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Marston, R. - Portfolio Design: A Modern Approach to Asset Allocation, ebook

Portfolio Design: A Modern Approach to Asset Allocation

Marston, R.


Along the way, it examines how returns on stocks, bonds, international equities, hedge funds, real estate, commodities, and the like all increase and are of added value to a portfolio when they are strategically allocated. Examines all of the major asset classes

Maringer, Dietmar - Portfolio Management with Heuristic Optimization, ebook

Portfolio Management with Heuristic Optimization

Maringer, Dietmar


Table of contents
1. Portfolio Management
2. Heuristic Optimization
3. Transaction Costs and Integer Constraints
4. Diversification in Small Portfolios
5. Cardinality Constraints for Markowitz Efficient Lines
6. The Hidden Risk of Value at Risk
7. Finding Relevant Risk Factors in Asset Pricing

Jr., John B. Guerard, - Handbook of Portfolio Construction, ebook

Handbook of Portfolio Construction

Jr., John B. Guerard,


Markowitz for the Masses: The Risk and Return of Equity and Portfolio Construction Techniques
John B. Guerard
2. Markowitz and the Expanding Definition of Risk: Applications of Multi-factor Risk Models
John B. Guerard
3. Markowitz Applications in the