Handbook of Portfolio Construction
"Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techni...
| Συγγραφή απο Οργανισμό/Αρχή: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Boston, MA :
Springer US,
2010.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Markowitz for the Masses: Portfolio Construction Techniques
- Markowitz for the Masses: The Risk and Return of Equity and Portfolio Construction Techniques
- Markowitz and the Expanding Definition of Risk: Applications of Multi-factor Risk Models
- Markowitz Applications in the 1990s and the New Century: Data Mining Corrections and the 130/30
- Markowitz’s Mean–Variance Rule and the Talmudic Diversification Recommendation
- On the Himalayan Shoulders of Harry Markowitz
- Models for Portfolio Revision with Transaction Costs in the Mean–Variance Framework
- Principles for Lifetime Portfolio Selection: Lessons from Portfolio Theory
- Harry Markowitz and the Early History of Quadratic Programming
- Ideas in Asset and Asset–Liability Management in the Tradition of H.M. Markowitz
- Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration
- Robust Portfolio Construction
- Owitz and the Expanding Definition of Risk: Applications of Multi-Factor Risk Models
- Applying Markowitz’s Critical Line Algorithm
- Factor Models in Portfolio and Asset Pricing Theory
- Applications of Markowitz Portfolio Theory To Pension Fund Design
- Global Equity Risk Modeling
- What Matters Most in Portfolio Construction?
- Risk Management and Portfolio Optimization for Volatile Markets
- Applications of Portfolio Construction, Performance Measurement, and Markowitz Data Mining Corrections Tests
- Linking Momentum Strategies with Single-Period Portfolio Models
- Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz
- Evaluating Hedge Fund Performance: A Stochastic Dominance Approach
- Multiportfolio Optimization: A Natural Next Step
- Alternative Model to Evaluate Selectivity and Timing Performance of Mutual Fund Managers: Theory and Evidence
- Case Closed
- Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models
- Distortion Risk Measures in Portfolio Optimization
- A Benefit from the Modern Portfolio Theory for Japanese Pension Investment
- Private Valuation of Contingent Claims in a Discrete Time/State Model
- Volatility Timing and Portfolio Construction Using Realized Volatility for the S&P500 Futures Index
- The Application of Modern Portfolio Theory to Real Estate: A Brief Survey
- Erratum.
