000			01785cam a2200313 a 4500
003			CO-NeUS
005			20180209102715.0
008			050913s2004 enka b 001 0 eng d
020			_a9781904339694
040			_aCO-NeUS _cCO-NeUS _bEspañol
041			_aeng
082			_a332.632 _bSC326p _221
100	1		_aScherer, Bernd _983080
245	1	0	_aPortfolio construction and risk budgeting _cBernd Scherer.
250			_a3a. edición
264			_aLondon _bRisk Books _c©2007.
300			_axv, 318 páginas _bilustrado _c24 cm.
504			_aIncluye referencias bibliográficas e índice.
505			_aTraditional portfolio construction: Select issues -- Incorporating deviations from normality: Lower partial moments -- Portfolio resampling and estimation error -- Robust portfolio optimisation and estimation error -- Bayesian analysis and portfolio choice -- Testing portfolio construction methodologies out-of-sample -- Portfolio construction with transaction costs -- Portfolio optimisation with options: from the static replication of CPPI strategies to a more general framework -- Scenario optimisation -- Core-satellite investing: Budgeting active manages risk -- Benchmark-relative optimisation -- Removing long only constraints: 120/20 investing -- Index
650		0	_aAnalisis de inversiones _xModelo matemático _9100235
650		0	_aAdministración de cartera (finanzas) _xModelo matemático _999438
650		0	_aGestión del riesgo _xModelo matemático _9111696
650		0	_aRisk management _xMathematical models _9130760
650		0	_aAsignación de activos _9101143
650		0	_aPortfolio management _xMathematical models _9128158
650		0	_aInvestment analysis _xMathematical models _9114041
650		0	_aAsset _xAllocation _9101208
942			_cCG
999			_c35694 _d35694