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Quantitative Fund Management - 9781420081916

Un libro in lingua di Dempster M. A. H. (EDT) Mitra Gautum (EDT) Pflug Georg (EDT) edito da Taylor & Francis, 2008

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Two special issues of the journal Quantitative Finance are presented here, shedding light on quantitative fund management at both the strategic and one-period tactical levels. Part 1 showcases theory and methods of dynamic financial planning, and Part 2 focuses on tactical financial planning and risk management. Taken together, the papers consider optimal portfolio choice for wealth maximization together with integrated risk management using axiomatically defined risk measures. A number of chapters discuss real-life implementations of solutions to fund management problems, such as equity trading, pension funds, mortgage funding, and guaranteed investment products. Novel applications of stochastic programming to quantitative fund management are also considered. Contributors are academics and practitioners. Dempster is affiliated with the Center for Financial Research at the University of Cambridge, UK. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com)

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