Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios/ Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios/ Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set/ Gustavo M de Athayde and Renato G Fl緌res, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction/ Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns/ GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization/ Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock. |
| Subject: |
Portfolio management. - |
| Online resource: |
https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=104696An electronic book accessible through the World Wide Web; click for information |
| ISBN: |
1417507632 (electronic bk.) |