MARC details
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06930cam a2200817Ma 4500 |
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ocn648177632 |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20240829115931.0 |
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m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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021231s2003 ne ob 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2002036111 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
E7B |
| Language of cataloging |
eng |
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pn |
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E7B |
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OCLCQ |
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55627540 |
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213298496 |
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931783903 |
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961513122 |
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961656391 |
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962699541 |
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962725764 |
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984888602 |
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1053048283 |
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1058604777 |
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1125451237 |
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1136328493 |
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1162491678 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
0750654481 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1280966335 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781280966330 |
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9786610966332 |
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6610966338 |
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1417507632 |
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| International Standard Book Number |
9781417507634 |
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| International Standard Book Number |
0080471846 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780080471846 |
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| International Standard Book Number |
9780750654487 |
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| International Standard Book Number |
0750654481 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
104696 |
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(N$T) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)648177632 |
| Canceled/invalid control number |
(OCoLC)55627540 |
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(OCoLC)213298496 |
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(OCoLC)931783903 |
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(OCoLC)961513122 |
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(OCoLC)961656391 |
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(OCoLC)962699541 |
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(OCoLC)962725764 |
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(OCoLC)984888602 |
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(OCoLC)1053048283 |
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(OCoLC)1058604777 |
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(OCoLC)1125451237 |
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(OCoLC)1136328493 |
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(OCoLC)1162491678 |
| 037 ## - SOURCE OF ACQUISITION |
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| Stock number |
93878:93877 |
| Source of stock number/acquisition |
Elsevier Science & Technology |
| Note |
http://www.sciencedirect.com |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4529.5 |
| Item number |
.A26 2003eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS |
| Subject category code subdivision |
036000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.6 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 245 00 - TITLE STATEMENT |
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| Title |
Advances in portfolio construction and implementation / |
| Statement of responsibility, etc. |
edited by Stephen Satchell, Alan Scowcroft. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Amsterdam ; |
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Oxford : |
| Name of publisher, distributor, etc. |
Butterworth-Heinemann, |
| Date of publication, distribution, etc. |
2003. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xvi, 365 pages). |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
data file |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Butterworth-Heinemann finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Print version record. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Front Cover; Advances in Portfolio Construction and Implementation; Copyright Page; Contents; List of Contributors; Introduction; Chapter 1. A review of portfolio planning: models and systems; 1.1 Introduction and Overview; 1.2 Alternative Computational Models; 1.3 Symmetric and Asymmetric Measures of Risk; 1.4 Computational Models in Practice; 1.5 Preparation of Data: Financial Data Marts; 1.6 Solution Methods; 1.7 Computational Experience; 1.8 Discussions and Conclusions; 1.9 Appendix 1: Piecewise Linear Approximation of the Quadratic Form. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1.10 Appendix 2: Comparative Computational Views of the Alternative ModelsReferences; Web References; Acknowledgements; Chapter 2. Generalized mean-variance analysis and robust portfolio diversification; 2.1 Introduction; 2.2 Generalized Mean-Variance Analysis; 2.3 The State Preference Theory Approach to Portfolio Construction; 2.4 Implementation and Simulation; 2.5 Conclusions and Suggested Further Work; References; Chapter 3. Portfolio construction from mandate to stock weight: a practitioner's perspective; 3.1 Introduction; 3.2 Allocating Tracking Error for Multiple Portfolio Funds. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
3.3 Tracking Errors for Arbitrary Portfolios3.4 Active CAPM, or How Far Should a Bet be Taken?; 3.5 Implementing Ideas in Real Stock Portfolios; 3.6 Conclusions; References; Chapter 4. Enhanced indexation; 4.1 Introduction; 4.2 Constructing a Consistent View; 4.3 Enhanced Indexing; 4.4 An Illustrative Example: Top-down or Bottom-up?; 4.5 Conclusions; 4.6 Appendix 1: Derivation of the Theil-Goldberger Mixed Estimator; 4.7 Appendix 2: Optimization; References; Notes; Chapter 5. Portfolio management under taxes; 5.1 Introduction; 5.2 Do Taxes Really Matter to Investors and Managers? |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
5.3 The Core Problems5.4 The State of the Art; 5.5 The Multi-Period Aspect; 5.6 Loss Harvesting; 5.7 After-Tax Benchmarks; 5.8 Conclusions; References; Chapter 6. Using genetic algorithms to construct portfolios; 6.1 Limitations of Traditional Mean-Variance Portfolio Optimization; 6.2 Selecting a Method to Limit the Number of Securities in the Final Portfolio; 6.3 Practical Construction of a Genetic Algorithm-Based Optimizer; 6.4 Performance of Genetic Algorithm; 6.5 Conclusions; References; Chapter 7. Near-uniformly distributed, stochastically generated portfolios. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
7.1 Introduction -- A Tractable N-Dimensional Experimental Control7.2 Applications; 7.3 Dynamic Constraints; 7.4 Results from the Dynamic Constraints Algorithm; 7.5 Problems and Limitations with Dynamic Constraints Algorithm; 7.6 Improvements to the Distribution; 7.7 Results of the Dynamic Constraints with Local Density Control; 7.8 Conclusions; 7.9 Further Work; 7.10 Appendix 1: Review of Holding Distribution in Low Dimensions with Minimal Constraints; 7.11 Appendix 2: Probability Distribution of Holding Weight in Monte Carlo Portfolios in N Dimensions with Minimal Constraints. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation o. |
| 546 ## - LANGUAGE NOTE |
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| Language note |
English. |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
Added to collection customer.56279.3 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
132744 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investments. |
| 9 (RLIN) |
105548 |
| 650 #2 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Investments |
| 9 (RLIN) |
105548 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Gestion de portefeuille. |
| 9 (RLIN) |
254700 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Gestion de portefeuille |
| General subdivision |
Modèles mathématiques. |
| 9 (RLIN) |
309359 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investissements. |
| 9 (RLIN) |
424114 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS |
| General subdivision |
Investments & Securities |
| -- |
General. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
96799 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investments |
| Source of heading or term |
fast |
| 9 (RLIN) |
105548 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management |
| Source of heading or term |
fast |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management |
| General subdivision |
Mathematical models |
| Source of heading or term |
fast |
| 9 (RLIN) |
132744 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Satchell, Stephen, |
| Dates associated with a name |
1949- |
| -- |
https://id.oclc.org/worldcat/entity/E39PCjKWtd37brxrCjwFkfMbgq |
| 9 (RLIN) |
996415 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Scowcroft, Alan. |
| 9 (RLIN) |
97659 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Print version: |
| Title |
Advances in portfolio construction and implementation. |
| Place, publisher, and date of publication |
Amsterdam ; Oxford : Butterworth-Heinemann, 2003 |
| Record control number |
(DLC) 2002036111 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Cambridge elements. |
| Name of part/section of a work |
Elements in quantitative finance. |
| 9 (RLIN) |
996416 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=104696">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=104696</a> |
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ebrary |
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EBRY |
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ebr10169918 |
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EBSCOhost |
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EBSC |
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104696 |
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YBP Library Services |
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YANK |
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2348335 |
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92 |
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N$T |