Statistical methods of strategic portfolio management for fund of funds / von Michael Stein

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: 2010Description: Online-RessourceSubject(s): Genre/Form: Additional physical formats: Erscheint auch als: Statistical methods of strategic portfolio management for fund of funds. Druck-Ausgabe Als Manuskript gedruckt. 2010. 134 Bl.DDC classification:
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Local classification: Lokale Notation: wirt 11Online resources: Notes: Anmerkungen: Elektronische RessourceNote: Hinweis: Elektronische RessourceDissertation note: Karlsruhe, Karlsruher Inst. für Technologie, Diss., 2010 Summary: A “fund of funds (FoF)” is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose - apart from the challenges that arise for every portfolio to be managed - special problems to their management teams. Most of those must be addressed with appropriate statistical or mathematical methods. We show how this may be done, using - among others - both state-of-the-art tools like post-modern portfolio optimization as well as using accessible and comprehensive representations.PPN: PPN: 647384922Package identifier: Produktsigel: GBV-ODiss
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