Dynamic asset allocation : modern portfolio theory updated for the smart investor [Material Impreso] / James Picerno
Datos de publicación: New York: Bloomberg, c2010Descripción: xi, 274 p. 24 x 16 cm. IMPRESOISBN: 978-1-57660-359-8Tema(s): FINANZAS CORPORATIVAS | MERCADO DE CAPITALES | INVERSIONES | TEORIA DE CARTERA | GESTION DE CARTERA | EVALUACIÓN DEL RIESGO | POLÍTICA DE DIVIDENDOS | OPCIONES FINANCIERASResumen: Contiene: 1. In the beginning... 2. Inventing portfolio theory. 3. Other betas. 4. Rethinking random walks and efficient markets. 5. The market portfolio is the benchmark. 6. Rebalancing: the natural extension of asset allocation. 7. Tactical asset allocation: the devil and the details. 8. Customizing asset allocation. 9. Equilibrium, economics and estimates. 10. What have we learned after fifty years?| Tipo de ítem | Biblioteca de origen | Signatura topográfica | Estado | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|---|
Material Impreso
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Pocitos | 332.632 3 PIC | Disponible | P28766 |
Incluye Bibliografía
Contiene: 1. In the beginning... 2. Inventing portfolio theory. 3. Other betas. 4. Rethinking random walks and efficient markets. 5. The market portfolio is the benchmark. 6. Rebalancing: the natural extension of asset allocation. 7. Tactical asset allocation: the devil and the details. 8. Customizing asset allocation. 9. Equilibrium, economics and estimates. 10. What have we learned after fifty years?
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