TY - BOOK AU - Michaud,Richard O. TI - Efficient asset management: a practical guide to stock portfolio optimization and asset allocation SN - 0875847439 (alk. paper) AV - HG4529 .M53 1998 U1 - 332.6 21 PY - 1998/// CY - Boston, Mass. PB - Harvard Business School Press KW - Investment analysis KW - Mathematical models KW - Portfolio management N1 - Online version: Michaud, Richard O., 1941- Efficient asset management. Boston, Mass. : Harvard Business School Press, c1998 (OCoLC)664502645; Includes index; TOC; Markowitz Efficiency -- An Asset Management Tool -- Traditional Objections -- The Most Important Limitations -- Resolving the Limitations of Mean-Variance Optimization -- Illustrating the Techniques -- Classic Mean-Variance Optimization -- Portfolio Risk and Return -- Defining Markowitz Efficiency -- Optimization Constraints -- The Residual Risk-Return Efficient Frontier -- Computational Algorithms -- Asset Allocation versus Equity Portfolio Optimization -- A Global Asset Allocation Example -- Reference Portfolios and Portfolio Analysis -- Return Premium Efficient Frontiers -- Mathematical Formulation of Mean-Variance Efficiency -- Traditional Criticisms and Alternatives -- Alternative Measures of Risk -- Utility Function Optimization -- Multiperiod Investment Horizons -- Asset-Liability Financial Planning Studies -- Linear Programming Optimization -- Understanding Mean-Variance Efficiency -- The Fundamental Limitations of Mean-Variance Efficiency -- Repeating Jobson and Korkie -- Implications of Jobson and Korkie Analysis -- The Statistical Character of Mean-Variance Efficiency -- Efficient Frontier Variance -- The Statistical Equivalence Region -- A Practical Investment Tool? -- Portfolio Review and Mean-Variance Efficiency -- Portfolio Review and Statistical Inference -- Tests of Asset Pricing Models -- Heuristic Inference -- A Sample Acceptance Region -- Statistical Inference for a Target Efficient Portfolio -- Rank-Associated Efficient Portfolios -- Portfolio Analysis and the Resampled Efficient Frontier; BA UR - http://www.loc.gov/catdir/enhancements/fy0602/98005193-d.html UR - http://www.loc.gov/catdir/enhancements/fy0602/98005193-t.html UR - http://www.loc.gov/catdir/enhancements/fy0723/98005193-b.html UR - http://www.worldcat.org/title/efficient-asset-management-a-practical-guide-to-stock-portfolio-optimization-and-asset-allocation/oclc/38311819&referer=brief_results ER -