Titlebook: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management; A Practical Guide to Mikkel Rasmussen Book 2003 Palgrave Macmill

捕鯨魚叉

AMITY

Eulogy

流動才波動

CHAFE

飾帶

Asset Returnsulations to follow in this book, in relation to assets and portfolios. We are thus not interested in the asset prices as such, but rather in the . on those assets; and later on we shall turn our attention to how . those returns are — that is, how much they vary over time.

Blanch

Incumbent

Foregery

outset

Estimating Model Parametersestimating and/or forecasting the model parameters. These parameters are needed to perform quantitative portfolio optimisation and analysis, which provides the basis for the subject of the next chapter, quantitative asset allocation.