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Quantitative Fund Management (Paperback) Loot Price: R2,072
Discovery Miles 20 720
Quantitative Fund Management (Paperback): M. A. H. Dempster, Gautam Mitra, Georg Pflug

Quantitative Fund Management (Paperback)

M. A. H. Dempster, Gautam Mitra, Georg Pflug

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Loot Price R2,072 Discovery Miles 20 720 | Repayment Terms: R194 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United Kingdom
Release date: September 2019
First published: 2009
Editors: M. A. H. Dempster • Gautam Mitra • Georg Pflug
Dimensions: 254 x 178 x 32mm (L x W x T)
Format: Paperback
Pages: 486
ISBN-13: 978-0-367-38614-6
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 0-367-38614-3
Barcode: 9780367386146

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