| 书目名称 | Handbook of Portfolio Construction | | 副标题 | Contemporary Applica | | 编辑 | John B. Guerard | | 视频video | | | 概述 | Includes supplementary material: | | 图书封面 |  | | 描述 | .Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today’s most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications. . | | 出版日期 | Book 2010 | | 关键词 | Asset Pricing; Futures; Investment; Mutual Fund Performance; Portfolio; Portfolio Management; Portfolio Mo | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-77439-8 | | isbn_softcover | 978-1-4899-8302-2 | | isbn_ebook | 978-0-387-77439-8 | | copyright | Springer-Verlag US 2010 |
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发表于 2025-3-21 17:38:41
