Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
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16

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Published By Palgrave Macmillan UK

9781349509447, 9780230512856

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Quantitative Portfolio Optimisation and Efficient Portfolios

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_6 ◽

2003 ◽

pp. 97-137

Author(s):

Mikkel Rasmussen

Keyword(s):

Portfolio Optimisation ◽

Efficient Portfolios

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Sector Rotation

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_13 ◽

2003 ◽

pp. 291-314

Author(s):

Mikkel Rasmussen

Keyword(s):

Sector Rotation

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Refining the Qrmcsaa Model

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_11 ◽

2003 ◽

pp. 239-272

Author(s):

Mikkel Rasmussen

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Portfolio Characterisation

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_5 ◽

2003 ◽

pp. 73-96

Author(s):

Mikkel Rasmussen

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Asset Pricing

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_4 ◽

2003 ◽

pp. 38-70 ◽

Author(s):

Mikkel Rasmussen

Keyword(s):

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Tracking Error and Information Ratio

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_14 ◽

2003 ◽

pp. 317-331

Author(s):

Mikkel Rasmussen

Keyword(s):

Tracking Error ◽

Information Ratio

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Asset Management Basics

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_1 ◽

2003 ◽

pp. 3-8

Author(s):

Mikkel Rasmussen

Keyword(s):

Asset Management

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Estimating Model Parameters

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_7 ◽

2003 ◽

pp. 138-163

Author(s):

Mikkel Rasmussen

Keyword(s):

Model Parameters

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Strategic and Tactical Asset Allocation

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_12 ◽

2003 ◽

pp. 273-290

Author(s):

Mikkel Rasmussen

Keyword(s):

Asset Allocation ◽

Tactical Asset Allocation

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Quasi-Random Monte Carlo Simulated Asset Allocation (Qrmcsaa)

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management ◽

10.1057/9780230512856_10 ◽

2003 ◽

pp. 201-238

Author(s):

Mikkel Rasmussen

Keyword(s):

Monte Carlo ◽

Asset Allocation

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