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Modern portfolio theory
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201	new edhec-risk institute petit Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2010-03-17 08:30:14 Economics Asset allocation Investment management Diversification Chief investment officer Wealth management Hedge fund Portfolio manager Modern portfolio theory Financial economics Investment Finance
202	Measuring the Perception of Financial Risk Tolerance: A Tale of Two Measures John Gilliam, Swarn Chatterjee, and John Grable The assessment of financial risk tolerance, as a tool for managing expectations of portfolio vo Add to Reading List Source URL: afcpe.org Language: English - Date: 2014-06-19 16:40:27 Economics Financial risk Actuarial science Mathematical finance Asset allocation Modern portfolio theory Risk Investment management Survey of Consumer Finances Financial economics Investment Finance
203	Chapter 1 Portfolio Theory with Matrix Algebra Updated: August 7, 2013 When working with large portfolios, the algebra of representing portfolio expected returns and variances becomes cumbersome. The use of matrix (linea Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2013-08-07 17:08:06 Algebra of random variables Covariance and correlation Summary statistics Multivariate random variable Variance Covariance matrix Covariance Standard deviation Modern portfolio theory Statistics Data analysis Probability theory
204	Heterogeneity in Target-Date Funds and the Pension Protection Act of 2006* Pierluigi Balduzzi Boston College, Carroll School of Management Jonathan Reuter Boston College, Carroll School of Management and NBER Add to Reading List Source URL: www.nber.org Language: English - Date: 2011-09-15 16:05:42 Funds Financial services Mathematical finance Collective investment schemes Target date fund Modern portfolio theory Mutual fund Asset allocation Exchange-traded fund Financial economics Investment Finance
205	THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER[removed]Dynamic Portfolio Selection by Augmenting the Asset Space MICHAEL W. BRANDT and PEDRO SANTA-CLARA∗ ABSTRACT Add to Reading List Source URL: docentes.fe.unl.pt Language: English - Date: 2006-10-06 00:09:48 Financial economics Mathematical finance Utility Investment Linear regression Hyperbolic absolute risk aversion Marginal conditional stochastic dominance Mutual fund separation theorem Modern portfolio theory Statistics Economics Finance
206	Press Release IPD and Goshawk quantify the value of asset management London, June[removed]: A new pioneering report, released by IPD and niche asset management specialist, Goshawk, has tackled the uncertain area of defini Add to Reading List Source URL: www.ipd.com Language: English - Date: 2014-06-06 11:09:28 Finance Financial risk Mathematical finance Modern portfolio theory Investment Property Databank Property derivatives Financial economics Investment Economics
207	TAIL RISK BUDGETING R. Douglas Martin* CompFin Director [removed] CFA Society of Seattle Presentation , May 20, 2011 * Part of this presentation is due to joint work with Minfeng Zhu (Aegon USA), and part Add to Reading List Source URL: www.cfasociety.org Language: English - Date: 2011-05-25 14:40:26 Finance Economics Actuarial science Expected shortfall Modern portfolio theory Volatility Investment Risk Value at risk Mathematical finance Financial risk Financial economics
208	Press Release IPD – European Hotels outperform wider real estate market London, 4 June 2014: The IPD Pan-Europe Annual Hotels Index has shown that the European Hotels sector continues to gain ground as an accepted pro Add to Reading List Source URL: www.ipd.com Language: English - Date: 2014-06-04 09:39:48 Finance Financial risk MSCI Asset allocation Modern portfolio theory Investment Property Databank Property derivatives Financial economics Investment Economics
209	Press Release IPD launches new research to boost understanding of the real estate asset class London, 27 November 2013: New research launched today, will be the first in a series of reports by IPD’s research team, foc Add to Reading List Source URL: www.ipd.com Language: English - Date: 2013-11-27 06:12:18 Finance Financial risk Actuarial science Mathematical finance Asset allocation Financial services Diversification Modern portfolio theory Investment Property Databank Financial economics Investment Economics
210	INFERENCE ON SETS IN FINANCE VICTOR CHERNOZHUKOV† EMRE KOCATULUM§ KONRAD MENZEL‡ Add to Reading List Source URL: qeconomics.org Language: English - Date: 2014-11-24 16:20:37 Data analysis Decision theory Investment Confidence interval Standard deviation Support Modern portfolio theory Delta method Two-moment decision models Statistics Econometrics Statistical inference

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