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Satchell, S.

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Advances in portfolio construction and implementation

Record Type:	Language materials, printed : 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:	http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=104696An electronic book accessible through the World Wide Web; click for information
ISBN:	1417507632 (electronic bk.)

Advances in portfolio construction and implementation
Advances in portfolio construction and implementation[electronic resource] /edited by Stephen Satchell, Alan Scowcroft. - 1st ed. - Amsterdam ;Butterworth-Heinemann,2003. - xvi, 365 p. :ill. ;25 cm. - Quantitative finance series.

Includes bibliographical references and index.

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.

Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2004.

Available via World Wide Web.

ISBN: 1417507632 (electronic bk.)Subjects--Topical Terms:

646616
Portfolio management.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG4529.5 / .A26 2003eb

Dewey Class. No.: 332.6

Advances in portfolio construction and implementation
LDR:02699cam a2200277 a 45 001 730504
003 OCoLC
005 20080226
006 m d
007 cr cnu---unuuu
008 080226s2003 ne a sb 001 0 eng d
020 $a 1417507632 (electronic bk.)
035 $a ocm55627540
040 $a N $c N $d OCLCQ
049 $a AMFA
050 1 4 $a HG4529.5 $b .A26 2003eb
082 0 4 $a 332.6 $2 22
245 0 0 $a Advances in portfolio construction and implementation $h [electronic resource] / $c edited by Stephen Satchell, Alan Scowcroft.
250 $a 1st ed.
260 $a Amsterdam ; $a Boston : $c 2003. $b Butterworth-Heinemann,
300 $a xvi, 365 p. : $b ill. ; $c 25 cm.
440 0 $a Quantitative finance series
504 $a Includes bibliographical references and index.
505 0 $a 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.
533 $a Electronic reproduction. $b Boulder, Colo. : $c NetLibrary, $d 2004. $n Available via World Wide Web. $n Access may be limited to NetLibrary affiliated libraries.
650 $a Portfolio management. $3 646616
655 $a Electronic books. $2 lcsh $3 542853
700 $a Satchell, S. $q (Stephen) $3 783203
700 $a Scowcroft, Alan. $3 783204
710 $a NetLibrary, Inc. $3 542851
856 4 $3 Bibliographic record display $u http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=104696 $z An electronic book accessible through the World Wide Web; click for information
994 $a 92 $b AMF