| 紀錄類型: |
書目-電子資源
: 單行本
|
| 副題名: |
insights from performance and risk analysis |
| 合作者: |
TerrazaVirginie, 1971- |
| 合作者: |
RazafitomboHery., |
| 出版地: |
Basingstoke |
| 出版者: |
Palgrave Macmillan; |
| 出版年: |
2013 |
| 面頁冊數: |
1 online resource. |
| 標題: |
Investments. - |
| 標題: |
Portfolio management. - |
| 標題: |
BUSINESS & ECONOMICS / Investments & Securities / General - |
| 電子資源: |
http://www.palgraveconnect.com/doifinder/10.1057/9781137273611 |
| 附註: |
Description based on publisher supplied information; title not viewed. |
| 摘要註: |
In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dyclmic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators. |
| ISBN: |
9781137273611electronic bk. |
| ISBN: |
1137273615electronic bk. |
| 內容註: |
The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon Fuzzy Risk Adjusted Performance Measures: Application in Finance The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds Prediction of Fund Failure through Performance Diagnostics The Alpha of the Market Timer Mutual Fund Rating: a Symbolic Data Approach Do Incentives Incentivize? Hedge Fund Fees Dyclmics and their Impact on Performance The Liability of the UCIT's Depositary. |