Asset Allocation: From Theory to Practice and Beyond, Kritzman Mark P., Kinlaw William, Turkington David
Автор: Attilio Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.
Автор: Cfa Institute Название: Portfolio Management in Practice, Volume 2: Asset Allocation Workbook ISBN: 1119788080 ISBN-13(EAN): 9781119788089 Издательство: Wiley Рейтинг: Цена: 40120.00 T Наличие на складе: Нет в наличии. Описание: The Asset Allocation Workbook offers a range of practical information and exercises that reinforce the key concepts explored in Portfolio Management in Practice, Volume 2: Asset Allocation. Part of the reputable CFA Institute Investment Series, the workbook is designed to further students' and professionals' hands-on experience with a variety of learning outcomes, summary overview sections, and challenging problems and solutions. The workbook provides the necessary tools and latest information to help learners advance their skills in this critical facet of portfolio management.
Aligning chapter-by-chapter with the main text so readers can easily pair exercises with the appropriate content, this workbook covers: Setting capital market expectations to support the asset allocation processPrinciples and processes in the asset allocation process, including handling ESG-integration and client-specific constraintsAllocation beyond the traditional asset classes to include allocation to alternative investmentsThe role of exchange-traded funds can play in implementing investment strategies The Asset Allocation Workbook has been compiled by experienced CFA members to give learners world-class examples based on scenarios faced by finance professionals every day. For practice on additional aspects of portfolio management, explore Volume 1: Investment Management, Volume 3: Equity Portfolio Management, and their accompanying workbooks to complete the Portfolio Management in Practice series.
Автор: Cfa Institute Название: Portfolio Management in Practice, Volume 2: Asset Allocation ISBN: 1119787963 ISBN-13(EAN): 9781119787969 Издательство: Wiley Рейтинг: Цена: 89760.00 T Наличие на складе: Нет в наличии. Описание: Discover the latest essential resource on asset allocation for students and investment professionals. Part of the CFA Institute's three-volume Portfolio Management in Practice series, Asset Allocation offers a deep, comprehensive treatment of the asset allocation process and the underlying theories and markets that support it. As the second volume in the series, Asset Allocation meets the needs of both graduate-level students focused on finance and industry professionals looking to become more dynamic investors.
Filled with the insights and industry knowledge of the CFA Institute's subject matter experts, Asset Allocation effectively blends theory and practice while helping the reader expand their skillsets in key areas of interest. This volume provides complete coverage on the following topics: Setting capital market expectations to support the asset allocation processPrinciples and processes in the asset allocation process, including handling ESG-integration and client-specific constraintsAllocation beyond the traditional asset classes to include allocation to alternative investmentsThe role of exchange-traded funds can play in implementing investment strategiesAn integrative case study in portfolio management involving a university endowment To further enhance your understanding of tools and techniques explored in Asset Allocation, don't forget to pick up the Portfolio Management in Practice, Volume 2: Asset Allocation Workbook. The workbook is the perfect companion resource containing learning outcomes, summary overview sections, and challenging practice questions that align chapter-by-chapter with the main text.
Автор: Schmidt, Alexander Jose Kaune (ihe Institute For W Название: THe Value of using hydrological datasets for water allocation decisions: earth observations, hydrological models and seasonal forecasts ISBN: 0367429551 ISBN-13(EAN): 9780367429553 Издательство: Taylor&Francis Рейтинг: Цена: 78590.00 T Наличие на складе: Нет в наличии. Описание: This work provides numerical tools, methods and results to evaluate the value of using hydrological datasets to support water allocation decisions at river basin and irrigation district scale. The framework was tested in Costa Rica, Colombia and Australia, but can be applied in any case study around the world.
Автор: Bestaoui Sebbane, Yasmina Название: Multi-UAV Planning and Task Allocation ISBN: 0367457822 ISBN-13(EAN): 9780367457822 Издательство: Taylor&Francis Рейтинг: Цена: 107190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Multi-robot systems are a major research topic in robotics. Designing, testing, and deploying aerial robots in the real world is a possibility due to recent technological advances. This book explores different aspects of cooperation in multi-agent systems. It covers the team approach, as well as deterministic decision making.
Автор: Page Sebastien Название: Beyond Diversification: What Every Investor Needs to Know about Asset Allocation ISBN: 1260474879 ISBN-13(EAN): 9781260474879 Издательство: McGraw-Hill Рейтинг: Цена: 27450.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Generate solid, long-term profits with a portfolio allocated for your investing needs Asset allocation is the key to investing performance. Unfortunately, no single approach works perfectly--developing the right balance requires a clear-eyed look at the many models available to you, various investing methodologies, and your or your client's level of risk tolerance. And that's where this important guide comes in. Written by a leading allocation expert from T. Rowe Price, Beyond Diversification provides the knowledge, insights, and approaches you need to make the best allocation decisions for your goals. This deep dive into the how's and why's of asset allocation is organized by the three decisive components of a successfully allocated portfolio:
Return Forecasting discusses the desired return investors seek.
Risk Forecasting covers the level of risk investors are prepared to assume to achieve that return.
Portfolio Construction calibrates the stock-bond mix that balances the risks and returns.
With examples from T. Rowe Price's asset allocation team showing you how the process works in the real world, Beyond Diversification provides everything you need to find the asset combination that will deliver the results you seek. You'll learn how to choose the right tradeoffs, build the most effective asset allocation combination for your needs, and dramatically increase your odds of success for the long run.
Автор: Francisco Rodrigo Porto Cavalcanti Название: Resource Allocation and MIMO for 4G and Beyond ISBN: 1493948229 ISBN-13(EAN): 9781493948222 Издательство: Springer Рейтинг: Цена: 156720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book offers a comprehensive collection of advanced concepts related to 4th generation wireless communication systems, focused on resource allocation and transceiver architectures. Includes current research topics, case studies and performance analysis.
Автор: Francisco Rodrigo Porto Cavalcanti Название: Resource Allocation and MIMO for 4G and Beyond ISBN: 1461480566 ISBN-13(EAN): 9781461480563 Издательство: Springer Рейтинг: Цена: 191560.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book offers a comprehensive collection of advanced concepts related to 4th generation wireless communication systems, focused on resource allocation and transceiver architectures. Includes current research topics, case studies and performance analysis.
Автор: Christian Hertrich Название: Asset Allocation Considerations for Pension Insurance Funds ISBN: 3658021667 ISBN-13(EAN): 9783658021665 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Insight into the German Pension Insurance Fund.- SRIs and Alternative Investments: Expanding the Efficient Frontier.- Theoretical Foundation.- Empirical Analysis.
Автор: Abraham Lioui; Patrice Poncet Название: Dynamic Asset Allocation with Forwards and Futures ISBN: 1441936890 ISBN-13(EAN): 9781441936899 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Preface.- Acknowledgements.- Notations.- Part I: The Basics.- Forward and Futures Markets.- Standard Pricing Results Under Deterministic and Stochastic Interest Rates.- Part II: Investment and Hedging.- Pure Hedging.- Optimal Dynamic Portfolio Choice in Complete Markets.- Optimal Dynamic Portfolio Choice in Incomplete Markets.- Optimal Currency Risk Hedging.- Optimal Spreading.- Pricing and Hedging under Stochastic Dividend or Convenience Yield.- Part III: General Equilibrium Pricing.- Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts.- Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts.- General Equilibrium Pricing of Futures and Forward Contracts written on the CPI.- References.- Subject Index.
