Investments - Vol. II Securities Prices and Performance

Heftet / 1999 / Engelsk

Produktdetaljer

ISBN13
9780262515306
Publisert
1999
Utgiver
Vendor
MIT Press
Aldersnivå
06, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
451
Vekt
635 gr
Høyde
231 mm
Bredde
157 mm
Tykkelse
30 mm
Se alle

Investments - Vol. II Securities Prices and Performance

Heftet / 1999 / Engelsk
This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz.Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition.Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.
Les mer
Through their scholarship and through their students, Elton and Gruber have for 35 years led the development of Modern Portfolio Theory and its applications. By underpinning the creation of the European Finance Association, Ned and Marty also helped create today's international community of finance scholars. This volume documents their contribution to the theory and practice of investment. -- Elroy Dimson, President-Designate, European Finance Association; London Business School
Les mer
Nettpris:
490,-
Levering 3-20 dager

Produktdetaljer

ISBN13
9780262515306
Publisert
1999
Utgiver
Vendor
MIT Press
Aldersnivå
06, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
451
Vekt
635 gr
Høyde
231 mm
Bredde
157 mm
Tykkelse
30 mm
Se alle