The Sortino Framework For Constructing Portfolios
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The Sortino Framework For Constructing Portfolios
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Author : Frank A. Sortino
language : en
Publisher: Elsevier
Release Date : 2009-11-27
The Sortino Framework For Constructing Portfolios written by Frank A. Sortino and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-27 with Business & Economics categories.
The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on future returns.The Sortino method presents an innovative change from this traditional approach. Rather than using the client's risk as the main factor, this method uses the client's desired return. - Only book to describe the Sortino method and Desired Target ReturnTM in a way that enables portfolio managers to adopt the method - Software to implement the portfolio construction method is included free of charge to book buyers on a password protected Elsevier website. Book buyers can use the software to construct portfolios using this method right away, in real time. They can also load in their current portfolios and measure them against these measures - The Sortino method has been tested over 20 years at the Pension Research Institute. Portfolio managers can be confident of the success of the method, even returns in the economic crisis, in which the method has still beaten all S&P benchmarks
Muscular Portfolios
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Author : Brian Livingston
language : en
Publisher: BenBella Books
Release Date : 2018-10-09
Muscular Portfolios written by Brian Livingston and has been published by BenBella Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-09 with Business & Economics categories.
Muscular Portfolios is here to change the investing game — and help you leave stress behind with a stronger, smarter approach to investing. For decades, the financial services industry has sold risky investments, claiming that this was the only path to large gains. But this strategy is highly vulnerable to big losses that can devastate your portfolio. Today, there's a better approach. It combines the latest academic research in finance with the new ultra-low-cost index funds (exchange-traded funds). The result is an approach that provides market-like returns with dramatically smaller losses and requires only 15 minutes a month or less. Muscular Portfolios lays out the basic principles of this kind of investing so you can manage your own money successfully — without turning it into your second job. Investigative journalist Brian Livingston takes you behind the curtain of Wall Street and lays out a game-changing approach to investing: Muscular Portfolios, which are easy-to-use financial strategies you can set up yourself, even if you have no investment experience at all. Filled with helpful illustrations, compelling evidence, and simple, no-nonsense instructions, Muscular Portfolios is a resource, not a sales pitch. There are no financial products to buy, no secret formula to pay for. Everything is fully disclosed in bite-sized steps — and on a totally free website — that you can start using today to grow your wealth. Driven by cutting-edge investment research and backed by extensive market testing, Muscular Portfolios will revolutionize investing for families and individual investors.
Optimizing Optimization
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Author : Stephen Satchell
language : en
Publisher: Academic Press
Release Date : 2009-09-19
Optimizing Optimization written by Stephen Satchell and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-19 with Business & Economics categories.
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance. - Presents a unique "confrontation" between software engineers and academics - Highlights a global view of common optimization issues - Emphasizes the research and market challenges of optimization software while avoiding sales pitches - Accentuates real applications, not laboratory results
Extreme Events In Finance
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Author : Francois Longin
language : en
Publisher: John Wiley & Sons
Release Date : 2016-10-17
Extreme Events In Finance written by Francois Longin 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 2016-10-17 with Business & Economics categories.
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
Proceedings Of The 2022 6th International Seminar On Education Management And Social Sciences Isemss 2022
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Author : Ghaffar Ali
language : en
Publisher: Springer Nature
Release Date : 2023-09-16
Proceedings Of The 2022 6th International Seminar On Education Management And Social Sciences Isemss 2022 written by Ghaffar Ali and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-16 with Education categories.
This is an open access book. The aim of 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022) is to bring together innovative academics and industrial experts in the field of Education, Management and Social Sciences to a common forum. The primary goal of the conference is to promote research and developmental activities in Education, Management and Social Sciences and another goal is to promote scientific information interchange between researchers, developers, students, and practitioners working all around the world. The conference will be held every year to make it an ideal platform for people to share views and experiences in Education, Management and Social Sciences and related areas.
Asset Management And Institutional Investors
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Author : Ignazio Basile
language : en
Publisher: Springer
Release Date : 2016-07-27
Asset Management And Institutional Investors written by Ignazio Basile and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-27 with Business & Economics categories.
