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Theory and Methodology of Tactical Asset Allocation.
Appartenance & droits
2000
149
1-883249-72-4
131.36-LEE
PORTFOLIO MANAGEMENT ; FINANCIAL INVESTMENT ; INVESTMENT ; ASSETS ALLOCATION
Number of copies : 1
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents :
Preface
1. Introduction.
2. Tactical Asset Allocation: A Portfolio Theory Perspective.
3. Performance Measures.
4. Performance Characteristics Under Imperfect Information.
5. Bias Therapy: Theory of Signal Filtering.
6. Portfolio Construction I: Optimal Aggressiveness Factors.
7. Portfolio Construction II: Black-Litterman Approach.
8. Epilogue on Portfolio Construction.
Bibliography.
Index.
Language : English
Figure(s) : Graphique(s)
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque