Ebook Share

Publisher: CRC
Language: English
ISBN: 1584885785
Paperback: 456 pages
Data: May 2007
Format: PDF
Description: In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization. Divided into four sections that mirror the book’s aims, this resource first describes the fundamental results of decision theory, including utility maximization and risk measure minimization. Covering both active and passive portfolio management, the second part discusses standard portfolio optimization and performance measures. The book subsequently introduces dynamic portfolio optimization based on stochastic control and martingale theory. It also outlines portfolio optimization with market frictions, such as incompleteness, transaction costs, labor income, and random time horizon. The final section applies theoretical results to practical portfolio optimization, including structured portfolio management. It details portfolio insurance methods as well as performance measures for alternative investments, such as hedge funds. Taking into account the different features of portfolio management theory, this book promotes a thorough understanding for students and professionals in the field.

RapidShare Click the link above to download from RapidShare http://rapidshare.com/	filefactory Click the link above to download from filefactory http://filefactory.com/

Please leave message if the download links are dead.
We will update them ASAP!

Related Books

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes

Portfolio Performance Evaluation

Portfolio Theory and Performance Analysis

Robust Portfolio Optimization and Management

Solaris Application Programming

Strategic Information Technology and Portfolio Management

Optimal Portfolio Modeling, CD-ROM includes Models Using Excel and R: Models to Maximize Returns and Control Risk in Excel and R

Pro Java EE 5 Performance Management and Optimization

Statistical Analysis and Optimization for VLSI: Timing and Power