Advances in Portfolio Construction and Implementation

Scowcroft, Alan

ISBN 10: 0080971865 / ISBN 13: 9780080971865

Published by Butterworth-Heinemann, 2011

About this Item

NEW. SHIPS FROM MULTIPLE LOCATIONS.

Seller Inventory # ERICA82900809718656

Bibliographic Details

• Title: Advances in Portfolio Construction and Implementation
• Publisher: Butterworth-Heinemann
• Publication Date: 2011
• Language: English
• ISBN 10: 0080971865
• ISBN 13: 9780080971865
• Binding: paperback
• Condition: New
• Book Type: book

About this title

Synopsis

Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Although not designed as an academic text, it should be useful to graduate students in finance.

About the Author

Alan is a Managing Director and the Global Head of Equities Quantitative Research at UBS Warburg. Since joining UBS Phillips & Drew as an econometrician in 1984, he has worked on every aspect of quantitative modelling from stock valuation to asset allocation. He has been closely associated with the pioneering work on equity style and portfolio analysis developed by UBS Warburg. Alan was educated at Ruskin College, Oxford and Wolfson College, Cambridge where he was awarded the Jennings prize for academic achievement.