Quantitative Fund Management

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Introduction xiii
PART 1  Dynamic Financial Planning

CHAPTER 1 Trendsin Quantitative Equity Management: SurveyResults
CHAPTER 2 Portfolio Optimization under the Value-at-Risk Constraint
CHAPTER 3  DynamicConsumptionand Asset Allocation with Derivative Securities
CHAPTER 4 Volatility-Induced Financial Growth
CHAPTER 5 Constant Rebalanced Portfolios and Side-Information
CHAPTER 6  Improving Performance for Long-TermInvestors: Wide Diversification,Leverage and Overlay Strategies
CHAPTER 7  StochasticProgramming for Funding Mortgage Pools
CHAPTER 8  Scenario-Generation Methods for an Optimal Public Debt Strategy
CHAPTER 9  Solving ALM Problems via Sequential Stochastic Programming
CHAPTER 10  Designing Minimum Guaranteed Return Funds


PART 2  PortfolioConstructionandRiskManagement

CHAPTER 11 DC Pension Fund Bench marking with Fixed-Mix PortfolioOptimization
CHAPTER 12 Coherent Measures o fRisk in Everyday Market Practice
CHAPTER 13 Higher Moment Coherent Ris kMeasures
CHAPTER 14 On the Feasibility of Portfolio Optimizatio nunder Expected Shortfall
CHAPTER 15 Stability Analysis of Portfolio Management with Conditional Value-at-Risk
CHAPTER 16  Stress Testingfor VaR and CVaR
CHAPTER 17  Stable Distributions in the Black -Litterman Approach to Asset Allocation
CHAPTER 18 Ambiguity in Portfolio Selection
CHAPTER 19  Mean-Risk Models Using Two Risk Measures: A Multi-ObjectiveApproach
CHAPTER 20  Implied Non-Recombining Treesand Calibration for the Volatility Smile

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：Quantitative QUANTITATIV Management Managemen Manage Management Fund Quantitative

非常好的书，谢谢！！

点赞感谢分享