Portfolio Models
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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.
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.
Integrated Market And Credit Portfolio Models
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Author : Peter Grundke
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-08-15
Integrated Market And Credit Portfolio Models written by Peter Grundke 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 2008-08-15 with Business & Economics categories.
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.
Alternative Decision Making Models For Financial Portfolio Management Emerging Research And Opportunities
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Author : Spaseski, Narela
language : en
Publisher: IGI Global
Release Date : 2017-08-11
Alternative Decision Making Models For Financial Portfolio Management Emerging Research And Opportunities written by Spaseski, Narela and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-11 with Business & Economics categories.
Economics is an integral aspect to every successful society, yet basic financial practices have gone unchanged for decades. Analyzing unconventional finance methods can provide new ways to ensure personal financial futures on an individual level, as well as boosting international economies. Alternative Decision-Making Models for Financial Portfolio Management: Emerging Research and Opportunities is an essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.
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.
Macroeconometric Models For Portfolio Management
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Author : Jeremy Kwok
language : en
Publisher: Vernon Press
Release Date : 2021-09-07
Macroeconometric Models For Portfolio Management written by Jeremy Kwok and has been published by Vernon Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-07 with Business & Economics categories.
‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly. This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, ‘Macroeconometric Models for Portfolio Management’ will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.
Portfolio Selection And Asset Pricing Models Of Financial Economics And Their Applications In Investing
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Author : Jamil Baz
language : en
Publisher: McGraw Hill Professional
Release Date : 2022-09-06
Portfolio Selection And Asset Pricing Models Of Financial Economics And Their Applications In Investing written by Jamil Baz 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 2022-09-06 with Business & Economics categories.
This uniquely comprehensive guide provides expert insights into everything from financial mathematics to the practical realities of asset allocation and pricing Investors like you typically have a choice to make when seeking guidance for portfolio selection―either a book of practical, hands-on approaches to your craft or an academic tome of theories and mathematical formulas. From three top experts, Portfolio Selection and Asset Pricing strikes the right balance with an extensive discussion of mathematical foundations of portfolio choice and asset pricing models, and the practice of asset allocation. This thorough guide is conveniently organized into four sections: Mathematical Foundations―normed vector spaces, optimization in discrete and continuous time, utility theory, and uncertainty Portfolio Models―single-period and continuous-time portfolio choice, analogies, asset allocation for a sovereign as an example, and liability-driven allocation Asset Pricing―capital asset pricing models, factor models, option pricing, and expected returns Robust Asset Allocation―robust estimation of optimization inputs, such as the Black-Litterman Model and shrinkage, and robust optimizers Whether you are a sophisticated investor or advanced graduate student, this high-level title combines rigorous mathematical theory with an emphasis on practical implementation techniques.
Portfolio Models
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Author : Maureen McLaughlin
language : en
Publisher:
Release Date : 1998
Portfolio Models written by Maureen McLaughlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Portfolios in education categories.
Portfolio And Investment Analysis With Sas
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Author : John B. Guerard
language : en
Publisher: SAS Institute
Release Date : 2019-04-03
Portfolio And Investment Analysis With Sas written by John B. Guerard and has been published by SAS Institute this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-03 with Computers categories.
Choose statistically significant stock selection models using SAS® Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to using SAS to choose statistically significant stock selection models, create mean-variance efficient portfolios, and aggressively invest to maximize the geometric mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows that maximizing the geometric mean maximizes the utility of final wealth. The authors draw on decades of experience as teachers and practitioners of financial modeling to bridge the gap between theory and application. Using real-world data, the book illustrates the concept of risk-return analysis and explains why intelligent investors prefer stocks over bonds. The authors first explain how to build expected return models based on expected earnings data, valuation ratios, and past stock price performance using PROC ROBUSTREG. They then show how to construct and manage portfolios by combining the expected return and risk models. Finally, readers learn how to perform hypothesis testing using Bayesian methods to add confidence when data mining from large financial databases.
Modern Portfolio Theory
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Author : Jack Clark Francis
language : en
Publisher: John Wiley & Sons
Release Date : 2013-01-18
Modern Portfolio Theory written by Jack Clark Francis 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 2013-01-18 with Business & Economics categories.
A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper "Portfolio Selection" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research done since MPT was created and presents all the MPT formulas and models using one consistent set of mathematical symbols. Opening with an informative introduction to the concepts of probability and utility theory, it quickly moves on to discuss Markowitz's seminal work on the topic with a thorough explanation of the underlying mathematics. Analyzes portfolios of all sizes and types, shows how the advanced findings and formulas are derived, and offers a concise and comprehensive review of MPT literature Addresses logical extensions to Markowitz's work, including the Capital Asset Pricing Model, Arbitrage Pricing Theory, portfolio ranking models, and performance attribution Considers stock market developments like decimalization, high frequency trading, and algorithmic trading, and reveals how they align with MPT Companion Website contains Excel spreadsheets that allow you to compute and graph Markowitz efficient frontiers with riskless and risky assets If you want to gain a complete understanding of modern portfolio theory this is the book you need to read.