This book analyses investment management policies for institutional investors. It is composed of four parts. The first one analyses the various types of institutional investors, institutions which, with different objectives, professionally manage portfolios of financial and real assets on behalf of a wide variety of individuals. This part goes on with an in-depth analysis of the economic, technical and regulatory characteristics of the different types of investment funds and of other types of asset management products, which have a high rate of substitutability with investment funds and represent their natural competitors. The second part of the book identifies and investigates the stages of the investment portfolio management. Given the importance of strategic asset allocation in explaining the ex post performance of any type of investment portfolio, this part provides an in-depth analysis of asset allocation methods, illustrating the different theoretical and operational solutions available to institutional investors. The third part describes performance assessment, its breakdown and risk control, with an in-depth examination of performance evaluation techniques, returns-based style analysis approaches, and performance attribution models. Finally, the fourth part deals with the subject of diversification into alternative asset classes, identifying the common characteristics and their possible role within the framework of investment management policies. This part analyses hedge funds, private equity, real estate, commodities, and currency overlay techniques.
Quantitative Portfolio Construction
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Author : William Johnson
language : en
Publisher: HiTeX Press
Release Date : 2024-10-15
Quantitative Portfolio Construction 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 2024-10-15 with Business & Economics categories.
"Quantitative Portfolio Construction: Balancing Risk and Reward with Precision" is a masterfully crafted guide that merges cutting-edge quantitative strategies with the timeless principles of finance. Ideal for both novices and seasoned investors, this book illuminates the complexities of portfolio management through a systematic approach, emphasizing the critical role of data-driven decision-making. Readers will find themselves adept at harnessing mathematical models and sophisticated algorithms to enhance asset allocation and risk management, enabling the construction of portfolios that are resilient in diverse market conditions. With clarity and depth, the book traverses a wide spectrum of topics, from the foundational elements of financial markets to the nuances of algorithmic trading and behavioral finance. Each chapter meticulously builds on the last, ensuring a comprehensive understanding of modern portfolio theory, machine learning applications, and sustainable investing. The practical insights offered empower readers to leverage advanced techniques, such as backtesting and optimization, fostering confidence in their ability to craft portfolios that balance risk and reward effectively. By the conclusion, readers are not only equipped with actionable knowledge but are also inspired to embrace the evolving paradigms of quantitative finance, poised to make informed, impactful decisions in their investment endeavors.
Proceedings Of Fourth International Conference On Computing And Communication Networks
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Author : Akshi Kumar
language : en
Publisher: Springer Nature
Release Date : 2025-07-02
Proceedings Of Fourth International Conference On Computing And Communication Networks written by Akshi Kumar and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-02 with Technology & Engineering categories.
This book includes selected peer-reviewed papers presented at fourth International Conference on Computing and Communication Networks (ICCCN 2024), held at Manchester Metropolitan University, UK, during 17–18 October 2024. The book covers topics of network and computing technologies, artificial intelligence and machine learning, security and privacy, communication systems, cyber physical systems, data analytics, cyber security for industry 4.0, and smart and sustainable environmental systems.
No 33 219 2014
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Author :
language : ru
Publisher: Litres
Release Date : 2017-05-20
No 33 219 2014 written by and has been published by Litres this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-20 with Business & Economics categories.
Научно-практический журнал – информационно-аналитическое издание, посвященное вопросам повышения эффективности управления финансами как на макро-, так и на микроуровнях экономики.Отличительной особенностью публикаций является ориентация на передовые научные исследования и акцент на практическое применение их в сфере бизнеса.В номере:– Инвестиционный портфель управляющей компании как единица принятия решений– Влияние кредитного канала на экономический рост в стране– Перспективные направления развития туристического бизнеса в России– Бюджетирование, ориентированное на результат: формирование финансовых резервов– Анализ факторов риска при финансировании на региональном уровнеи многое другое!
Integrated Uncertainty In Knowledge Modelling And Decision Making
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Author : Van-Nam Huynh
language : en
Publisher: Springer Nature
Release Date : 2025-05-02
Integrated Uncertainty In Knowledge Modelling And Decision Making written by Van-Nam Huynh and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-02 with Computers categories.
This two-volume set constitutes the proceedings of the 11th International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making, IUKM 2025, held in Ho Chi Minh City, Vietnam, during March 17-19, 2025. The 55 full papers in this book were carefully reviewed and selected from 116 submissions. They were organized in topical sections as follows: Part I: Invited Talks; Machine Learning; Pattern Recognition and Data Analysis; Applications. Part II: Uncertainty Management and Decision Making; Optimization and Statistical Methods; Applications.