Jean-Luc Prigent – Portfolio Optimization & Perfomance Analysis
In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization.
Divided into four sections that mirror the book’s aims, this resource first describes the fundamental results of decision theory, including utility maximization and risk measure minimization. Covering both active and passive portfolio management, the second part discusses standard portfolio optimization and performance measures. The book subsequently introduces dynamic portfolio optimization based on stochastic control and martingale theory. It also outlines portfolio optimization with market frictions, such as incompleteness, transaction costs, labor income, and random time horizon. The final section applies theoretical results to practical portfolio optimization, including structured portfolio management. It details portfolio insurance methods as well as performance measures for alternative investments, such as hedge funds.
Taking into account the different features of portfolio management theory, this book promotes a thorough understanding for students and professionals in the field.
Get Download Jean-Luc Prigent – Portfolio Optimization & Perfomance Analysis at Offimc.click Now!
Delivery Information
- Upon ordering the product, a delivery email with download instructions will be sent immediately to you so that you may download your files. If you log in (or create an account) prior to purchase you will also be able to access your downloads from your account dashboard.
- It is a digital download, so please download the order items and save them to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link to you.
- If you don't receive the download link, please don’t worry about that. We will update and notify you as soon as possible from 8:00 AM – 8:00 PM (UTC+8).
- Please Contact Us if there are any further questions or concerns you may have. We are always happy to assist!
Reviews
There are no reviews yet.