""This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings.""
-- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research
Order your copy today!
""This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings.""
-- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research
Order your copy today!
Imprint | John Wiley & Sons |
Country of origin | United States |
Series | Wiley Finance, 279 |
Release date | May 2005 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2005 |
Authors | Greg N. Gregoriou, Joe Zhu |
Format | Electronic book text |
Pages | 167 |
Edition | 1st edition |
ISBN-13 | 978-0-471-73004-0 |
Barcode | 9780471730040 |
Categories | |
LSN | 0-471-73004-1 |