Titlebook: Asset Management and Institutional Investors; Ignazio Basile,Pierpaolo Ferrari Book 20161st edition The Editor(s) (if applicable) and The

倫理學(xué)

Strategic Asset Allocation with Mean-Variance Optimisation in-depth analysis of asset allocation methods, illustrating the different theoretical and operational solutions available to institutional investors. This chapter focuses on the concepts and applications of traditional approaches to asset allocation, based on Mean-Variance Optimisation, with a focu

災(zāi)難

Methods and Tools for Portfolio Selectionpic of portfolio selection to the fore, since it is obvious that when presented with a variety of long-term investment options which cannot be ranked (being all optimal), we face a problem of choice and selection. This chapter illustrates the methods and instruments for portfolio selection available

narcissism

Alternative Approaches to Traditional Mean-Variance Optimisationonstruction and the extreme sensitivity of Markowitz portfolios to estimation errors. In recent years, having become aware of these problems, academics, practitioners and institutional investors have re-evaluated existing strategies or promoted new approaches to portfolio construction that no longer

MITE

Gratuitous

BACLE

Performance Attributiontter understood by investigating the positioning and the objective of performance attribution. With regard to the former, it must be said that in logical and operational terms, performance attribution occurs after the measurement, over a given time period, of the relative performance of the actual p

arabesque

比喻好

Hedge Fundsnt vehicles are investigated, with a focus on the adoption of manager remuneration schemes based on their participation in the performance achieved using the high watermark mechanism. The option-like structure of this contractual formula may involve a potential conflict of interest between managers

NORM

figment