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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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Quantitative Fund Management (Hardcover)
Loot Price: R5,677
Discovery Miles 56 770
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Quantitative Fund Management (Hardcover)
Expected to ship within 12 - 17 working days
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The First Collection That Covers This Field at the Dynamic
Strategic and One-Period Tactical Levels Addressing the imbalance
between research and practice, Quantitative Fund Management
presents leading-edge theory and methods, along with their
application in practical problems encountered in the fund
management industry. A Current Snapshot of State-of-the-Art
Applications of Dynamic Stochastic Optimization Techniques to
Long-Term Financial Planning The first part of the book initially
looks at how the quantitative techniques of the equity industry are
shifting from basic Markowitz mean-variance portfolio optimization
to risk management and trading applications. This section also
explores novel aspects of lifetime individual consumption
investment problems, fixed-mix portfolio rebalancing allocation
strategies, debt management for funding mortgages and national
debt, and guaranteed return fund construction. Up-to-Date Overview
of Tactical Financial Planning and Risk Management The second
section covers nontrivial computational approaches to tactical fund
management. This part focuses on portfolio construction and risk
management at the individual security or fund manager level over
the period up to the next portfolio rebalance. It discusses
non-Gaussian returns, new risk-return tradeoffs, and the robustness
of benchmarks and portfolio decisions. The Future Use of
Quantitative Techniques in Fund Management With contributions from
well-known academics and practitioners, this volume will
undoubtedly foster the recognition and wider acceptance of
stochastic optimization techniques in financial practice.
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