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Quantitative methods applied to asset management / guest editor: Giampaolo Gabbi.
- Format:
- Book
- Series:
- Managerial finance ; v. 32, no. 4
- Language:
- English
- Subjects (All):
- Auditing.
- Management.
- Physical Description:
- 1 online resource (122 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Bradford, England : Emerald Group Publishing, c2006.
- Language Note:
- English
- Summary:
- Applying strict quantitative methodology to management issues involving assets, intellectual capital or intangibles is notoriously difficult. This e-book provides an excellent exploration of these issues, and specifically analyses the optimization of asset management for pension funds, performance evaluation, fund management and strategies for portfolio optimization
- Contents:
- Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Fund management, intellectual capital, intangibles and private disclosure; Using analysts' earnings forecasts for country/industry-based asset allocation; Portfolio optimisation under changing risk via time-varying beta; Optimal asset management for pension funds; Performance evaluation considering the coskewness; Calls for papers
- Notes:
- Description based upon print version of record.
- ISBN:
- 1-280-50695-4
- 9786610506958
- 1-84544-943-6
- OCLC:
- 68968186
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