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eBook - PDF
Portfolio Optimization and Performance Analysis
Jean-Luc Prigent
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- 456 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Portfolio Optimization and Performance Analysis
Jean-Luc Prigent
Book details
Table of contents
Citations
About This Book
In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, cont
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Yes, you can access Portfolio Optimization and Performance Analysis by Jean-Luc Prigent in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- Title
- Copyright
- Preface
- Contents
- List of Tables
- List of Figures
- Part I: Utility and risk analysis
- Chapter 1: Utility theory
- Chapter 2: Risk measures
- Part II: Standard portfolio optimization
- Chapter 3: Static optimization
- Chapter 4: Indexed funds and benchmarking
- Chapter 5: Portfolio performance
- Part III: Dynamic portfolio optimization
- Chapter 6: Dynamic programming optimization
- Chapter 7: Optimal payoff profiles and long-term management
- Chapter 8: Optimization within specific markets
- Part IV: Structured portfolio management
- Chapter 9: Portfolio insurance
- Chapter 10: Optimal dynamic portfolio with risk limits
- Chapter 11: Hedge funds
- Appendix A: Appendix A: Arch Models
- Appendix B: Appendix B: Stochastic Processes
- References
- Symbol Description
- Index