[BOOK][B] Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi - 2007 - books.google.com
Praise for Robust Portfolio Optimization and Management" In the half century since Harry
Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have …
Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have …
[BOOK][B] Portfolio choice problems: An introductory survey of single and multiperiod models
N Chapados - 2011 - books.google.com
This brief offers a broad, yet concise, coverage of portfolio choice, containing both
application-oriented and academic results, along with abundant pointers to the literature for …
application-oriented and academic results, along with abundant pointers to the literature for …
Portfolio risk management with CVaR-like constraints
A current research stream in the portfolio allocation literature develops models that take into
account the asymmetric nature of asset return distributions. Our paper contributes to this …
account the asymmetric nature of asset return distributions. Our paper contributes to this …
Risk management for asset managers: A test of relative VaR
D Maspero, F Saita - Journal of Asset Management, 2005 - Springer
Estimating ex ante the potential tracking error of a fund through a Relative VaR measure is
an important tool for fund managers. This paper tests the accuracy of Relative VaR and …
an important tool for fund managers. This paper tests the accuracy of Relative VaR and …
[PDF][PDF] TRADITIONAL VS. VAR MEASURES FOR PERFORMANCE EVALUATION OF MUTUAL FUNDS: A REVIEW
A Sahi - apeejay.edu
This paper tends to culminate the plethora of research already conducted on various
traditional as well as modern measures to evaluate the mutual fund performance. The aim of …
traditional as well as modern measures to evaluate the mutual fund performance. The aim of …
[HTML][HTML] 詳目顯示
MYI FU - 2009 - ndltd.ncl.edu.tw
隨著時代潮流與科技發展的演進, 關係行銷(relationship marketing) 是相當熱門且重要的行銷
觀念, 關係行銷不但針對不同的顧客提供不同的產品組合, 還著眼在與顧客建立長遠的穩固關係 …
觀念, 關係行銷不但針對不同的顧客提供不同的產品組合, 還著眼在與顧客建立長遠的穩固關係 …
[CITATION][C] Thomas SY Ho 3 and Sang Bin Lee 4
CF Lee, AC Lee - Springer