Optimal portfolio construction and active portfolio management including alternative investments

Authors :: Keel, Simon T.
Geering, Hans P.
Madan, Dilip B.
McNeil, Alexander J.
Publication Year :: 2006
Publisher :: IMRT Press, c/o Measurement and Control Laboratory, ETH Zentrum ML, 2006.
Abstract: ISBN:3-906483-10-X<br />ISBN:978-3-906483-10-8

Subjects :: STOCHASTISCHE REGELUNG (THEORIE DER REGELUNGSSYSTEME)
PORTFOLIO MANAGEMENT (UNTERNEHMENSFÜHRUNG)
PORTFOLIO MANAGEMENT (BUSINESS MANAGEMENT)
Economics
PORTFOLIOABSICHERUNG (OPERATIONS RESEARCH)
STOCHASTIC CONTROL (CONTROL SYSTEMS THEORY)
MATHEMATICAL MODELING/SCIENTIFIC MANAGEMENT
FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK
MODELLRECHNUNG/BETRIEBSWISSENSCHAFTEN
FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS
RISK MANAGEMENT (BUSINESS ECONOMICS)
PORTFOLIO INSURANCE (OPERATIONS RESEARCH)
RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT)
ddc:330

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