A Theoretical Analysis of Momentum and Value Strategies Dimitri Vayanos∗ Paul Woolley†

Source URL: www.istfin.eco.usi.ch

• Investment
• Financial services
• Financial risk
• Funds
• Mathematical finance
• Investment management
• Active management
• Index fund
• Sharpe ratio
• Value investing
• Portfolio optimization

Axioma Portfolio Optimizer The most flexible portfolio-construction tool on the market Axioma Portfolio Optimizer supports a wide range of

Source URL: www.axioma.com

• Investment
• Financial risk
• Mathematical finance
• Axioma
• Investment management
• Mathematical optimization
• Rebalancing investments
• Tracking error
• Beta

On a model of portfolio selection with benchmark Received (in revised form): 19th October, 2001 Niklas Wagner is a lecturer in Finance at Munich University of Technology, Germany. He received a PhD in Finance from Augsbu

Source URL: www.wiwi.uni-passau.de

• Mathematical finance
• Financial risk
• Decision theory
• Financial economics
• Investment
• Portfolio optimization
• Harry Markowitz
• Tracking error
• Modern portfolio theory
• Hyperbolic absolute risk aversion
• Beta
• Asset allocation

STL_INV_CMYK_PMS_877C_A4_Headline_Lockup_Cover

Source URL: asia.standardlifeinvestments.com

• Investment
• Mathematical finance
• Financial risk
• Actuarial science
• Financial economics
• Diversification
• Risk parity
• Portfolio optimization
• Beta
• Hedge fund
• Investment management
• Asset allocation

JOURNAL OF INTERDISCIPLINARY RESEARCH AD ALTA PASSIVE PORTFOLIO MANAGEMENT BASED ON QUADRATIC INDEX TRACKING MARTIN BOĎA, b MÁRIA KANDEROVÁ

Source URL: www.magnanimitas.cz

• Financial risk
• Regression analysis
• Mathematical finance
• Investment
• Estimation theory
• Portfolio optimization
• Tracking error
• Sharpe ratio
• Standard deviation
• Ordinary least squares
• Linear regression
• Hyperbolic absolute risk aversion

On the Optimality of Long–Short Strategies Bruce I. Jacobs, Kenneth N. Levy, and David Starer We consider the optimality of portfolios not subject to short-selling constraints and derive conditions that a universe of s

Source URL: www.jlem.com

• Mathematical finance
• Financial ratios
• Investment
• Financial economics
• Financial markets
• Beta
• Volatility
• Sharpe ratio
• Portfolio optimization
• Normal distribution
• Rate of return
• Harry Markowitz

Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices Leon Chen† , Zhi Da‡ and Ernst Schaumburg♦∗ February 9, 2015 Abstract

Source URL: www3.nd.edu

• Mathematical finance
• Investment
• Financial risk
• Financial economics
• Modern portfolio theory
• BlackLitterman model
• Portfolio optimization
• Beta
• Asset allocation
• Market portfolio
• Standard deviation
• Market sentiment

Forced Liquidations, Fire Sales, and the Cost of Illiquidity Richard R. Lindsey and Andrew B. Weisman∗ February 2, 2015 “Vee try to tell them dat our problem was not a solfency problem but a likvitity problem, but th

Source URL: www.q-group.org

• Financial markets
• Financial economics
• Financial risk
• Valuation
• Mathematical finance
• Market liquidity
• Liquidity risk
• Hedge fund
• Portfolio optimization
• Fair value
• Private equity secondary market
• Convertible arbitrage

Chapter 3 Benchmark Approach to Finance and Insurance This chapter introduces a unified continuous time framework for financial and insurance modeling. It is applicable to portfolio optimization, derivative pricing,

Source URL: finance.uts.edu.au

An Entropy Search Portfolio for Bayesian Optimization Bobak Shahriari∗ Ziyu Wang†

Source URL: mlg.eng.cam.ac.uk