Quantitative Fund Management (1)

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Synopsis
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.
Copyright:
2009

Book Details

Book Quality:
Publisher Quality
Book Size:
486 Pages
ISBN-13:
9781040200933
Related ISBNs:
9781420081916, 9781420081923, 9780367386146, 9780429121470, 9780367848316
Publisher:
CRC Press
Date of Addition:
Copyrighted By:
Taylor & Francis Group, LLC
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.
Edited by:
null M.A.H. Dempster
Edited by:
null Gautam Mitra
Edited by:
null Georg Pflug

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