Advances In Quantitative Asset Management
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Advances In Quantitative Asset Management
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Author : Christian Dunis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Advances In Quantitative Asset Management written by Christian Dunis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since its inception in 1994, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers. The editor has chosen to concentrate on advances in quantitative asset management and, accordingly, the papers in this book are organized around two major themes: advances in asset allocation and portfolio management, and modelling risk, return and correlation.
Advances In Active Portfolio Management New Developments In Quantitative Investing
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Author : Richard C. Grinold
language : en
Publisher: McGraw Hill Professional
Release Date : 2019-09-13
Advances In Active Portfolio Management New Developments In Quantitative Investing written by Richard C. Grinold and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-13 with Business & Economics categories.
From the leading authorities in their field—the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management Whether you’re a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers everything you need to beat the market at every turn. Advances in Active Portfolio Management gets you fully up to date on the issues, trends, and challenges in the world of active management—and shows how to apply advances in the Grinold and Kahn’s legendary approach to meet current challenges. Composed of articles published in today’s leading management publications—including several that won Journal of Portfolio Management’s prestigious Bernstein Fabozzi/Jacobs Levy Award—this comprehensive guide is filled with new insights into: • Dynamic Portfolio Management • Signal Weighting • Implementation Efficiency • Holdings-based attribution • Expected returns • Risk management • Portfolio construction • Fees Providing everything you need to master active portfolio management in today’s investing landscape, the book is organized into three sections: the fundamentals of successful active management, advancing the authors’ framework, and applying the framework in today’s investing landscape. The culmination of many decades of investing experience and research, Advances in Active Portfolio Managementmakes complex issues easy to understand and put into practice. It’s the one-stop resource you need to succeed in the world of investing today.
A Guide To Advanced Quantitative Investment Management
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Author : Pasquale De Marco
language : en
Publisher: Pasquale De Marco
Release Date : 2025-05-08
A Guide To Advanced Quantitative Investment Management written by Pasquale De Marco and has been published by Pasquale De Marco this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-08 with Business & Economics categories.
**A Guide to Advanced Quantitative Investment Management** provides a comprehensive guide to the latest quantitative techniques and strategies used by professional investors. Written by a team of experienced practitioners and academics, this book covers a wide range of topics, from the foundations of quantitative investment management to advanced risk management and machine learning applications. This book is designed to be accessible to both novice and experienced investors, with a focus on practical implementation and real-world examples. It is divided into ten chapters, each covering a specific aspect of quantitative investment management. The chapters are self-contained and can be read independently, allowing readers to focus on the topics that are most relevant to their needs. This book is an essential resource for anyone interested in quantitative investment management. It provides a comprehensive overview of the field and offers practical guidance on how to implement quantitative techniques and strategies in real-world investment portfolios. **Key Features:** * Covers the latest quantitative techniques and strategies used by professional investors * Written by a team of experienced practitioners and academics * Accessible to both novice and experienced investors * Focus on practical implementation and real-world examples * Divided into ten self-contained chapters * Essential resource for anyone interested in quantitative investment management **Target Audience:** * Portfolio managers * Risk managers * Investment analysts * Quantitative analysts * Students and researchers in finance If you like this book, write a review on google books!
Advanced Portfolio Management
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Author : Giuseppe A. Paleologo
language : en
Publisher: John Wiley & Sons
Release Date : 2021-08-03
Advanced Portfolio Management written by Giuseppe A. Paleologo and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-03 with Business & Economics categories.
You have great investment ideas. If you turn them into highly profitable portfolios, this book is for you. Advanced Portfolio Management: A Quant’s Guide for Fundamental Investors is for fundamental equity analysts and portfolio managers, present, and future. Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. This book will introduce you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. The emphasis is on theory relevant to fundamental portfolio managers that works in practice, enabling you to convert ideas into a strategy portfolio that is both profitable and resilient. Intuition always comes first, and this book helps to lay out simple but effective "rules of thumb" that require little effort to implement and understand. At the same time, the book shows how to implement sophisticated techniques in order to meet the challenges a successful investor faces as his or her strategy grows in size and complexity. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams. You will learn how to: Separate stock-specific return drivers from the investment environment’s return drivers Understand current investment themes Size your cash positions based on Your investment ideas Understand your performance Measure and decompose risk Hedge the risk you don’t want Use diversification to your advantage Manage losses and control tail risk Set your leverage Author Giuseppe A. Paleologo has consulted, collaborated, taught, and drank strong wine with some of the best stock-pickers in the world; he has traded tens of billions of dollars hedging and optimizing their books and has helped them navigate through big drawdowns and even bigger recoveries. Whether or not you have access to risk models or advanced mathematical background, you will benefit from the techniques and the insights contained in the book—and won't find them covered anywhere else.
