10 - Week Flexible Investment, Davidson, Alexander

Автор: Davis Mark H A
Название: Risk-sensitive Investment Management
ISBN: 9814578045 ISBN-13(EAN): 9789814578042
Издательство: World Scientific Publishing
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Цена: 57030.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.

This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes.

With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management.

This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful.

Sample Chapter(s)

Автор: Gospel Howard, Pendleton Andrew, Vitols Sigurt
Название: Financialization, New Investment Funds, and Labour: An International Comparison
ISBN: 0199653585 ISBN-13(EAN): 9780199653584
Издательство: Oxford Academ
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Цена: 121440.00 T
Наличие на складе: Невозможна поставка.
Описание: The book examines the activities of often highly controversial investment funds, namely private equity, hedge funds, and sovereign wealth funds, in US, UK Australia, Germany, Netherlands, Sweden, Italy, Poland, and Japan, exploring the importance of these funds and considering the evidence relating to their effects on work and employment.

Автор: Gutmann A
Название: How to Be an Investment Banker
ISBN: 1118487621 ISBN-13(EAN): 9781118487624
Издательство: Wiley
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Цена: 63360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A top-notch resource for anyone who wants to break into the demanding world of investment banking For undergraduates and MBA students, this book offers the perfect preparation for the demanding and rigorous investment banking recruitment process.

Автор: Janette Rutterford; Marcus Davison
Название: An Introduction to Stock Exchange Investment
ISBN: 0333778022 ISBN-13(EAN): 9780333778029
Издательство: Springer
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Цена: 67070.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The new edition of Janette Rutterford`s classic textbook has been updated to take account of all practical, technical and legal developments since the last edition was published.

Автор: Bernstein, Peter L.
Название: The Portable MBA in Investment
ISBN: 0471106615 ISBN-13(EAN): 9780471106616
Издательство: Wiley
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Цена: 47520.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Portable MBA in Investment Edited by Peter L. Bernstein a state-of-the-art program in investment principles and applications from top-flight professionals "Peter Bernstein and his Dream Team tackle the entire investment spectrum--from soup to nuts--and emerge triumphant.