Quantitative Fund Management - 9780367386146

CRC Press

Quantitative Fund ManagementAuthor(s): M.A.H. Dempster, Gautam Mitra, Georg Pflug\nFormat: Paperback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Chapman & Hall/CRC\nISBN-13: 9780367386146, 978-0367386146\nSynopsis\nThe First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels\n\nAddressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. \n\nA Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning \n\nThe first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption inv.