| 000 | 02737cam a2200361Ii 4500 | ||
|---|---|---|---|
| 001 | 9780429121470 | ||
| 008 | 180331s2009 flua ob 001 0 eng d | ||
| 020 |
_a9780429121470 _q(e-book : PDF) |
||
| 020 |
_z9781420081916 _q(hardback) |
||
| 024 | 7 |
_a10.1201/9781420081923 _2doi |
|
| 035 | _a(OCoLC)352888693 | ||
| 040 |
_aFlBoTFG _cFlBoTFG _erda |
||
| 050 | 4 |
_aHG4529.5 _b.Q83 2009 |
|
| 082 | 0 | 4 |
_a332.632042 _bQ17 |
| 245 | 0 | 0 |
_aQuantitative fund management / _cedited by M.A.H. Dempster, Gautam Mitra, Georg Pflug. |
| 264 | 1 |
_aBoca Raton : _bCRC Press, _c2009. |
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| 300 | _a1 online resource (xvii, 467 pages) | ||
| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 490 | 1 | _aChapman & Hall/CRC financial mathematics series | |
| 500 | _aA Chapman and Hall book. | ||
| 505 | 0 | _achapter 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 |
_aPortfolio management _xMathematical models. _918749 |
|
| 650 | 0 |
_aInvestment analysis _xMathematical models. _918750 |
|
| 700 | 1 |
_aDempster, M. A. H. _q(Michael Alan Howarth), _d1938- _918751 |
|
| 700 | 1 |
_aMitra, Gautam. _918752 |
|
| 700 | 1 |
_aPflug, Georg Ch., _d1951- _918753 |
|
| 776 | 0 | 8 |
_iPrint version: _z9781420081916 _w(DLC) 2008014075 |
| 830 | 0 |
_aChapman & Hall/CRC financial mathematics series. _914238 |
|
| 856 | 4 | 0 |
_uhttps://www.taylorfrancis.com/books/9781420081923 _zClick here to view. |
| 942 | _cEBK | ||
| 999 |
_c71899 _d71899 |
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