Dynamic Portfolio Theory and Management (McGraw-Hill Library of Investment and Finance) - Hardcover

Oberuc, Richard

Hardcover

ISBN 10: 0071426698 ISBN 13: 9780071426695

Verlag: McGraw-Hill Education, 2003

Inhaltsangabe

This is an exciting new model for improved asset allocation accuracy in every market environment. Modern Portfolio Theory (MPT) and asset allocation are the foundations on which most institutional investors base their decisions. But many aspects of MPT weren't designed for today's fast-changing markets. "Dynamic Portfolio Theory and Management" introduces a time-adaptive procedure that addresses this issue and simplifies the decision-making process. While asset allocation programs must adapt themselves to changing market conditions to succeed, how to accomplish that has been another matter. This book reveals a new model that: helps investors change allocations based on economic factors; optimizes multi-time periods into a single future time period; and assists forecasting of stock prices, bond prices, and interest rates.

Über diesen Titel

Über die Autorin bzw. den Autor

Richard Oberuc is chairman of the Foundation for Managed Derivatives Research, whose sponsors include Morgan Stanley, Goldman Sachs, and other firms. A veteran of more than 25 years in the financial industry, he is also the founder and owner of Burlington Hall Asset Management.

Details zur Ausgabe

• Verlag: McGraw-Hill Education
• Erscheinungsdatum: 2003
• ISBN 10: 0071426698
• ISBN 13: 9780071426695
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 288
• Kontakt zum Hersteller: Nicht verfügbar