Professional Investment Portfolio Management
Boosting Performance with Machine-Made Portfolios and Stock Market Evidence
- Publisher's listprice EUR 64.19
-
26 622 Ft (25 355 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 20% (cc. 5 324 Ft off)
- Discounted price 21 298 Ft (20 284 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
26 622 Ft
Availability
printed on demand
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher Springer Nature Switzerland
- Date of Publication 4 February 2025
- Number of Volumes 1 pieces, Book
- ISBN 9783031481710
- Binding Paperback
- See also 9783031481680
- No. of pages255 pages
- Size 235x155 mm
- Language English
- Illustrations XXX, 255 p. 74 illus., 51 illus. in color. Illustrations, black & white 635
Categories
Long description:
Professional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios offered to clients. Unlike other books in this area, the authors utilize revolutionary asset pricing methods and models to analyze data for U.S. stocks and show how to apply them to the problem of creating highly diversified portfolios that are efficient in terms of returns per unit risk.
Table of Contents:
Part I: Introduction.- Chapter 1: Portfolio Theory and Practice.- Part II: Previous Asset Pricing Models.- Chapter 2: General Equilibrium Asset Pricing Models.- Chapter 3: Multifactor Asset Pricing Models.- Part III: The ZCAPM.- Chapter 4: A New Asset Pricing Model: The ZCAPM.- Chapter 5: The Empirical ZCAPM.- Part IV: Portfolio Performance.- Chapter 6: Portfolio Performance Measures.- Part V: Building Stock Portfolios with the ZCAPM.- Chapter 7: Building the Global Minimum Variance Portfolio G.- Chapter 8: Net Long Portfolio Performance Analyses.- Chapter 9: Net Long Portfolio Risk Analyses.- Chapter 10: Long Only Efficient Portfolios.- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola.- Chapter 12: Mutual fund portfolios.- Part VI: Conclusion.- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.
More
Sekaiichi Hatsukoi 9: Boyslove-Story in der Manga-Redaktion
4 147 HUF
3 940 HUF
Neu-Jerusalem: Gedicht
8 253 HUF
7 840 HUF
Grooming
4 555 HUF
4 191 HUF
