Quantitative Fund Management

Author : M.A.H. Dempster
Publisher : CRC Press
ISBN 13 : 1420081926
Total Pages : 488 pages
Book Rating : 4.23/5 ( download)

DOWNLOAD NOW!

Download or read book Quantitative Fund Management written by M.A.H. Dempster and published by CRC Press. This book was released on 2008-12-22 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.

Author : E. J. Stavetski
Publisher : John Wiley & Sons
ISBN 13 : 0470464445
Total Pages : 327 pages
Book Rating : 4.41/5 ( download)

DOWNLOAD NOW!

Download or read book Managing Hedge Fund Managers written by E. J. Stavetski and published by John Wiley & Sons. This book was released on 2009-03-17 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: Invaluable insight into measuring the performance of today's hedge fund manager More and more institutional funds and high-net-worth assets are finding their way to hedge funds. This book provides the quantitative and qualitative measures and analysis that investment managers, investment advisors, and fund of fund managers need to allocate and monitor their client's assets properly. It addresses important topics such as Modern Portfolio Theory (MPT) and Post Modern Portfolio Theory (PMPT), choosing managers, watching performance, and researching alternate asset classes. Author Edward Stavetski also includes an appendix showing detailed case studies of hedge funds, and gives readers a road map to monitor their investments. Edward J. Stavetski (Wayne, PA) is Director of Investment Oversight for Wilmington Family Office, serving ultra high-net-worth families in strategic asset allocation, traditional and alternative investment manager selection, and oversight.

Author : Robert Alexander Taggart
Publisher :
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.57/5 ( download)

DOWNLOAD NOW!

Download or read book Quantitative Analysis for Investment Management written by Robert Alexander Taggart and published by . This book was released on 1996 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management. The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.

Author : Bernd Scherer
Publisher : Oxford University Press
ISBN 13 : 0199553432
Total Pages : 530 pages
Book Rating : 4.33/5 ( download)

DOWNLOAD NOW!

Download or read book The Oxford Handbook of Quantitative Asset Management written by Bernd Scherer and published by Oxford University Press. This book was released on 2012 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

Author : Ludwig B Chincarini
Publisher : McGraw Hill Professional
ISBN 13 : 9780071492386
Total Pages : 658 pages
Book Rating : 4.80/5 ( download)

DOWNLOAD NOW!

Download or read book Quantitative Equity Portfolio Management written by Ludwig B Chincarini and published by McGraw Hill Professional. This book was released on 2010-08-18 with total page 658 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.

Author : Bruce I. Jacobs
Publisher : McGraw Hill Professional
ISBN 13 : 9780071371339
Total Pages : 428 pages
Book Rating : 4.38/5 ( download)

DOWNLOAD NOW!

Download or read book EQUITY MANAGEMENT QUANTITIVE ANALYSIS written by Bruce I. Jacobs and published by McGraw Hill Professional. This book was released on 2000 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two pioneers and innovators in the money management field present their choice of groundbreaking, peer-reviewed articles on subjects including portfolio engineering and long-short investment strategy. More than just a collection of classic review pieces, however, Equity Management provides new material to introduce, interpret, and integrate the pieces, with an introduction that provides an authoritative overview of the chapters. Important and innovative, it is destined to become the "Graham and Dodd" of quantitative equity investing. About the Authors: Bruce I. Jacobs and Kenneth N. Levy are Principals of Jacobs Levy Equity Management. Based in Florham Park, New Jersey, Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Jacobs Levy currently manages over $15 billion in various strategies for a prestigious global roster of 50 corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations, including over 25 of Pensions & Investments' "Top 200 Pension Funds/Sponsors." Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and co-editor, with Ken Levy, of Market Neutral Strategies. He serves on the advisory board of the Journal of Portfolio Management. Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee and on the advisory board of POSIT.

Author : Wesley R. Gray
Publisher : John Wiley & Sons
ISBN 13 : 1118328078
Total Pages : 293 pages
Book Rating : 4.71/5 ( download)

DOWNLOAD NOW!

Download or read book Quantitative Value, + Web Site written by Wesley R. Gray and published by John Wiley & Sons. This book was released on 2012-12-26 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.

Author : Philip J. Romero
Publisher :
ISBN 13 : 9781947441064
Total Pages : 0 pages
Book Rating : 4.6X/5 ( download)

DOWNLOAD NOW!

Download or read book Hedge Fund Secrets written by Philip J. Romero and published by . This book was released on 2018-01-24 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hedge Fund Secrets provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of nonspecialist readers such as policy makers, journalists, and individual investors. The book is organized in modules to allow different readers to focus on the elements of this topic that most interest them. Its authors include a fund practitioner and a computer scientist (Balch), in collaboration with a public policy economist and finance academic (Romero).

Author : Christian L. Dunis
Publisher : John Wiley & Sons
ISBN 13 : 0470871342
Total Pages : 426 pages
Book Rating : 4.48/5 ( download)

DOWNLOAD NOW!

Download or read book Applied Quantitative Methods for Trading and Investment written by Christian L. Dunis and published by John Wiley & Sons. This book was released on 2004-01-09 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio

Author : Philip J. Romero
Publisher : Business Expert Press
ISBN 13 : 1631570900
Total Pages : 146 pages
Book Rating : 4.02/5 ( download)

DOWNLOAD NOW!

Download or read book What Hedge Funds Really Do written by Philip J. Romero and published by Business Expert Press. This book was released on 2014-08-22 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: What Hedge Funds Do provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of non-specialist readers such as policymakers, journalists, and individual investors. What do hedge funds really do? These lightly-regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each funds' approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies Beyond the book's instructional goals, What Hedge Funds Do provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of non-specialist readers such as policymakers, journalists, and individual investors. It is written by a fund practitioner and computer scientist (Balch), in collaboration with a public policy economist and finance academic (Romero).