Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey and Synthesis Series)

Michaud Robert O. Michaud Richard O.

ISBN 10: 0195331915 / ISBN 13: 9780195331912

Published by Oxford University Press, 2008

About this Item

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Bibliographic Details

• Title: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey and Synthesis Series)
• Publisher: Oxford University Press
• Publication Date: 2008
• Language: English
• ISBN 10: 0195331915
• ISBN 13: 9780195331912
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: New

About this title

Synopsis

Efficient Asset Management, now in its second edition, presents a highly intuitive yet rigorous approach to defining optimal portfolios. Through practical examples and illustrations, the authors, whose firm has been chosen to cosponsor the new Harry M. Markowitz Award, update the practice of optimization for modern investment management.

About the Author

Richard O. Michaud is President and Chief Investment Officer at New Frontier Advisors. His research and consulting has focused on asset allocation, investment strategies, global investment management, optimization, stock valuation, portfolio analysis, and trading costs. He is co-inventor and patentee of Resampled Efficiency optimization. He earned a Ph.D. in Mathematics from Boston University and taught investment management at Columbia University.

Robert O. Michaud, the co-inventor of the patented portfolio optimization processes, is the Managing Director of Research and Development at New Frontier Advisors. Mr. Michaud holds a Masters in Mathematics from Boston University and pursued a Ph.D. in finance from the Anderson School of Management at the University of California at Los Angeles before joining NFA. His research interests include risk models, empirical asset pricing, and international finance.