東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

FindBook

Google Book

Amazon

博客來

Professional investment portfolio management = boosting performance with machine-made portfolios and stock market evidence /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Professional investment portfolio management/ by James W. Kolari, Wei Liu, Seppo Pynnonen.
其他題名:	boosting performance with machine-made portfolios and stock market evidence /
作者:	Kolari, James W.
其他作者:	Liu, Wei.
出版者:	Cham :Springer Nature Switzerland : : 2023.,
面頁冊數:	xxx, 255 p. :ill. (some col.), digital ;24 cm.
內容註:	Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5: The Empirical ZCAPM -- Part IV: Portfolio Performance -- Chapter 6: Portfolio Performance Measures -- Part V: Building Stock Portfolios with the ZCAPM -- Chapter 7: Building the Global Minimum Variance Portfolio G -- Chapter 8: Net Long Portfolio Performance Analyses -- Chapter 9: Net Long Portfolio Risk Analyses -- Chapter 10: Long Only Efficient Portfolios -- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola -- Chapter 12: Mutual fund portfolios -- Part VI: Conclusion -- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.
Contained By:	Springer Nature eBook
標題:	Portfolio management. -
電子資源:	https://doi.org/10.1007/978-3-031-48169-7
ISBN:	9783031481697

Professional investment portfolio management = boosting performance with machine-made portfolios and stock market evidence /
Kolari, James W.

Professional investment portfolio managementboosting performance with machine-made portfolios and stock market evidence /[electronic resource] :by James W. Kolari, Wei Liu, Seppo Pynnonen. - Cham :Springer Nature Switzerland :2023. - xxx, 255 p. :ill. (some col.), digital ;24 cm.

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5: The Empirical ZCAPM -- Part IV: Portfolio Performance -- Chapter 6: Portfolio Performance Measures -- Part V: Building Stock Portfolios with the ZCAPM -- Chapter 7: Building the Global Minimum Variance Portfolio G -- Chapter 8: Net Long Portfolio Performance Analyses -- Chapter 9: Net Long Portfolio Risk Analyses -- Chapter 10: Long Only Efficient Portfolios -- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola -- Chapter 12: Mutual fund portfolios -- Part VI: Conclusion -- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.

Professional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios offered to clients. Unlike other books in this area, the authors utilize revolutionary asset pricing methods and models to analyze data for U.S. stocks and show how to apply them to the problem of creating highly diversified portfolios that are efficient in terms of returns per unit risk. James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University. With more than 100 articles published in refereed journals, numerous other papers and monographs, 20 co-authored books, and more than 200 competitive papers presented at academic conferences, he ranks in the top 1-2 percent of finance scholars in the United States. Wei Liu holds PhDs in both physics and finance from Texas A&M University. He has worked as a bank analyst for USAA Bank, a former owner and investment manager of a securities firm, and now teaches finance at Texas A&M University. His research has been published in academic journals and textbooks. Seppo Pynnönen is a Professor of Statistics at the University of Vaasa, Finland and previously the Chairperson of the Department of Mathematics and Statistics. He has studied financial markets and taught various courses on statistical methodology. With numerous published papers in international finance and statistics journals, he is also the co-author of a recent investment valuation and asset pricing textbook.

ISBN: 9783031481697

Standard No.: 10.1007/978-3-031-48169-7doiSubjects--Topical Terms:

646616
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Professional investment portfolio management = boosting performance with machine-made portfolios and stock market evidence /
LDR:03729nmm a2200325 a 4500 001 2337274
003 DE-He213
005 20240203204201.0
006 m d
007 cr nn 008maaau
008 240523s2023 sz s 0 eng d
020 $a 9783031481697 $q (electronic bk.)
020 $a 9783031481680 $q (paper)
024 7 $a 10.1007/978-3-031-48169-7 $2 doi
035 $a 978-3-031-48169-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4529.5
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a KFF $2 thema
082 0 4 $a 332.6 $2 23
090 $a HG4529.5 $b .K81 2023
100 1 $a Kolari, James W. $3 658189
245 1 0 $a Professional investment portfolio management $h [electronic resource] : $b boosting performance with machine-made portfolios and stock market evidence / $c by James W. Kolari, Wei Liu, Seppo Pynnonen.
260 $a Cham : $c 2023. $b Springer Nature Switzerland : $b Imprint: Palgrave Macmillan,
300 $a xxx, 255 p. : $b ill. (some col.), digital ; $c 24 cm.
505 0 $a Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5: The Empirical ZCAPM -- Part IV: Portfolio Performance -- Chapter 6: Portfolio Performance Measures -- Part V: Building Stock Portfolios with the ZCAPM -- Chapter 7: Building the Global Minimum Variance Portfolio G -- Chapter 8: Net Long Portfolio Performance Analyses -- Chapter 9: Net Long Portfolio Risk Analyses -- Chapter 10: Long Only Efficient Portfolios -- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola -- Chapter 12: Mutual fund portfolios -- Part VI: Conclusion -- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.
520 $a Professional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios offered to clients. Unlike other books in this area, the authors utilize revolutionary asset pricing methods and models to analyze data for U.S. stocks and show how to apply them to the problem of creating highly diversified portfolios that are efficient in terms of returns per unit risk. James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University. With more than 100 articles published in refereed journals, numerous other papers and monographs, 20 co-authored books, and more than 200 competitive papers presented at academic conferences, he ranks in the top 1-2 percent of finance scholars in the United States. Wei Liu holds PhDs in both physics and finance from Texas A&M University. He has worked as a bank analyst for USAA Bank, a former owner and investment manager of a securities firm, and now teaches finance at Texas A&M University. His research has been published in academic journals and textbooks. Seppo Pynnönen is a Professor of Statistics at the University of Vaasa, Finland and previously the Chairperson of the Department of Mathematics and Statistics. He has studied financial markets and taught various courses on statistical methodology. With numerous published papers in international finance and statistics journals, he is also the co-author of a recent investment valuation and asset pricing textbook.
650 0 $a Portfolio management. $3 646616
650 1 4 $a Capital Markets. $3 2186436
650 2 4 $a Investment Appraisal. $3 2191345
650 2 4 $a Corporate Finance. $2 swd $3 1655050
650 2 4 $a Risk Management. $3 608953
700 1 $a Liu, Wei. $3 1260300
700 1 $a Pynnonen, Seppo. $3 3625535
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-48169-7
950 $a Economics and Finance (SpringerNature-41170)