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Auteur Frank J. FABOZZI |
Documents disponibles écrits par cet auteur (21)
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Titre : Robust Portfolio Optimization and Management Ed. 1 Type de document : e-book Auteurs : Frank J. FABOZZI Editeur : John Wiley & Sons Année de publication : 2007 ISBN/ISSN/EAN : 9780471921226 Note générale : copyrighted Langues : Anglais (eng) Résumé : Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University Nombre d'accès : Illimité En ligne : http://library.ez.neoma-bs.fr/login?url=https://www.scholarvox.com/book/88944637 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=578325 Advanced Bond Portfolio Management : Best Practices in Modeling and Strategies Ed. 1 / Frank J. FABOZZI / John Wiley & Sons (2006)
Titre : Advanced Bond Portfolio Management : Best Practices in Modeling and Strategies Ed. 1 Type de document : e-book Auteurs : Frank J. FABOZZI Editeur : John Wiley & Sons Année de publication : 2006 ISBN/ISSN/EAN : 9780471678908 Note générale : copyrighted Langues : Anglais (eng) Résumé : In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry. Nombre d'accès : Illimité En ligne : http://library.ez.neoma-bs.fr/login?url=https://www.scholarvox.com/book/88944113 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=577944 Fixed income analysis / Frank J. FABOZZI / John Wiley & Sons (2006)
Titre : Fixed income analysis Type de document : Livre Auteurs : Frank J. FABOZZI Mention d'édition : 2e ed Editeur : John Wiley & Sons Année de publication : 2006 Collection : CFA Institute investment series Importance : 733 p. Format : 27 cm ISBN/ISSN/EAN : 978-0-470-05221-1 Prix : 90 € Note générale : Index Langues : Anglais (eng) Mots-clés : Delphes
TITRE DU MARCHE MONETAIRE ; PLACEMENT FINANCIER ; VALEUR MOBILIERE ; PRODUIT FINANCIER
Management
MARCHE FINANCIER ; GESTION DE PORTEFEUILLE ; RISQUE FINANCIERPermalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=149176 Exemplaires (2)
Code-barres Cote Support Localisation Section Disponibilité 026173 332.63/FAB Livre Library Campus de Reims Salle de lecture Disponible 026172 332.63/FAB Livre Library Campus de Reims Salle de lecture Disponible Fixed income analysis for the Chartered Financial Analyst program / Frank J. FABOZZI / CFA INSTITUTE (2005)
Titre : Fixed income analysis for the Chartered Financial Analyst program Type de document : Livre Auteurs : Frank J. FABOZZI Mention d'édition : 2è éd. Editeur : CFA INSTITUTE Année de publication : 2005 Importance : XIV p. + 626 p. Format : 28 cm ISBN/ISSN/EAN : 978-1-932495-38-6 Prix : 107,21 € Note générale : Index p. 613-626 Langues : Anglais (eng) Mots-clés : Delphes
ANALYSE BOURSIERE
Management
OBLIGATION ; STATISTIQUEPermalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=148981 Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité 015748 650/FAB Livre Library Campus de Reims Salle de lecture Disponible
Titre : Handbook of Financial Instruments Type de document : e-book Auteurs : Frank J. FABOZZI Editeur : John Wiley & Sons Année de publication : 2002 ISBN/ISSN/EAN : 9780471220923 Note générale : copyrighted Langues : Anglais (eng) Nombre d'accès : Illimité En ligne : http://library.ez.neoma-bs.fr/login?url=https://www.scholarvox.com/book/10040369 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=454958 BOND MARKETS, ANALYSIS AND STRATEGIES / Frank J. FABOZZI / ETATS-UNIS : PRENTICE HALL (2000)Permalink
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