Efficient Asset Management
Efficient Asset Management
A Practical Guide to Stock Portfolio Optimization and Asset Allocation
Inhalt
This book is the first rigorous and comprehensive treatment of estimation error on portfolio optimization and asset management in practice. Application of rigorous financially relevant methods leads to a fundamentally different understanding of portfolio efficiency and the development of powerful provably effective portfolio management techniques while avoiding widespread self-defeating practices.
Bibliografische Angaben
März 2008, Financial Management Association Survey and Synthesis Series, Englisch
Oxford University Press
978-0-19-533191-2