- Home
- Business & Economics
- Investments & Securities
- Quantitative Fund Management
Quantitative Fund Management
List Price:
$89.99
- Availability: Confirm prior to ordering
- Branding: minimum 50 pieces (add’l costs below)
- Check Freight Rates (branded products only)
Branding Options (v), Availability & Lead Times
- 1-Color Imprint: $2.00 ea.
- Promo-Page Insert: $2.50 ea. (full-color printed, single-sided page)
- Belly-Band Wrap: $2.50 ea. (full-color printed)
- Set-Up Charge: $45 per decoration
- Availability: Product availability changes daily, so please confirm your quantity is available prior to placing an order.
- Branded Products: allow 10 business days from proof approval for production. Branding options may be limited or unavailable based on product design or cover artwork.
- Unbranded Products: allow 3-5 business days for shipping. All Unbranded items receive FREE ground shipping in the US. Inquire for international shipping.
- RETURNS/CANCELLATIONS: All orders, branded or unbranded, are NON-CANCELLABLE and NON-RETURNABLE once a purchase order has been received.
Product Details
Author:
M.A.H. Dempster, Gautam Mitra, Georg Pflug
Format:
Paperback
Pages:
486
Publisher:
CRC Press (September 23, 2019)
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9780367386146
Weight:
32.875oz
Dimensions:
7" x 10"
File:
TAYLORFRANCIS-TayFran_260403050946149-20260403.xml
Folder:
TAYLORFRANCIS
List Price:
$89.99
Country of Origin:
United States
Case Pack:
10
As low as:
$85.49
Publisher Identifier:
P-CRC
Discount Code:
H
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
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.
