عنوان
پدید آورنده
موضوع
رده
HG4529.5 M737 2014
HG4529
.
5
M737
2014
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1349509442
(Number (ISBN
9781349509447
NATIONAL BIBLIOGRAPHY NUMBER
Number
b536802
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Quantitative portfolio optimisation, asset allocation and risk management :
General Material Designation
[Book]
Other Title Information
a practical ... guide to implementing quantitative investment theo.
First Statement of Responsibility
M Rasmussen
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
[Place of publication not identified]
Name of Publisher, Distributor, etc.
Palgrave Macmillan
Date of Publication, Distribution, etc.
2014
CONTENTS NOTE
Text of Note
PART 1: A BASIS FOR QUANTITATIVE PORTFOLIO MANAGEMENT Asset Management Basics Asset Return Asset Risk Asset Pricing PART 2: MODERN PORTFOLIO THEORY Efficient Portfolios and Quantitative Portfolio Optimisation Estimating Model Parameters PART 3: QUANTITATIVE ASSET ALLOCATION Quantitative Portfolio Construction and Asset Allocation Quasi-Random Monte Carlo Simulated Asset Allocation (QRMCSAA) Strategic and Tactical Asset Allocation QRMCSAA Applied to Sector Rotation PART 4: QUANTITATIVE RISK MANAGEMENT Tracking Error, Information Ratio and Active Management Value Added Sector Risk Model Value at Risk Extreme Value Theory
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4529
.
5
Book number
M737
2014
PERSONAL NAME - PRIMARY RESPONSIBILITY
M Rasmussen
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
M Rasmussen
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
