ISBN 13 : 978-0471921226

Contents : Contents

CHAPTER 1. Introduction.
PART ONE. Portfolio Allocation: Classical Theory and Extensions.
CHAPTER 2. Mean-Variance Analysis and Modern Portfolio Theory.
CHAPTER 3. Advances in the Theory of Portfolio Risk Measures.
CHAPTER 4. Portfolio Selection in Practice.
PART TWO. Robust Parameter Estimation.
CHAPTER 5. Classical Asset Pricing.
CHAPTER 6. Forecasting Expected Return and Risk.
CHAPTER 7. Robust Estimation.
CHAPTER 8. Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model.
PART THREE. Optimization Techniques.
CHAPTER 9. Mathematical and Numerical Optimization.
CHAPTER 10. Optimization under Uncertainty.
CHAPTER 11. Implementing and Solving Optimization Problems in Practice.
PART FOUR. Robust Portfolio Optimization.
CHAPTER 12. Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization.
CHAPTER 13. The Practice of Robust Portfolio Management: Recent Trends and New Directions.
CHAPTER 14. Quantitative Investment Management Today and Tomorrow.

Language : English

Series : FINANCE

Place of publishing : TORONTO

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque