Tools

LEADER 03124cam 22004214a 4500

001 ocm51389366;

003 OCoLC;

005 20141212181809.0;

008 021231s2003 ne a b 001 0 eng ;

010 a| 2002036111;

020 a| 0750654481 (alk. paper);

035 a| (Sirsi) o51389366;

035 a| (OCoLC)51389366;

042 a| pcc;

049 a| EREE;

050 00 a| HG4529.5b| .A26 2003;

082 00 a| 332.62| 21;

245 00 a| Advances in portfolio construction and implementation /c| edited by Stephen Satchell, Alan Scowcroft.;

250 a| 1st ed.;

260 a| Amsterdam ;a| Boston :b| Butterworth-Heinemann,c| 2003.;

300 a| xvi, 365 pages :b| illustrations ;c| 25 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| Quantitative finance series;

504 a| Includes bibliographical references and index.;

505 0 a| A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification / Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes / Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios / Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios / Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set / Gustavo M de Athayde and Renato G Flôres, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction / Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns / GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization / Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock.;

650 0 a| Portfolio management.=| ^A137311;

700 1 a| Satchell, Stephen,d| 1949-=| ^A423210;

700 1 a| Scowcroft, Alan.=| ^A594526;

830 0 a| Quantitative finance series.=| ^A532783;

856 42 3| Publisher descriptionu| http://www.loc.gov/catdir/description/els031/2002036111.html;

856 41 3| Table of contentsu| http://www.loc.gov/catdir/toc/els031/2002036111.html;

994 a| C0b| ERE;

596 a| 1;

998 a| 992239;

999 a| HG4529.5 .A26 2003w| LCc| 1i| 30372012758832d| 5/6/2009f| 3/18/2009g| 1l| JGESm| JOYNERp| $75.59r| Ys| Yt| JGESBKu| 3/24/2005x| BOOKz| JSTACKSo| .STAFF. 0;

Advances in portfolio construction and implementation / edited by Stephen Satchell, Alan Scowcroft.

Other author	Satchell, Stephen, 1949-
Other author	Scowcroft, Alan.
Format	Book
Edition	1st ed.
Publication Info	Amsterdam ; Boston : Butterworth-Heinemann, 2003.
Description	xvi, 365 pages : illustrations ; 25 cm.
Supplemental Content	Publisher description
Supplemental Content	Table of contents
Subjects	Portfolio management.

Series	Quantitative finance series Quantitative finance series. ^A532783
Contents	A review of portfolio planning : models and systems / Gautam Mitra -- Generalized mean-variance analysis and robust portfolio diversification / Stephen M Wright and SE Satchell -- Portfolio construction from mandate to stock weight : a practitioner's perspective / Julian Coutts -- Enhanced indexation / Alan Scowcroft and James Sefton -- Portfolio management under taxes / Dan diBartolomeo -- Using genetic algorithms to construct portfolios / T Wilding -- Near-uniformly distributed, stochastically generated portfolios / Richard Dawson and Richard Young -- Modelling directional hedge funds--mean, variance and correlation with tracker funds / Emmanuel Acar -- Integrating market and credit risk in fixed income portfolios / Alla Gil and Yuri Polyakov -- Incorporating skewness and kurtosis in portfolio optimization : a multidimensional efficient set / Gustavo M de Athayde and Renato G Flôres, Jr -- Balancing growth and shortfall probability in continuous time active portfolio management / Sid Browne -- Assessing the merits of rank-based optimization for portfolio construction / Soosung Hwang, Stephen E Satchell and Stephen M Wright -- The mean-downside risk portfolio frontier : a non-parametric approach / Gustavo M de Athayde -- Some exact results for efficient portfolios with given returns / GH Hillier and SE Satchell -- Optimal asset allocation for endowments : a large deviations approach / Michael Stutzer -- Methods of relative portfolio optimization / Niklas Wagner -- Predicting portfolio returns using the distributions of efficient set portfolios / CJ Adcock.
Bibliography note	Includes bibliographical references and index.
LCCN	2002036111
ISBN	0750654481 (alk. paper)

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Advances in portfolio construction and implementation / edited by Stephen Satchell, Alan Scowcroft.

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