Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Michaud, Richard O.

ISBN 10: 0875847439 ISBN 13: 9780875847436
Published by Oxford University Press, 1998
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Synopsis:

This book describes the problems of mean-variance optimization as a practical tool of institutional asset management. It reviews various proposed alternatives to mean-variance optimization and describes their limitations. The goal is to define an optimization process that validly reflects investment insights while maintaining the rigor, informational breadth, and convenience that mean-variance optimization provides.

About the Author:
Richard Michaud is a senior vice president of Acadian Asset Management in Boston, a director of the Institute for Quantitative Research in Finance, and an editorial board member of the Financial Analysts Journal.

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Bibliographic Details

Title: Efficient Asset Management: A Practical ...
Publisher: Oxford University Press
Publication Date: 1998
Binding: hardcover
Condition: Very Good

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Michaud, Richard O.
Published by OUP USA, 1998
ISBN 10: 0875847439 ISBN 13: 9780875847436
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Published by Oxford University Press, 1998
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Hardcover. Condition: Very Good. Efficient Asset Management:: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey and Synthesis) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9780875847436

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