Return targets and shortfall risks : studies in strategic asset allocation

著者

• Leibowitz, Martin L.
• Bader, Lawrence N.
• Kogelman, Stanley

書誌事項

Return targets and shortfall risks : studies in strategic asset allocation

Martin L. Leibowitz, Lawrence N. Bader, Stanley Kogelman

Irwin Professional Pub., c1996

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Written in the context of changing financial market conditions, this text explains how investors can maintain a consistent risk/reward posture as interest rates and other fundamental market conditions change. Topics range from hedging to yield curve positioning.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA31047126
• ISBN:
  • 1557389160
• LCCN: 95033464
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chicago
• ページ数/冊数: xxi, 502 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4529.5
  • DC20 : 332.6
• 件名:
  • LCSH : Portfolio management
  • LCSH : Asset allocation