MARC details
| 000 -LEADER |
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| fixed length control field |
05748nam a22004335i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-387-77439-8 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20251006084414.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100507s2010 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387774398 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
99780387774398 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-0-387-77439-8 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Guerard, John B. |
| Relator term |
editor. |
| 245 10 - TITLE STATEMENT |
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| Title |
Handbook of Portfolio Construction |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by John B. Guerard. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boston, MA : |
| Name of producer, publisher, distributor, manufacturer |
Springer US, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Markowitz for the Masses: Portfolio Construction Techniques -- Markowitz for the Masses: The Risk and Return of Equity and Portfolio Construction Techniques -- Markowitz and the Expanding Definition of Risk: Applications of Multi-factor Risk Models -- Markowitz Applications in the 1990s and the New Century: Data Mining Corrections and the 130/30 -- Markowitz's Mean-Variance Rule and the Talmudic Diversification Recommendation -- On the Himalayan Shoulders of Harry Markowitz -- Models for Portfolio Revision with Transaction Costs in the Mean-Variance Framework -- Principles for Lifetime Portfolio Selection: Lessons from Portfolio Theory -- Harry Markowitz and the Early History of Quadratic Programming -- Ideas in Asset and Asset-Liability Management in the Tradition of H.M. Markowitz -- Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration -- Robust Portfolio Construction -- Owitz and the Expanding Definition of Risk: Applications of Multi-Factor Risk Models -- Applying Markowitz's Critical Line Algorithm -- Factor Models in Portfolio and Asset Pricing Theory -- Applications of Markowitz Portfolio Theory To Pension Fund Design -- Global Equity Risk Modeling -- What Matters Most in Portfolio Construction? -- Risk Management and Portfolio Optimization for Volatile Markets -- Applications of Portfolio Construction, Performance Measurement, and Markowitz Data Mining Corrections Tests -- Linking Momentum Strategies with Single-Period Portfolio Models -- Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz -- Evaluating Hedge Fund Performance: A Stochastic Dominance Approach -- Multiportfolio Optimization: A Natural Next Step -- Alternative Model to Evaluate Selectivity and Timing Performance of Mutual Fund Managers: Theory and Evidence -- Case Closed -- Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models -- Distortion Risk Measures in Portfolio Optimization -- A Benefit from the Modern Portfolio Theory for Japanese Pension Investment -- Private Valuation of Contingent Claims in a Discrete Time/State Model -- Volatility Timing and Portfolio Construction Using Realized Volatility for the S&P500 Futures Index -- The Application of Modern Portfolio Theory to Real Estate: A Brief Survey -- Erratum. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
"Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techniques to portfolio construction." --Burton G. Malkiel, author of A Random Walk Down Wall Street "Harry Markowitz revolutionized investment management more than a half-century ago by presenting the first rigorous method for selecting 'optimal' portfolios. This Handbook is an invaluable collection that encapsulates subsequent research and practical advances in portfolio optimization. Today, some variant of Markowitz' formulation is followed by the vast majority of sophisticated investment managers while various related concepts such as the 'Sharpe Ratio' are widely employed to judge performance. Included herein are chapters by many of the most notable scholars that have added to Markowitz' original formulation. Some chapters present particular refinements that account for complexities introduced by transaction costs, multiple periods, fat-tailed return distributions, higher moments (such as skewness), multiple risk factors, and recalcitrant data. Other chapters illustrate Markowitz-like techniques in specific applications such as hedge funds, pension funds, and real estate. Every professional investment manager is certain to find chapters with immediate application to his or her particular problem of the moment. It will be, I predict, one of the most used reference volumes in the investment management industry." --Richard Roll, Japan Alumni Chair in Finance, UCLA Anderson School of Management "Before Markowitz, 'finance' referred to financial accounting. But he showed us how to quantify uncertainty. The papers in this book demonstrate how far modern finance has come since he invented it." --Jack Treynor, President, Treynor Capital Management, and author of Treynor on Institutional Investing |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
ECONOMICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
FINANCE. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
BANKS AND BANKING. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
ECONOMICS/MANAGEMENT SCIENCE. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
FINANCIAL ECONOMICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
QUANTITATIVE FINANCE. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
FINANCE /BANKING. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387774381 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-0-387-77439-8">http://dx.doi.org/10.1007/978-0-387-77439-8</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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| -- |
ZDB-2-SBE |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
