عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
شابک
شابک
111939743X
شابک
1119397448
شابک
9781119397434
شابک
9781119397441
شابک اشتباه
1119397413
شابک اشتباه
9781119397410
عنوان و نام پديدآور
عنوان اصلي
Professional Portfolio Management
نام عام مواد
[Book]
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Newark :
نام ناشر، پخش کننده و غيره
John Wiley & Sons, Incorporated,
تاریخ نشرو بخش و غیره
2019.
مشخصات ظاهری
نام خاص و کميت اثر
1 online resource (722 pages)
يادداشت کلی
متن يادداشت
The Impact of Required Expenditures and Alternative Probability Distributions
یادداشتهای مربوط به مندرجات
متن يادداشت
Cover; Title Page; Copyright; Contents; About the Authors; Acknowledgments; Preface; Chapter 1 Introduction; 1.1 Introduction to the Investment Industry; 1.2 What is a Portfolio Manager?; 1.3 What Investment Problems Do Portfolio Managers Seek to Solve?; Asset Allocation and Asset Class Portfolio Responsibilities; Representative Investment Problems; 1.4 Spectrum of Portfolio Managers; 1.5 Layout of This Book; Problems; Endnotes; Chapter 2 Client Objectives for Diversified Portfolios; 2.1 Introduction; 2.2 Definitions of Risk
متن يادداشت
2.3 The Portfolio Management Process and the Investment Policy StatementThe Investment Policy Statement; 2.4 Institutional Investors; Foundations and Endowments; Pension Plans; Defined Benefit Plans; Defined Contribution Plans; 2.5 Individual Investors; Understanding the Client: Situational Profiling; The Individual's IPS: Objectives and Constraints; Trends in the Wealth Management Business; 2.6 Asset Class Portfolios; Summary; Investment Case; Problems; JAKE Investment Management, LLC: Investment and Spending Policy Review; Endnotes; Chapter 3 Asset Allocation: The Mean -- Variance Framework
متن يادداشت
3.1 Introduction: Motivation of the Mean-Variance Approach to Asset AllocationTypes of Asset Allocation; Asset Classes; The Mean-Variance Framework; 3.2 Theory: Outline of the Mean-Variance Framework4; Utility Theory; Return Behavior; Return Variance; Portfolio Return and Variance; Objective Function; Constraints; Investment Horizon; 3.3 Practice: Solution of Stylized Problems Using the Mean-Variance Framework; The Efficient Frontier; The Optimal Portfolio; Investment Horizons; The Shortfall Constraint; Asset-Liability Management; Practice Summary; Summary; Problems
متن يادداشت
4.3 Time Varying Investment OpportunitiesSummary; Problems; Appendix: Mixed Estimation with Multiple Assets; Endnotes; Chapter 5 Advanced Topics in Asset Allocation; 5.1 Introduction; 5.2 Horizon Effects in the M V Framework; Horizon Dependent Risk Aversion; Horizon Dependent Risk and Return; 5.3 Dynamic Programming; The General Framework; Mean-Variance with Recursive Shortfall Constraints; The Impact of Mean Reversion; Some Intuition about Changing Investment Opportunities; Portfolio Choice with Mean Reversion; 5.4 Simulation
متن يادداشت
Appendix 1: Returns, Compounding, and Sample StatisticsA. Returns; B. Continuous Compounding; C. Sample Statistics; D. Application in Excel-Sample Statistics and Excel Formulas; Appendix 2: Optimization; Constraints; Solution; Quadratic Programming; Appendix 3: Notation; Investment; Statistical; Endnotes; Chapter 4 Asset Allocation Inputs; 4.1 Sensitivity of the Mean-Variance Model to Inputs; 4.2 Constant Investment Opportunities; Using Sample Moments; James-Stein Estimation; Linking Returns to the Economy; Implied Views; Cross Sectional Risk Models; Combining Estimates: Mixed Estimation
بدون عنوان
0
بدون عنوان
8
بدون عنوان
8
بدون عنوان
8
بدون عنوان
8
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
Professional Portfolio Management.
شماره استاندارد بين المللي کتاب و موسيقي
9781119397410
رده بندی ديویی
شماره
332
.
6
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )
مستند نام اشخاص تاييد نشده
Stewart, Scott.
نام شخص - (مسئولیت معنوی برابر )
مستند نام اشخاص تاييد نشده
Heisler, Jeffrey.
مستند نام اشخاص تاييد نشده
Piros, Christopher D.
مبدا اصلی
تاريخ عمليات
20200822153622.0
قواعد فهرست نويسي ( بخش توصيفي )
pn
دسترسی و محل الکترونیکی
نام الکترونيکي
مطالعه متن کتاب اطلاعات رکورد کتابشناسی
نوع ماده
[Book]
اطلاعات دسترسی رکورد
تكميل شده
Y
