Quantitative fund management / (Record no. 71899)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02737cam a2200361Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9780429121470 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180331s2009 flua ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780429121470 |
| -- | (e-book : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| -- | (hardback) |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 332.632042 |
| -- | Q17 |
| 245 00 - TITLE STATEMENT | |
| Title | Quantitative fund management / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource (xvii, 467 pages) |
| 490 1# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 500 ## - GENERAL NOTE | |
| Remark 1 | A Chapman and Hall book. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | chapter Introduction to Quantitative Fund Management -- chapter 1 Trends in Quantitative Equity Management -- chapter 2 Portfolio Optimization under the Value-at-Risk Constraint -- chapter 3 Dynamic Consumption and Asset Allocation with Derivative Securities -- chapter 4 Volatility-Induced Financial Growth -- chapter 5 Constant Rebalanced Portfolios and Side-Information -- chapter 6 Improving Performance for Long-Term Investors -- chapter 7 Stochastic Programming for Funding Mortgage Pools -- chapter 8 Scenario-Generation Methods for an Optimal Public Debt Strategy -- chapter 9 Solving ALM Problems via Sequential Stochastic Programming -- chapter 10 Designing Minimum Guaranteed Return Funds -- chapter 11 DC Pension Fund Benchmarking with Fixed-Mix Portfolio Optimization -- chapter 12 Coherent Measures of Risk in Everyday Market Practice -- chapter 13 Higher Moment Coherent Risk Measures -- chapter 14 On the Feasibility of Portfolio Optimization under Expected Shortfall -- chapter 15 Stability Analysis of Portfolio Management with Conditional Value-at-Risk -- chapter 16 Stress Testing for VaR and CVaR -- chapter 17 Stable Distributions in the Black,Äì/Litterman Approach to Asset Allocation -- chapter 18 Ambiguity in Portfolio Selection -- chapter 19 Mean-Risk Models Using Two Risk Measures -- chapter 20 PART 1 Dynamic Financial Planning. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Mathematical models. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Dempster, M. A. H. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Mitra, Gautam. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Pflug, Georg Ch., |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781420081923 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Boca Raton : |
| -- | CRC Press, |
| -- | 2009. |
| 336 ## - | |
| -- | text |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | rdacarrier |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Portfolio management |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Investment analysis |
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