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Item Details
| Title:
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HANDBOOK OF PORTFOLIO CONSTRUCTION
CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUES |
| By: |
John B. Guerard (Editor) |
| Format: |
Hardback |
| List price:
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£249.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0387774386 |
| ISBN 13: |
9780387774381 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
1 April, 2009 |
| Edition: |
2010 ed. |
| Pages: |
794 |
| Description: |
In the 1950s, Harry Markowitz introduced techniques that transformed the field of financial investing. This volume explores contemporary applications of Markowitz models. It covers numerous topics and blends theory with rigorous quantitative techniques. |
| Synopsis: |
Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today's most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications. |
| Illustrations: |
109 Tables, black and white; XVI, 794 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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