Copied Handbook of Portfolio Construction
Handbook of Portfolio Construction
Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of todays most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$169.00 | $169.00 |
|
$169.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Electron Microscopy in Mineralogy
$84.99
Environmental Permits
$169.99
Histamine and Histamine Antagonists
$84.99
Least Things
$4.46
Hibernate Recipes
$49.99
Real-Time Web Application Development
$69.99
Race, Gender, and Leadership in Nonprofit Organizations
$39.99
Lasers in Chemical Analysis
$109.99
Learning, Working and Living
$109.99
Mutant p53 and MDM2 in Cancer
$169.99
The Impact of Automatic Store Replenishment on Retail
$54.99
Automata, Languages, and Programming
$39.99
Homer-Handbuch
$39.99
Fortschritte der Chemie organischer Naturstoffe / Progress in the Chemistry of Organic Natural Produ
$54.99
Creep Behaviour in Cracked Sections of Fibre Reinforced Concrete
$169.99
Distributed Algorithms
$39.99
PHP Persistence
$24.99
Europe at the Polls
$54.99
The History of Cyclodextrins
$159.99
Kinetic Theory of Nonequilibrium Ensembles, Irreversible Thermodynamics, and Generalized Hydrodynami
$129.00
Thermodynamik
$39.99
Proceedings of the 7th International Conference on Nanomanufacturing (nanoMan2021)
$229.00
Manifold Learning
$37.99
Grundlagen der Gasdynamik
$59.99
Philosophical Logic and Artificial Intelligence
$84.99
Acarid Phylogeny and Evolution: Adaptation in Mites and Ticks
$219.99
The Baby-Sitters Club: #26 Claudia and the Sad Goodbye
$5.99
Handbook of Psoriasis and Psoriatic Arthritis
$79.99
Physik im Lehrbuch 17001850
$39.99
Die Ressourcen- und Kompetenzperspektive des Strategischen Managements
$74.99
New Private Sector Providers in the Welfare State
$109.99
Statistik
$24.99
Integrative Maltherapie
$89.99
Nebenschilddrse und endokrine Regulationen des Calciumstoffwechsels
$59.99
Quality Determinants In Coffee Production
$159.99
Exploring the Trust and Innovation Mechanisms in M&A of Chinas State Owned Enterprises with Mixed O
$139.99
Decision Making and Decision Support in the Information Era
$219.99
Entgrenzte Verantwortung
$149.99
Beginning BlackBerry 7 Development
$44.99
Architektour
$64.99
