Modern Portfolio Management
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Modern Portfolio Management: Moving Beyond Modern Portfolio Theory
By Todd E. PetzelNaturally, spending rule calculations are based on these marks. In bull markets, this has produced rising endowment values and accelerating spending, even if the assets are not readily available to fund that spending.
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Modern Portfolio Management: Moving Beyond Modern Portfolio Theory
By Todd E. PetzelMany years ago there were “hard currencies” that were usually gold or silver, or if they were paper, they were convertible into gold or silver. For almost a hundred years sovereign currencies have been “fiat currencies,” which says that ...
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Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies
By Martin L. Leibowitz, Anthony Bova, Simon EmrichThis book shows how 130/30 strategies allow asset owners and asset managers to more fully exploit an active manager's information set.
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Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies
By Martin L. Leibowitz, Anthony Bova, Simon EmrichThis book shows how 130/30 strategies allow asset owners and asset managers to more fully exploit an active manager's information set.
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Modern Portfolio Management: from Markowitz to Probabilistic Scenario Optimisation
By Paolo SironiModern Portfolio Management provides a methodology for portfolio choice based upon modern risk management techniques and a clearer definition of the investment risk/return profile to feature goal-based investing and probabilistic scenario ...