A practical guide to quantitative portfolio trading

DA Bloch - Available at SSRN 2543802, 2014 - papers.ssrn.com
We discuss risk, preference and valuation in classical economics, which led academics to
develop a theory of market prices, resulting in the general equilibrium theories. However, in …

ARFIMA ve FIGARCH yöntemlerinin Markowitz ortalama varyans portföy optimizasyonunda kullanılması: İMKB-30 endeks hisseleri üzerine bir uygulama

M Pekkaya - İstanbul Üniversitesi İşletme Fakültesi Dergisi, 2013 - dergipark.org.tr
Finans yazınında, Markowitz Ortalama Varyans portföy optimizasyon modeli için bazı
problemler söz konusudur. Bu problemlerden biri olan optimizasyon hesaplamalarında …

How much error is in the tracking error? The impact of estimation risk on fund tracking error

A Woodgate, AF Siegel - Journal of Portfolio Management, 2015 - search.proquest.com
The authors explain optimized portfolios' poor out-of-sample performance (to minimize
tracking error relative to a given benchmark, while achieving a specified expected excess …

[PDF][PDF] Europe's next model: Zur Bedeutung von Risikomessmodellen in Finanzmarktlehre,-aufsicht und-industrie

J Redak - PROKLA. Zeitschrift für kritische Sozialwissenschaft, 2011 - prokla.de
448 Vanessa Redak insbesondere Investment-und Pensionsfonds wiesen ein rasantes
Wachstum auf. Diese wechselseitige Interaktion zwischen Wirtschaft, Politik und …

Overview of active common stock portfolio strategies

FJ Fabozzi, SM Focardi, PN Kolm… - Handbook of …, 2008 - Wiley Online Library
Common stock portfolio strategies can be classified as active and passive. The selection of a
strategy depends on the risk tolerance of the investor and the investor's view of the efficiency …

[CITATION][C] Quantitative Analytics

APGTQ Portfolio - 2015

[CITATION][C] FRANK J. FABOZZI, PhD, CFA, CPA

SM FOCARDI - Handbook of Finance, Investment Management and …, 2008 - Wiley