Optimal Portfolio Modeling

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Optimal Portfolio Modeling

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Author : Philip McDonnell
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-13

Optimal Portfolio Modeling written by Philip McDonnell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-13 with Business & Economics categories.

Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio.

The Var Modeling Handbook Practical Applications In Alternative Investing Banking Insurance And Portfolio Management

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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2010-02-22

The Var Modeling Handbook Practical Applications In Alternative Investing Banking Insurance And Portfolio Management written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-22 with Business & Economics categories.

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time—a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets. The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features The experience of 40 internationally recognized experts Useful perspectives from a wide range of practitioners, researchers, and academics Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world. Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

Spreadsheet Modeling In Investments

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Author : Craig W. Holden
language : en
Publisher:
Release Date : 2002

Spreadsheet Modeling In Investments written by Craig W. Holden and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.

For graduate courses in investments. Spreadsheet Modeling in Investments teaches students how to build financial models in Excel. This book and CD provides step-by-step instructions so that students can build models themselves (active learning), rather than handing students canned "templates" (passive learning). The spreadsheet models progress from simple examples to practical, real-world applications.

Excel Modeling In Investments

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Author : Craig W. Holden
language : en
Publisher: Prentice Hall
Release Date : 2005

Excel Modeling In Investments written by Craig W. Holden and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.

This book with accompanying CD-ROM gives readers the necessary information and skills they'll need to build step-by-step financial models in Excel. Updated coverage keeps this book current and relevant, and practical, real-world examples provide exciting learning opportunities. The book progresses from simple examples to more complex topics, including Portfolio Optimization that uses real data on 20 stocks to calculate the efficient frontier, the tangent line, the weights of the tangent portfolio, and then graph everything; US Yield Curve Dynamics that shows a movie of 30 years of monthly zero-coupon yield curves highlighting the dynamics of the US yield curve history; and a 50-Period Binomial Option Pricing model using a stock volatility that readers can estimate from real data. Other subjects addressed are bonds/fixed income securities; stocks/security analysis; and options/futures/derivatives. An excellent resource tool for security and stock analysts, brokers, and financial planners.

Portfolio Selection With Parameter And Model Uncertainty

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Author : Lorenzo Garlappi
language : en
Publisher:
Release Date : 2005

Portfolio Selection With Parameter And Model Uncertainty written by Lorenzo Garlappi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business enterprises categories.

Advanced Stochastic Models Risk Assessment And Portfolio Optimization

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Author : Svetlozar T. Rachev
language : en
Publisher: Wiley
Release Date : 2008-02-25

Advanced Stochastic Models Risk Assessment And Portfolio Optimization written by Svetlozar T. Rachev and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-25 with Business & Economics categories.

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.

Modern Portfolio Theory And Investment Analysis

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Author : Edwin J. Elton
language : en
Publisher:
Release Date : 1995-01-19

Modern Portfolio Theory And Investment Analysis written by Edwin J. Elton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-19 with Business & Economics categories.

This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. There are new chapters on financial securities and financial markets, together with advice on the use of arbitrary pricing theory, bond management and more.

Issues In Modeling Forecasting And Decision Making In Financial Markets

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Author : Władysław Milo
language : en
Publisher:
Release Date : 2005

Issues In Modeling Forecasting And Decision Making In Financial Markets written by Władysław Milo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Stock price forecasting categories.

Dynamic Economic Models And Optimal Control

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Author : Gustav Feichtinger
language : en
Publisher: North Holland
Release Date : 1992

Dynamic Economic Models And Optimal Control written by Gustav Feichtinger and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.

This is the fourth issue in a series of volumes on optimal control theory and its economic applications. This volume reflects the important role which optimal control theory and differential games play in economics and management science. They provide powerful tools for the analysis of intertemporal decision processes arising in economics. The first part of the volume deals with optimal control theory and its applications to economics. The second part contains a selection of contributions to applied dynamic game theory. Finally, in the third part the strange behaviour of various nonlinear dynamical systems is investigated. It illustrates the fact that persistent oscillations and chaos play an increasing role in mathematical economics. In addition to including chaos theory a second innovation in this fourth volume of the series is that for the first time selected discussion remarks have been attached as addenda to some of the contributions.

Journal Of Econometrics Computation In Econmetric Models

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Author : Warren T. Dent
language : en
Publisher:
Release Date : 1980

Journal Of Econometrics Computation In Econmetric Models written by Warren T. Dent and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with categories.