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

Richard O. Michaud

ISBN 10: 0875847439 / ISBN 13: 9780875847436

Verlag: Oxford University Press, 1998

Beschreibung

First Edition, First Printing. Not price-clipped. Published by Harvard Business School Press, 1998. Octavo. Hardcover. Book is like new. Dust jacket is like new.100% positive feedback. 30 day money back guarantee. NEXT DAY SHIPPING! Excellent customer service. Please email with any questions. All books packed carefully and ship with free delivery confirmation/tracking. All books come with free bookmarks. Ships from Sag Harbor, New York.

Bestandsnummer des Verkäufers 320127

Bibliografische Details

• Titel: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
• Verlag: Oxford University Press
• Erscheinungsjahr: 1998
• Sprache: Englisch
• ISBN-10: 0875847439
• ISBN-13: 9780875847436
• Einband: Hardcover
• Auflage: First Edition.
• Zustand: Like New
• Zustand des Schutzumschlags: Schutzumschlag

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.