Efficient asset management : a practical guide to stock portfolio optimization and asset allocation
著者
書誌事項
Efficient asset management : a practical guide to stock portfolio optimization and asset allocation
（Financial Management Association survey and synthesis series）
Harvard Business School Press, 1998
大学図書館所蔵 全15件
注記
Includes bibliographical references (p. 143-148) and index
内容説明・目次
内容説明
Through practical examples and illustrations, Richard Michaud here provides an update to the practice of optimization of modern investment management.
目次
- PREFACE XIII
- 1. Introduction
- 2. Classic Mean-Variance Optimization
- 3. Traditional Criticisms and Alternatives
- 4. Understanding Mean-Variance Efficiency
- 5. Portfolio Review and Mean-Variance Efficiency
- 6. Portfolio Analysis and the Resampled Efficient Frontier
- 7. Portfolio Revision and Confidence Regions
- 8. Input Estimation and Stein Estimators
- 9. Benchmark Active Asset Allocation
- 10. Investment Policy and Economic Liabilities
- 11. Return Forecasts and Mixed Estimation
- 12. Avoiding Optimization Errors
「Nielsen BookData」 より