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eISBN : 9781119238164

Sommaire : Preface
About the Authors
Acknowledgments

Chapter 1 Introduction to Portfolio Management and Analytics

Part One Statistical Models of Risk and Uncertainty

Chapter 2 Random Variables, Probability Distributions, and Important Statistical Concepts
Chapter 3 Important Probability Distributions
Chapter 4 Statistical Estimation Models

Part Two Simulation and Optimization Modeling

Chapter 5 Simulation Modeling
Chapter 6 Optimization Modeling
Chapter 7 Optimization under Uncertainty

Part Three Portfolio Theory

Chapter 8 Asset Diversification
Chapter 9 Factor Models
Chapter 10 Benchmarks and the Use of Tracking Error in Portfolio Construction

Part Four Equity Portfolio Management

Chapter 11 Advances in Quantitative Equity Portfolio Management
Chapter 12 Factor-Based Equity Portfolio Construction and Performance Evaluation

Part Five Fixed Income Portfolio Management

Chapter 13 Fundamentals of Fixed Income Portfolio Management
Chapter 14 Factor-Based Fixed Income Portfolio Construction and Evaluation
Chapter 15 Constructing Liability-Driven Portfolios

Part Six Derivatives and Their Application to Portfolio Management

Chapter 16 Basics of Financial Derivatives
Chapter 17 Using Derivatives in Equity Portfolio Management
Appendix: Basic Linear Algebra Concepts
References
Index

Langue : Anglais

Collection : FRANK J. FABOZZI SERIES

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque