Categories
Technical
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-06
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Linki
Anticipation
Granick
AIRPLANE
Violated
NIKON
Intelli
HETZER
aSecrets
Filhos
Musmanno
operation
厚黑学
Scud
明朝那些事
virology
keltische
Bergna
Rapprochement
Semantik
Unchurched
秦文化
女侠
Conserver
Filosofal
Alguns
Kartonowe
LIFECYCLE
Rheingold
reset
Backspacer
Taormina
Creationist
Mayores
Dienstag
NetG
Brandhorst
brules
Xenogears
Bibliometrics
Nahost
WebPath
Menander
Crick
NetEffect
discurso
clivages
belieben
Bernadett
Sorceress
Newest
Lectures on Numerical Methods in Bifurcation Problems
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
Portfolio Optimization and Performance Analysis (Chapman
Posted on 2010-04-13
|
Author: Jean-Luc Prigent
Publisher: Chapman & Hall/CRC (2007) Binding: Hardcover, 456 pages pricer: $79.95 ISBN-10: 1584885785 editorialreviews In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization. Divided into four sections that mirror the book's aims, this resource first describes the fundamental results of decision theory, including utility maximization and risk measure minimization. Covering both active and passive portfolio management, the second part discusses standard portfolio optimization and performance measures. The book subsequently introduces dynamic portfolio optimization based on stochastic control and martingale theory. It also outlines portfolio optimization with market frictions, such as incompleteness, transaction costs, labor income, and random time horizon. The final section applies theoretical results to practical portfolio optimization, including structured portfolio management. It details portfolio insurance methods as well as performance measures for alternative investments, such as hedge funds. Taking into account the different features of portfolio management theory, this book promotes a thorough understanding for students and professionals in the field. checked checked checked
Rating:
2.5 out of 5 by Book123 |
Download Links | |
Server | Status |
---|---|
Direct Download Link 1 | Alive |
Direct Download Link 2 | Alive |
Download Link (Download Link 1) | Alive |
Download Link (Download Link 1) | Alive |
Download Link (Download Link 1) | Alive |
Buy This Book at Best Price >> |
Like this article?! Give us +1: