Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Michaud, Richard O.

ISBN 10: 0875847439 / ISBN 13: 9780875847436

Verlag: Harvard Business School Press, Boston, Massachusetts, U.S.A., 2000

Beschreibung

TEXT UNMARKED.

Bestandsnummer des Verkäufers 013227

Bibliografische Details

• Titel: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
• Verlag: Harvard Business School Press, Boston, Massachusetts, U.S.A.
• Erscheinungsjahr: 2000
• Sprache: Englisch
• ISBN-10: 0875847439
• ISBN-13: 9780875847436
• Einband: Hardcover
• Auflage: 2nd Printing
• Zustand: As New
• Zustand des Schutzumschlags: As New

Über diesen Titel

Inhaltsangabe

This book describes the problems of mean-variance optimization as a practical tool of institutional asset management. It reviews various proposed alternatives to mean-variance optimization and describes their limitations. The goal is to define an optimization process that validly reflects investment insights while maintaining the rigor, informational breadth, and convenience that mean-variance optimization provides.

Über die Autorin bzw. den Autor

Richard Michaud is a senior vice president of Acadian Asset Management in Boston, a director of the Institute for Quantitative Research in Finance, and an editorial board member of the Financial Analysts Journal.