Quantitative Fund Management (Paperback) (ISBN-13: 9780367386146)

This volume presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. It covers quantitative fund management at both the dynamic strategic and one-period tactical levels. The book considers the optimal portfolio choice for wealth maximization with integrated risk management. It also explores novel application techniques, including stochastic control, dynamic stochastic programming, and related optimization techniques, and discusses real-world implemented solutions to fund management problems, such as equity trading, pension funds, mortgage funding, and guaranteed investment products.

Author: M. a. H. Dempster
ISBN-10: 0367386143
ISBN-13: 9780367386146
Publisher: CRC Press
Language: English
Published: 09/23/2019
Pages: 486
Format: Paperback
Weight: 1.15lbs
Size: 9.90h x 6.90w x 0.80d