Theory and methodology of tactical asset allocation Wai Lee
By: Lee, Wai
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New Hope Frank J. Fabozzi Associates ©2000Description: ix, 149 páginas ilustrado 24 cm.ISBN: 1883249724.Subject(s): Asset allocation -- Methodology | Asignación de activos -- MetodologíaDDC classification: 332.632042 | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.632042 / L477t (Browse shelf) | Ej.1 | Available | 8000022256 |
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| 332.632 / SC326p Portfolio construction and risk budgeting | 332.632 / T898f Fixed income securities | 332.632042 / F121f Floating-Rate Securities | 332.632042 / L477t Theory and methodology of tactical asset allocation | 332.632044 / N994s Strategic asset allocation in fixed-income markets | 332.632044 / Y68a A guide to fixed income analysis | 332.6322 / IA11o Options theory and trading |
Incluye referencias bibliográficas (p. 137-144) e índice
Introduction -- Tactical asset allocation: A portfolio theory perspective -- Performance measures -- Performance characteristics under imperfect information -- Bias therapy: Theory of signal filtering -- Portfolio construction I: Optimal aggressiveness factors -- Portfolio construction II: Black-litterman approach --Epilogue on portfolio construction
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