Normal view MARC view

Controlling misfit risk in multiple-manager investment programs

Author: Bailey, Jeffery V. ; Tierney, David E.Publisher: Research Foundation of the Institute of Chartered Financial Analysts, 1998.Language: EnglishDescription: 123 p. : Graphs ; 23 cm.ISBN: 0943205433Type of document: BookBibliography/Index: Includes bibliographical references and glossary
Tags: No tags from this library for this title. Log in to add tags.
Item type Current location Collection Call number Status Date due Barcode Item holds
Book Europe Campus
Main Collection
Print HG4529.5 .B35 1998
(Browse shelf)
001265941
Available 001265941
Total holds: 0

Includes bibliographical references and glossary

Digitized

Controlling Misfit Risk in MultipleManager Invetment Programs Contents Foreword........................................................................................ viii Dedication ....................................................................................... x Preface .............................................................................................. xi Chapter 1. Basic Completeness Fund Concepts. .............................. 1 Chapter 2. Alternative Approaches to Misfit Control .................... 35 Chapter 3. Managing a Dynamic Completeness Fund .................... 50 Chapter 4. DCF Case Studies .......................................................... 62 Chapter 5. A Utility-Based Perspective on DCFs ........................... 78 Chapter 6. Advanced DCF Concepts .............................................. 83 Chapter 7. Extended DCF Topics ................................................... 99 Chapter 8. The Future of Misfit Control ....................................... 108 Appendix A: Deriving the Cost of Misfit Risk ............................. 110 Appendix B: Financial Attributes of the Zero-Misfit DCF........... 114 ........ Glossary......................................................................................... 118 References ..................................................................................... 121

There are no comments for this item.

Log in to your account to post a comment.
Koha 18.11 - INSEAD Catalogue
Home | Contact Us | What's Koha?