ISBN 13 : 978-1-904339-69-4

Sommaire : CONTENTS
1. Traditional Portfolio Construction : Selected issues
2. Incorporating Deviations from Normality : Lower Partial Moments
3. Portfolio Resampling and Estimation Error
4. Robust portfolio optimisation and estimation error
5. Bayesian Analysis and Portfolio Choice
6. Testing portfolio construction methodologies out -of -sample
7. Portfolio Construction with Transaction Costs
8. Portfolio optimisation with options : from the static replication of CPPI strategies to a more general framework
9. Scenario optimisation
10. Core-satellite investing : budgeting active manager risk
11. Benchmark-Relative Optimization
12. Removing long only constraints : 120/20 investing
Index

Langue : Anglais

Edition : 3ème

Illustration(s) : Tableau(x) ; Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque