Quantitative methods applied to asset management /

Applying strict quantitative methodology to management issues involving assets, intellectual capital or intangibles is notoriously difficult. This e-book provides an excellent exploration of these issues, and specifically analyses the optimization of asset management for pension funds, performance e...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Gabbi, Giampaolo
Format: Electronic eBook
Language:Inglés
Published: [Bradford, England] : Emerald, 2006.
Series:Managerial finance ; vol. 32, no. 4.
Subjects:
Asset allocation.
Portfolio management.
Affectation de l'actif.
Gestion de portefeuille.
BUSINESS & ECONOMICS > Investments & Securities > General.
Asset allocation
Portfolio management
Online Access:Texto completo
Table of Contents:
  • Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Fund management, intellectual capital, intangibles and private disclosure; Using analysts' earnings forecasts for country/industry-based asset allocation; Portfolio optimisation under changing risk via time-varying beta; Optimal asset management for pension funds; Performance evaluation considering the coskewness; Calls for papers

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