Buch

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Übersicht

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Verlag	:	Palgrave Macmillan UK
Buchreihe	:	Finance and Capital Markets Series
Sprache	:	Englisch
Erschienen	:	28. 11. 2001
Seiten	:	502
Einband	:	Gebunden
Höhe	:	229 mm
Breite	:	152 mm
Gewicht	:	948 g
ISBN	:	9780333926215
Sprache	:	Englisch

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Autorinformation

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FRANCES COWELL has been interested in applying quantitative techniques to portfolio management for many years. She now works in London for Vestek-Quantec, a subsidiary of Thomson Financial. Before joining Quantec in 1998, she was part of the Quantitative Investments team at NatWest Investment Management in Sydney, where she was responsible for domestic and international indexed equity portfolios and indexed balanced portfolios.

Inhaltsverzeichnis

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Introduction The Traditional Approach CAPM: The Basis for Most Quantitative Techniques in Investment Management Quantitative Asset Allocation Models: Strategic and Tactical Portfolio Protection Capital Guaranteed Portfolios Passive Asset Allocation Quantitative Stock Selection Models for Domestic Portfolios Quantitative Stock Section Models for International Portfolios Optimised Stock Selection Indexation Bonds and Fixed Interest Market Neutral (Hedge) Portfolios Completion Portfolio Management Basket Trading Performance The Use of Software in Investment Management Trends in Investment Management Summary: Tradition vs Quantitative Appendices Futures Forwards Swaps Options Convertible Notes Glossary

Deine Buchhandlung

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