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wyszukanych pozycji: 3
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efficient asset management: a practical guide to stock portfolio optimization and asset allocation
ISBN: 9780195331912 / Angielski / Twarda / 2008 / 144 str. Termin realizacji zamówienia: ok. 30 dni roboczych. In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of...
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, us...
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cena:
357,21 zł |
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Finance's Wrong Turns
ISBN: 9783031218651 / Angielski / Miękka / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. There is a foundational crisis in financial theory and professional investment practice: There is little, if any, credible evidence that active investment strategies and traditional institutional quantitative technologies are able to provide superior risk-adjusted, cost-adjusted return over investment relevant horizons. Economic and financial theory has been in error for more than fifty years and is the fundamental cause of the persistent ineffectiveness of professional asset management. Contemporary sociological and economic theory, agent-based modeling, and an appreciation of the... There is a foundational crisis in financial theory and professional investment practice: There is little, if any, credible evidence that active inv... |
cena:
173,87 zł |
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Finance's Wrong Turns: A New Foundation for Financial Markets, Asset Management, and Social Science
ISBN: 9783031218620 / Angielski / Twarda / 2022 / 138 str. Termin realizacji zamówienia: ok. 20 dni roboczych. There is a foundational crisis in financial theory and professional investment practice: There is little, if any, credible evidence that active investment strategies and traditional institutional quantitative technologies are able to provide superior risk-adjusted, cost-adjusted return over investment relevant horizons.Economic and financial theory has been in error for more than fifty years and is the fundamental cause of the persistent ineffectiveness of professional asset management. Contemporary sociological and economic theory, agent-based modeling, and an appreciation of the social...
There is a foundational crisis in financial theory and professional investment practice: There is little, if any, credible evidence that active invest...
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cena:
173,87 zł |
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