Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Auteur :
Michaud, Richard O. / Michaud, Robert O.
Éditeur :
Oxford University Press Inc
ISBN :
9780195331912
Date de publication :
20 mars 2008
Dimensions :
16,2 x 23,5 x 1,6 cm
Poids :
404 g
Langue :
Anglais
Pays d'origine :
USA
This book is the first rigorous and comprehensive treatment of estimation error on portfolio optimization and asset management in practice. Application of rigorous financially relevant methods leads to a fundamentally different understanding of portfolio efficiency and the development of powerful provably effective portfolio management techniques while avoiding widespread self-defeating practices.