Cargando…
Efficient asset management : a practical guide to stock portfolio optimization and asset allocation /
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the lim...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Oxford University Press,
2008.
|
| Edición: | 2nd ed. |
| Colección: | Financial Management Association survey and synthesis series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn219747540 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 080404s2008 nyua ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e pn |c N$T |d CDX |d OCLCQ |d YDXCP |d N$T |d OCLCQ |d OCLCF |d OCLCO |d P4I |d IDEBK |d E7B |d DKDLA |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d CNCGM |d B24X7 |d OCLCQ |d AZK |d AGLDB |d COCUF |d MOR |d OCLCO |d PIFAG |d OCLCQ |d WY@ |d OCLCO |d STF |d U3W |d WRM |d NRAMU |d VT2 |d AU@ |d OCLCQ |d WYU |d CEF |d OCLCQ |d ADU |d OCLCA |d UKCRE |d TEFOD |d BOL |d VLY |d OCLCQ |d OCLCO |d OCLCQ |d ANO |d OCLCQ |d YDX |d OCLCO |d OCLCL | ||
| 019 | |a 475416238 |a 641497412 |a 648341888 |a 666907929 |a 961692990 |a 962719492 |a 974456091 |a 974506961 |a 988468915 |a 991957953 |a 992099825 |a 1001718126 |a 1007557376 |a 1035706566 |a 1037944081 |a 1038651750 |a 1043517354 |a 1045486887 |a 1055376255 |a 1066422408 |a 1081205682 |a 1096457392 |a 1112877898 |a 1114392516 |a 1119019126 |a 1153562284 |a 1162077453 |a 1228585551 | ||
| 020 | |a 9780199715794 |q (electronic bk.) | ||
| 020 | |a 0199715793 |q (electronic bk.) | ||
| 020 | |a 9781435638907 |q (electronic bk.) | ||
| 020 | |a 1435638905 |q (electronic bk.) | ||
| 020 | |a 9780199887194 |q (electronic bk.) | ||
| 020 | |a 0199887195 |q (electronic bk.) | ||
| 020 | |a 1281162310 | ||
| 020 | |a 9781281162311 | ||
| 020 | |a 9786611162313 | ||
| 020 | |a 6611162313 | ||
| 020 | |z 9780195331912 |q (cloth ; |q alk. paper) | ||
| 020 | |z 0195331915 |q (Cloth) | ||
| 029 | 1 | |a AU@ |b 000053288410 | |
| 029 | 1 | |a DEBBG |b BV040866314 | |
| 029 | 1 | |a DEBBG |b BV042961457 | |
| 029 | 1 | |a DEBSZ |b 423789406 | |
| 029 | 1 | |a GBVCP |b 799439088 | |
| 029 | 1 | |a NZ1 |b 14971887 | |
| 035 | |a (OCoLC)219747540 |z (OCoLC)475416238 |z (OCoLC)641497412 |z (OCoLC)648341888 |z (OCoLC)666907929 |z (OCoLC)961692990 |z (OCoLC)962719492 |z (OCoLC)974456091 |z (OCoLC)974506961 |z (OCoLC)988468915 |z (OCoLC)991957953 |z (OCoLC)992099825 |z (OCoLC)1001718126 |z (OCoLC)1007557376 |z (OCoLC)1035706566 |z (OCoLC)1037944081 |z (OCoLC)1038651750 |z (OCoLC)1043517354 |z (OCoLC)1045486887 |z (OCoLC)1055376255 |z (OCoLC)1066422408 |z (OCoLC)1081205682 |z (OCoLC)1096457392 |z (OCoLC)1112877898 |z (OCoLC)1114392516 |z (OCoLC)1119019126 |z (OCoLC)1153562284 |z (OCoLC)1162077453 |z (OCoLC)1228585551 | ||
| 037 | |n Title subscribed to via ProQuest Academic Complete | ||
| 037 | |a 1E69229A-209E-4ED9-9277-0049723C4AA5 |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 050 | 4 | |a HG4529 |b .M53 2008eb | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.6 |2 22 |
| 084 | |a QK 530 |2 rvk | ||
| 084 | |a QK 810 |2 rvk | ||
| 084 | |a WIR 160f |2 stub | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Michaud, Richard O., |d 1941- |1 https://id.oclc.org/worldcat/entity/E39PCjxVxgXg37ypFpht3dBVRX | |
| 245 | 1 | 0 | |a Efficient asset management : |b a practical guide to stock portfolio optimization and asset allocation / |c by Richard O. Michaud and Robert O. Michaud. |
| 250 | |a 2nd ed. | ||
| 260 | |a New York : |b Oxford University Press, |c 2008. | ||
| 300 | |a 1 online resource (xvi, 128 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 340 | |g polychrome. |2 rdacc |0 http://rdaregistry.info/termList/RDAColourContent/1003 | ||
| 347 | |a data file | ||
| 490 | 1 | |a Financial Management Association survey and synthesis series | |
| 504 | |a Includes bibliographical references (pages 119-124) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 1 Introduction; 2 Classic Mean-Variance Optimization; 3 Traditional Criticisms and Alternatives; 4 Unbounded MV Portfolio Efficiency; 5 Linear Constrained MV Efficiency; 6 The Resampled Efficient Frontier?; 7 Portfolio Rebalancing, Analysis, and Monitoring; 8 Input Estimation and Stein Estimators; 9 Benchmark Mean-Variance Optimization; 10 Investment Policy and Economic Liabilities; 11 Bayes and Active Return Estimation; 12 Avoiding Optimization Errors; Epilogue; Bibliography; Index. | |
| 520 | |a In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of class. | ||
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Investment analysis |x Mathematical models. | |
| 650 | 0 | |a Portfolio management |x Mathematical models. | |
| 650 | 6 | |a Analyse financière |x Modèles mathématiques. | |
| 650 | 6 | |a Gestion de portefeuille |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Investment analysis |x Mathematical models |2 fast | |
| 650 | 7 | |a Portfolio management |x Mathematical models |2 fast | |
| 650 | 7 | |a Finanzanalyse |2 gnd | |
| 650 | 7 | |a Mathematisches Modell |2 gnd | |
| 650 | 7 | |a Portfolio Selection |2 gnd | |
| 700 | 1 | |a Michaud, Robert O. | |
| 758 | |i has work: |a Efficient asset management (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFXcpJ6DKtkBhTWCD6tjbq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Michaud, Richard O., 1941- |t Efficient asset management. |b 2nd ed. |d New York : Oxford University Press, 2008 |z 9780195331912 |z 0195331915 |w (DLC) 2007020912 |w (OCoLC)138339873 |
| 830 | 0 | |a Financial Management Association survey and synthesis series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=415262 |z Texto completo |
| 938 | |a YBP Library Services |b YANK |n 20445222 | ||
| 938 | |a Books 24x7 |b B247 |n bkf00034100 | ||
| 938 | |a Coutts Information Services |b COUT |n 8294300 | ||
| 938 | |a ebrary |b EBRY |n ebr10211753 | ||
| 938 | |a EBSCOhost |b EBSC |n 218098 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 116231 | ||
| 938 | |a YBP Library Services |b YANK |n 2800019 | ||
| 938 | |a YBP Library Services |b YANK |n 2876315 | ||
| 994 | |a 92 |b IZTAP | ||