Advances in Portfolio Construction and Implementation
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20

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Published By Elsevier

9780750654487

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Index

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50019-7 ◽

2003 ◽

pp. 357-365

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Balancing growth and shortfall probability in continuous time active portfolio management

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50012-4 ◽

2003 ◽

pp. 258-268

Author(s):

Sid Browne

Keyword(s):

Portfolio Management ◽

Continuous Time ◽

Active Portfolio Management

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Portfolio construction from mandate to stock weight

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50004-5 ◽

2003 ◽

pp. 55-94

Author(s):

Julian Coutts

Keyword(s):

Portfolio Construction

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Using genetic algorithms to construct portfolios

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50007-0 ◽

2003 ◽

pp. 135-160 ◽

Author(s):

T Wilding

Keyword(s):

Genetic Algorithms

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The mean-downside risk portfolio frontier

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50014-8 ◽

2003 ◽

pp. 290-309 ◽

Author(s):

Gustavo M de Athaye

Keyword(s):

Downside Risk ◽

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Modelling directional hedge funds-mean, variance and correlation with tracker funds

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50009-4 ◽

2003 ◽

pp. 193-214

Author(s):

Emmanuel Acar

Keyword(s):

Hedge Funds ◽

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Near-uniformly distributed, stochastically generated portfolios

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50008-2 ◽

2003 ◽

pp. 161-192 ◽

Author(s):

Richard Dawson ◽

Richard Young

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Enhanced indexation

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50005-7 ◽

2003 ◽

pp. 95-124 ◽

Author(s):

Alan Scowcroft ◽

James Sefton

Keyword(s):

Enhanced Indexation

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Predicting portfolio returns using the distributions of efficient set portfolios

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50018-5 ◽

2003 ◽

pp. 342-355

Keyword(s):

Efficient Set ◽

Portfolio Returns

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Some exact results for efficient portfolios with given returns

Advances in Portfolio Construction and Implementation ◽

10.1016/b978-075065448-7.50015-x ◽

2003 ◽

pp. 310-325 ◽

Author(s):

G.H. Hillier ◽

S.E. Satchell

Keyword(s):

Exact Results ◽

Efficient Portfolios

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