Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Genre:	Wirtschaft / Recht
	A / Economics and Finance / Economics, Mathematical / Finance / Finance & accounting / Finance, general / Financial Economics / macroeconomics / Macroeconomics and Monetary Economics / Macroeconomics/Monetary Economics//Financial Economics / Mathematics in Business, Economics and Finance / Monetary Economics / Quantitative Finance
ISBN:	9781489983022
EAN-Code:	9781489983022
Verlag:	Springer Nature EN
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	1223 gr
Seiten:	794
Illustration:	XVI, 794 p., Tabellen, schwarz-weiss
Zus. Info:	Previously published in hardcover
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today's most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.