Model Portfolio
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Professional Model Portfolios
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Author : Billy Pegram
language : en
Publisher: Amherst Media, Inc
Release Date : 2004
Professional Model Portfolios written by Billy Pegram and has been published by Amherst Media, Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Photography categories.
Drawing on his own experience as a professional model and fashion photographer, as well as interviews with agents and modeling consultants, Billy Pegram provides all the information photographers need to know about the modelling industry. These techniques provide the tools to begin shooting successful portfolios for women, men, and even children.
Optimal Portfolio Modeling
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Author : Philip McDonnell
language : en
Publisher: John Wiley & Sons
Release Date : 2008-05-02
Optimal Portfolio Modeling written by Philip McDonnell 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 2008-05-02 with Business & Economics categories.
Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio.
Model Portfolios
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Author : Debarshi Basu
language : en
Publisher:
Release Date : 2019
Model Portfolios written by Debarshi Basu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
Model portfolios are constructed using passive and active vehicles to help meet specific investment outcomes. We present a rigorous, repeatable framework for designing optimal model portfolios, which (1) selects a benchmark portfolio that reflects a target level of risk; (2) constructs a strategic model portfolio that reflects long-term capital market assumptions; and (3) potentially, but not necessarily, incorporates tactical views in a final model portfolio, rotating positions around the strategic model holdings to reflect short-term market views. Using the framework, we demonstrate the construction of model portfolios for multi-asset class and factor investing applications.
Posing Techniques For Photographing Model Portfolios
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Author : Billy Pegram
language : en
Publisher: Amherst Media
Release Date : 2008-01-01
Posing Techniques For Photographing Model Portfolios written by Billy Pegram and has been published by Amherst Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-01 with Photography categories.
With detailed discussions and eye-catching, dynamic images, this guidebook shows professional photographers how to masterfully create beautiful images of a model to achieve any creative objective. Instructions illustrate basic poses as well as a host of subtle variations to provide photographers with an endless array of looks for editorial fashion shots, athletics, glamour or nude photography, and shots designed to show curves, reveal personality, or showcase the hands, hair, or legs. This comprehensive resource also provides expert advice on conducting a successful session, how to work with the model, how to work with a support staff of image stylists, and tips for designing a high-quality portfolio. Additional lessons provide a start-to-finish analysis of four different shooting sessions, each with a different model and a different objective.
Financial Risk Modelling And Portfolio Optimization With R
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Author : Bernhard Pfaff
language : en
Publisher: John Wiley & Sons
Release Date : 2016-08-16
Financial Risk Modelling And Portfolio Optimization With R written by Bernhard Pfaff 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 2016-08-16 with Mathematics categories.
Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Is accompanied by a supporting website featuring examples and case studies in R. Includes updated list of R packages for enabling the reader to replicate the results in the book. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
Quantitative Methods For Portfolio Analysis
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Author : T. Kariya
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Quantitative Methods For Portfolio Analysis written by T. Kariya 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.
Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, this book is required reading for: (1) `Quants' (quantitatively-inclined analysts) in financial industries; (2) financial engineers in investment banks, securities companies, derivative-trading companies, software houses, etc., who are developing portfolio trading systems; (3) graduate students and specialists in the areas of finance, business, economics, statistics, financial engineering; and (4) investors who are interested in Japanese financial markets. Throughout the book the emphasis is placed on the originality and usefulness of models and methods for the construction of portfolios and investment decision making, and examples are provided to demonstrate, with practical analysis, models for Japanese financial markets.
Risk Analysis And Portfolio Modelling
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Author : Elisa Luciano
language : en
Publisher: MDPI
Release Date : 2019-10-16
Risk Analysis And Portfolio Modelling written by Elisa Luciano and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-16 with Business & Economics categories.
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Portfolio Models
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Author : Minea Linke
language : en
Publisher: GRIN Verlag
Release Date : 2004-02-06
Portfolio Models written by Minea Linke and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-06 with Business & Economics categories.
Research Paper (undergraduate) from the year 2003 in the subject Business economics - Offline Marketing and Online Marketing, grade: Degree: second upper (Germany =, University of Lincoln (-), language: English, abstract: The growing and brisk market during the 1950s and 1960s made companies to operate more and more businesses and led not only to larger and complex firms but also to a high number of divisions. The overall corporate strategy was therefore insufficient, especially when divisions led on to diversifications different strategies, business unit strategies, were required. In order to find out in which business a company should be in and how resources can be allocated amongst them, different portfolio analyses are developed in the 1970s. The idea goes back to the Portfolio Selection Theory from Markowitz (1959) in which a portfolio is described as an ideal mix of different securities. The portfolio analysis in this context can be described as a framework to analysis the balance of an organization’s strategic business units (Johnson and Scholes, 1999, p.186). The objective of this piece of work is to explain the two best-known portfolio analysis approaches: The Boston Consulting Group’s growthshare and growth-gain matrix and the General Electric Company business screen in regard to advantages and disadvantages, generated strategies, interdependence of products, opportunities for synergy as well as the problems which can occur when applying those models in practice. In the first chapter both models and the different strategies will be explained and definitions will be given. A comparison of both models in relation to their advantages and disadvantages can be found in the second chapter. In the third chapter the relevance of synergy will be discussed. Chapter four contains a GE matrix for Nestlé Waters and the validity of the possible strategies is critically evaluated. The conclusion can be found in chapter five.
Robust Equity Portfolio Management
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Author : Woo Chang Kim
language : en
Publisher: John Wiley & Sons
Release Date : 2015-11-25
Robust Equity Portfolio Management written by Woo Chang Kim 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 2015-11-25 with Business & Economics categories.
A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. Portfolio construction models originating from the standard Markowitz mean-variance model have a high input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. Get up to speed on the latest developments in portfolio optimization Implement robust models using provided MATLAB code Learn advanced optimization methods with equity portfolio applications Understand the formulations, performances, and properties of robust portfolios The Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in—and need for—an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. Robust Equity Portfolio Management + Website provides a viable alternative framework, and the hard skills to implement any optimization method.
Light A Model
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Author : Billy Pegram
language : en
Publisher: Amherst Media
Release Date : 2014-06-10
Light A Model written by Billy Pegram and has been published by Amherst Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-10 with Photography categories.
Models need to get hired, designers need to sell their clothing, magazine editors need to attract readers—and to do this, they all need one thing: attention-grabbing images. Satisfying these savvy and demanding fashion-photography clients requires a photographer with both a strong command of lighting and a dash of ingenuity. In this book, veteran fashion shooter Billy Pegram (whose past clients include Fila, Swatch, Pussycat Dolls, and Tony Hawk) shows you how to attain that goal with cutting-edge techniques that showcase flawless skin, accentuate stunning figures, and highlight gorgeous products. Through careful control of the light, whether in the studio or on location, you’ll learn how to manage every nuance of the model’s appearance, drawing attention to his or her standout qualities and minimizing any problem areas. Short, to-the-point lessons with ample lighting diagrams and image sequences make learning easy. Armed with these techniques, you’ll be ready to approach fashion shoots (or fashion-inspired portrait sessions) with confidence—and deliver memorable images to your clients.