Constructing Diversified Portfolios
A Practical Guide
- 1st Edition - May 13, 2013
- Imprint: Butterworth-Heinemann
- Author: Frank R. Ashe
- Language: English
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 3 9 8 3 - 4
Constructing Diversified Portfolios and the accompanying excel spreadsheets enable practioners and students of investment theory to gain deep insight, both practical and theore… Read more
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Request a sales quoteConstructing Diversified Portfolios and the accompanying excel spreadsheets enable practioners and students of investment theory to gain deep insight, both practical and theoretical, into the steps involved in building and implementing an investment portfolio for an institutional client.
This book:
Combines the theory and practice of investment portfolio construction
Proceeds step by step through the process and techniques that investment professionals can use when building a portfolio from scratch
Creates an awareness of the pitfalls in the portfolio construction process
This book:
Advanced Finance brochure Spring 05 to 20k; Corporate Finance brochure Spring 05 to 5k; Featured in monthly Best Bet Books emails to inhouse list and Contents Direct and on Elsevier Books website; Filler ads in key Elsevier Journals; Paid advertising in: Financial Engineering News (circ: 8,500) Journal of Finance (circ: 8,000), Financial Management (circ: 9,500), author flyer
Asset classes; The forms of risk covered; Framework in which risk is confronted; Determination of appropriate inputs to the asset allocation process; Techniques to determine a portfolio asset allocation; Ongoing management of the asset allocation; Techniques for long time frames; On-going measurement problems; Equity markets.
- Edition: 1
- Published: May 13, 2013
- Imprint: Butterworth-Heinemann
- Language: English
- eBook ISBN: 9780080939834
FA
Frank R. Ashe
Frank Ashe has been an Associate Professor of Finance, Australia, since January 2002, with research interests in the robustness of investment portfolio construction techniques, market risk management, and the statistical underpinnings of Applied Finance. He previously held a Visiting Fellowship with the Centre. Prior to the position at the Applied Finance Centra, Dr Ashe has worked in Australia and Canada with insurance companies, investment management firms in software development and consultancy. His 20 years of practical experience has been predominatly in the measurement and management tools for novel situations. He is a regular presenter at industry seminars and colloquia, and is currently President of the Australian Q-group. Dr Ashe obtained his PhD in Operations Research from the University of New South Wales.
Affiliations and expertise
Associate Professor, Macquarie University Applied Finance Centre, Australia