Pt. I. A Basis for Quantitative Management and Analysis -- Ch. 1. Asset Management Basics -- Ch. 2. Asset Returns -- Ch. 3. Asset Risk -- Ch. 4. Asset Pricing -- Pt. II. Modern Portfolio Theory -- Ch. 5. Portfolio Characterisation -- Ch. 6. Quantitative Portfolio Optimisation and Efficient Portfolios -- Ch. 7. Estimating Model Parameters -- Pt. III. Asset Allocation -- Ch. 8. Investment Objectives and Benchmark Selection -- Ch. 9. Quantitative Portfolio Construction and Asset Allocation -- Ch. 10. Quasi-Random Monte Carlo Simulated Asset Allocation (QRMCSAA) -- Ch. 11. Refining the QRMCSAA Model -- Ch. 12. Strategic and Tactical Asset Allocation -- Ch. 13. Sector Rotation -- Pt. IV. Quantitative Risk Management -- Ch. 14. Tracking Error and Information Ratio -- Ch. 15. Sector Risk Model -- Ch. 16. Value-at-Risk (VaR) and Extreme Value Theory (EVT)
Bibliography
Includes bibliographical references and index
Notes
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