Quantitative Portfolio Optimization
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Author : Miquel Noguer Alonso
language : en
Publisher: John Wiley & Sons
Release Date : 2025-01-22
Quantitative Portfolio Optimization written by Miquel Noguer Alonso and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-22 with Business & Economics categories.
Expert guidance on implementing quantitative portfolio optimization techniques In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical techniques for portfolio optimization. The book covers a range of topics including mean-variance optimization, the Black-Litterman Model, risk parity and hierarchical risk parity, factor investing, methods based on moments, and robust optimization as well as machine learning and reinforcement technique. These techniques enable readers to develop a systematic, objective, and repeatable approach to investment decision-making, particularly in complex financial markets. Readers will gain insights into the associated mathematical models, statistical analyses, and computational algorithms for each method, allowing them to put these techniques into practice and identify the best possible mix of assets to maximize returns while minimizing risk. Topics explored in this book include: Specific drivers of return across asset classes Personal risk tolerance and it#s impact on ideal asses allocation The importance of weekly and monthly variance in the returns of specific securities Serving as a blueprint for solving portfolio optimization problems, Quantitative Portfolio Optimization: Theory and Practice is an essential resource for finance practitioners and individual investors It helps them stay on the cutting edge of modern portfolio theory and achieve the best returns on investments for themselves, their clients, and their organizations.
Advances In Risk Management
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Author : G. Gregoriou
language : en
Publisher: Springer
Release Date : 2006-11-17
Advances In Risk Management written by G. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-17 with Business & Economics categories.
This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and institutional investors, and is an indispensable tool.
Advanced Quantitative Finance
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Author : William Johnson
language : en
Publisher: HiTeX Press
Release Date : 2024-10-18
Advanced Quantitative Finance written by William Johnson and has been published by HiTeX Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-18 with Business & Economics categories.
"Advanced Quantitative Finance: Trading, Risk, and Portfolio Optimization" unfolds as an essential guide for anyone eager to delve into the sophisticated world of modern finance. This comprehensive text blends theoretical underpinnings with practical insights, offering a robust exploration of the quantitative techniques driving today's markets. Each chapter systematically demystifies complex subjects—from risk management and derivatives pricing to algorithmic trading and asset pricing models—empowering readers to grasp the nuances of financial analysis with clarity and precision. Structured for both novices and seasoned professionals, the book navigates the latest advancements in machine learning, big data analytics, and behavioral finance, presenting them as indispensable tools for the contemporary financial landscape. With a focus on actionable knowledge and strategic applications, readers will gain the proficiency needed to enhance their decision-making, optimize investment portfolios, and effectively manage risk in an ever-evolving economic environment. This book is your invitation to not only understand quantitative finance but to excel in it, unlocking new levels of insight and innovation in your financial pursuits.
Quantitative Portfolio Management
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Author : Michael Isichenko
language : en
Publisher: John Wiley & Sons
Release Date : 2021-09-10
Quantitative Portfolio Management written by Michael Isichenko and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-10 with Business & Economics categories.
Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you’ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market.
Quantitative Fund Management
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Author : M.A.H. Dempster
language : en
Publisher: CRC Press
Release Date : 2008-12-22
Quantitative Fund Management written by M.A.H. Dempster and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Business & Economics categories.
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.
Advanced Maintenance Modelling For Asset Management
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Author : Adolfo Crespo Márquez
language : en
Publisher: Springer
Release Date : 2017-07-12
Advanced Maintenance Modelling For Asset Management written by Adolfo Crespo Márquez and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Technology & Engineering categories.
This book promotes and describes the application of objective and effective decision making in asset management based on mathematical models and practical techniques that can be easily implemented in organizations. This comprehensive and timely publication will be an essential reference source, building on available literature in the field of asset management while laying the groundwork for further research breakthroughs in this field. The text provides the resources necessary for managers, technology developers, scientists and engineers to adopt and implement better decision making based on models and techniques that contribute to recognizing risks and uncertainties and, in general terms, to the important role of asset management to increase competitiveness in organizations.