The Resource Advances in portfolio construction and implementation, edited by Stephen Satchell, Alan Scowcroft, (electronic book)

Advances in portfolio construction and implementation, edited by Stephen Satchell, Alan Scowcroft, (electronic book)

Label
Advances in portfolio construction and implementation
Title
Advances in portfolio construction and implementation
Statement of responsibility
edited by Stephen Satchell, Alan Scowcroft
Contributor
Subject
Language
eng
Summary
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Although not designed as an academic text, it should be useful to graduate students in finance. *Provides practical guidance on financial risk management *Covers the latest developments in investment portfolio construction *Full coverage of the latest cutting edge research on measuring portfolio risk, alternatives to mean variance analysis, expected returns forecasting, the construction of global portfolios and hedge portfolios (funds)
Cataloging source
CaPaEBR
Dewey number
332.6
Index
index present
LC call number
HG4529.5
LC item number
.A26 2003eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Satchell, S.
  • Scowcroft, Alan
Series statement
Butterworth-Heinemann finance
http://library.link/vocab/subjectName
  • Portfolio management
  • Portfolio management
  • Investments
Label
Advances in portfolio construction and implementation, edited by Stephen Satchell, Alan Scowcroft, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10169918
Dimensions
unknown
Extent
xvi, 365 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Advances in portfolio construction and implementation, edited by Stephen Satchell, Alan Scowcroft, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10169918
Dimensions
unknown
Extent
xvi, 365 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Reproduction note
Electronic resource.
Specific material designation
remote

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