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Amenc, Noel

Portfolio Theory and Performance Analysis

Amenc, Noel - Portfolio Theory and Performance Analysis, ebook

126,50€

Ebook, PDF with Adobe DRM
ISBN: 9780470858752
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Printing84 pages with an additional page accrued every 9 hours, capped at 84 pages
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For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory.

In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession.

  • Allows the professionals, whether managers or investors, to take a step back and clearly separate true innovations from mere improvements to well-known, existing techniques
  • Puts into context the importance of innovations with regard to the fundamental portfolio management questions, which are the evolution of the investment management process, risk analysis and performance measurement
  • Takes the explicit or implicit assumptions contained in the promoted tools into account and, by so doing, evaluate the inherent interpretative or practical limits

Keywords: BUSINESS & ECONOMICS / Investments & Securities BUS036000

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2003
Language
en
Edition
1
Page amount
280 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470858752
Printed ISBN
9780470858745

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