Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation [With CDROM] [With CDROM]

Michaud, Richard O.; Michaud, Robert O.

ISBN 10: 0195331915 / ISBN 13: 9780195331912

Verlag: Oxford Univ PR, 2008

Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.94. Bestandsnummer des Verkäufers G0195331915I4N01

Inhaltsangabe:

Now in its second edition, this book presents a highly intuitive yet rigorous approach to defining optimal portfolios.

Über die Autorin bzw. den Autor:
Richard O. Michaud is President and Chief Investment Officer at New Frontier Advisors. His research and consulting has focused on asset allocation, investment strategies, global investment management, optimization, stock valuation, portfolio analysis, and trading costs. He is co-inventor and patentee of Resampled Efficiency optimization. He earned a Ph.D. in Mathematics from Boston University and taught investment management at Columbia University.

Robert O. Michaud, the co-inventor of the patented portfolio optimization processes, is the Managing Director of Research and Development at New Frontier Advisors. Mr. Michaud holds a Masters in Mathematics from Boston University and pursued a Ph.D. in finance from the Anderson School of Management at the University of California at Los Angeles before joining NFA. His research interests include risk models, empirical asset pricing, and international finance.

Bibliografische Details

Titel: Efficient Asset Management: A Practical ...
Verlag: Oxford Univ PR
Erscheinungsdatum: 2008
Einband: Hardcover
Zustand: Very Good
Zustand des Schutzumschlags: No Jacket
Auflage: 2. Auflage