James W. Kolari: Professional Investment Portfolio Management, Gebunden
Professional Investment Portfolio Management
- Boosting Performance with Machine-Made Portfolios and Stock Market Evidence
(soweit verfügbar beim Lieferanten)
- Verlag:
- Springer, 02/2024
- Einband:
- Gebunden, HC runder Rücken kaschiert
- Sprache:
- Englisch
- ISBN-13:
- 9783031481680
- Artikelnummer:
- 11755504
- Umfang:
- 288 Seiten
- Gewicht:
- 600 g
- Maße:
- 241 x 160 mm
- Stärke:
- 22 mm
- Erscheinungstermin:
- 4.2.2024
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
Weitere Ausgaben von Professional Investment Portfolio Management |
Preis |
---|---|
Buch, Kartoniert / Broschiert, Englisch | EUR 66,57* |
Klappentext
Part I: Introduction.- Chapter 1: Portfolio Theory and Practice.- Part II: Previous Asset Pricing Models.- Chapter 2: General Equilibrium Asset Pricing Models.- Chapter 3: Multifactor Asset Pricing Models.- Part III: The ZCAPM.- Chapter 4: A New Asset Pricing Model: The ZCAPM.- Chapter 5: The Empirical ZCAPM.- Part IV: Portfolio Performance.- Chapter 6: Portfolio Performance Measures.- Part V: Building Stock Portfolios with the ZCAPM.- Chapter 7: Building the Global Minimum Variance Portfolio G.- Chapter 8: Net Long Portfolio Performance Analyses.- Chapter 9: Net Long Portfolio Risk Analyses.- Chapter 10: Long Only Efficient Portfolios.- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola.- Chapter 12: Mutual fund portfolios.- Part VI: Conclusion.- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.
Biografie (James W. Kolari)
Professor James W. Kolari obtained his PhD in Finance at Arizona State University in 1980 and thereafter has taught financial markets and institutions at Texas A&M University in the Finance Department. In 1994 he was awarded the JP Morgan Chase Professorship in Finance in the Mays Business School. Dr. Kolari has more than 30 years research experience in the areas of computer-based modeling of financial markets (including stock, bond, and real estate markets), financial institutions (such as banks and insurance companies), and financial regulation. Over the years, he has been a Visiting Scholar at the Federal Reserve Bank of Chicago, Fulbright Scholar at the University of Helsinki and Bank of Finland, Faculty Fellow with the Mortgage Bankers Association of America, and Senior Research Fellow at the Swedish School of Business and Economics (Hanken) in Finland, in addition to being a consultant to the U.S. Small Business Administration, U.S. Information Agency, American Bankers Association, Independent Bankers Association of America, and numerous banks and other organizations. He has published over 100 articles published in refereed journals, numerous other papers and monographs, and 12 co-authored books. His papers have appeared in such domestic and international journals as the Journal of Finance, Journal of Business, Journal of Money, Credit and Banking, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Real Estate Economics, Journal of International Money and Finance, and Scandanavian Journal of Economics. Papers in Dutch, Finnish, Italian, Swedish, and Russian have appeared outside of the United States. He is a co-author of leading college textbooks in commercial banking and international business courses.