Efficient Asset Management
A Practical Guide to Stock Portfolio Optimization and Asset Allocation
Published on 15. June 1998
Book
Hardback
152 pages
978-0-87584-743-6 (ISBN)
Description
Through practical examples and illustrations, Richard Michaud here provides an update to the practice of optimization of modern investment management.
More details
Series
Language
English
Place of publication
United States
Target group
Professional and scholarly
Illustrations
Illustrations
Dimensions
Height: 234 mm
Width: 156 mm
Weight
453 gr
ISBN-13
978-0-87584-743-6 (9780875847436)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Richard O. Michaud | Robert O. Michaud
Efficient Asset Management
A Practical Guide to Stock Portfolio Optimization and Asset Allocation
Book
03/2008
2nd Edition
Oxford University Press Inc
€108.90
Shipment within 15-20 days
Content
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