Everand Logo

Welcome to Everand!

  • Discover millions of ebooks, audiobooks, and so much more with a free trial

    Only $11.99/month after trial. Cancel anytime.

    Advances in Portfolio Construction and Implementation
    Advances in Portfolio Construction and Implementation
    Advances in Portfolio Construction and Implementation
    Ebook383 pages7 hours

    Advances in Portfolio Construction and Implementation

    3/5

    ()

    Read preview

    About this ebook

    Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management.Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Although not designed as an academic text, it should be useful to graduate students in finance.

    *Provides practical guidance on financial risk management*Covers the latest developments in investment portfolio construction*Full coverage of the latest cutting edge research on measuring portfolio risk, alternatives to mean variance analysis, expected returns forecasting, the construction of global portfolios and hedge portfolios (funds)
    LanguageEnglish
    PublisherElsevier Science
    Release dateJun 25, 2003
    ISBN9780080471846
    Advances in Portfolio Construction and Implementation

    Related to Advances in Portfolio Construction and Implementation

    Related ebooks

    Banks & Banking For You

    View More
    View More

    Related podcast episodes

    Related articles

    • Article

      Rates Are Rising. Is It Time to Sell Your Bonds?

      Apr 11, 2018

      With interest rates still close to historic lows there has been lots of talk about how rising interest rates will reduce bond values. This hasn't been helped by President Trump's trade war threats, which have the potential of causing rising prices a

      6 min read

    • Article

      Life In The Fast Lane

      Dec 3, 2020

      Life In The Fast Lane
      4 min read

    • Article

      Sa’s Top Equity Funds

      Oct 8, 2021

      Sa’s Top Equity Funds
      8 min read

    • Article

      The 11 Reits In My Portfolio

      Aug 13, 2021

      I take the view that fears about the future of offices and retail are overdone – people will work from home more and many weak retail companies will go bust, but good-quality space will still remain in demand. Rents may drop in some cases, but Reit s

      2 min read

    • Article

      The Spectre Of Inflation

      Jul 9, 2021

      The Spectre Of Inflation
      3 min read

    • Article

      Why G7 Targets Tech Companies With Global Minimum Corporate Tax

      Jun 6, 2021

      The G7 countries agreed Saturday to support a global minimum corporate tax of at least 15% to deter multinational companies from avoiding taxes.

      3 min read

    • Article

      Stock Market Today: Tech Rallies, Nasdaq Just Shy of New Highs

      Jun 17, 2021

      The Nasdaq Composite pressed higher Thursday, to within just a few points of a fresh closing record, flipping the script on how the technology-heavy index has acted for much of 2021. The Federal Reserve yesterday revealed higher expectations for infl

      2 min read

    • Article

      Book Of The Week

      Mar 19, 2021

      Book Of The Week
      2 min read

    • Article

      18-year Bull Has Ended

      Sep 4, 2020

      18-year Bull Has Ended
      1 min read

    • Article

      From The Editor-in-chief..

      Apr 1, 2022

      From The Editor-in-chief..
      2 min read

    • Article

      10 Super-Safe Dividend Stocks to Buy Now

      Apr 30, 2021

      Safe dividend stocks are like the equity investment world's version of having your cake and eating it, too: Not only do investors get a nice dividend payout every quarter, but they also participate in the stock's gains. If the stock price slides, the

      1 min read

    • Article

      Change In Sentiment

      Oct 2, 2020

      Change In Sentiment
      1 min read

    • Article

      Sort Of Bucking Sell-off

      Mar 27, 2020

      Sort Of Bucking Sell-off
      1 min read

    • Article

      Maybe Too Cheap?

      Jul 24, 2020

      Maybe Too Cheap?
      1 min read

    • Article

      The 11 Best ETFs to Buy for Portfolio Protection

      Aug 5, 2019

      The stock market took a gut punch recently as a number of on-again, off-again headwinds started to blow at the same time. Investors quickly turned tail, seeking out more protective positions. Unsurprisingly, this trend led to an influx of inflows int

      12 min read

    • Article

      Back to Part 61

      Feb 17, 2022

      Back to Part 61
      3 min read

    • Article

      Integrated Workplace Management Systems

      Dec 23, 2018

      Property and facilities management are data-rich operating worlds. This is becoming even more complex as the Internet of Things (IoT) provides the capability to imbed sensors and diagnostic tools to monitor the use and performance of everything in re

      4 min read

    • Article

      Web App Security

      Jun 29, 2021

      Web App Security
      8 min read

    • Article

      Making A Corrosion Strategy

      Feb 25, 2018

      The degradation of private and public assets and infrastructure continues to have a major economic impact on industry and the wider community. In Australia, the yearly cost of asset maintenance is estimated to be approximately $32 billion, with $8 bi

      4 min read

    • Article

      Boards Must Up Strategy Play

      Jan 7, 2019

      Boards Must Up Strategy Play
      4 min read

    • Article

      Building In Resilience

      Apr 3, 2022

      IA’s new report, Delivering Outcomes: A Roadmap to Improve Infrastructure Industry Productivity and Innovation, aims to help improve the delivery of infrastructure in Australia with suggested changes for the way projects are procured and delivered, a

      1 min read

    Related categories

    Reviews for Advances in Portfolio Construction and Implementation

    3/5

    1 rating0 reviews

    What did you think?

    Tap to rate

    Review must be at least 10 words

      Book preview

      Advances in Portfolio Construction and Implementation - Alan Scowcroft

      Enjoying the preview?
      Page 1 of 1