ISBN 13 : 978-0-691-12831-3

Sommaire :
Foreword by Steve Ross

Introduction

Part 1. Empirical Studies of Portfolio Strategies and Benchmark Design
Evaluating investment style
Index replication
Benchmark customization
Managing credit portfolios
Managing mortgage portfolios
Managing central bank reserves

Part 2. Portfolio management tools
Optimal risk budgeting with skill
Multifactor risk modeling and performance attribution
Portfolio and index analytics

Langue : Anglais

Collection : ADVANCES IN FINANCIAL ENGINEERING

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque