Efficient Asset Management —— A Practical Guide to Stock Portfolio Optimization and Asset Allocation

----- 有效资产管理：股票投资组合优化与资产配置实践指南

ISBN: 9780195331912 出版年：2008 页码：145 Michaud, Richard O Michaud, Richard O Michaud, Robert O Oxford University Press

PREFACE XIII 1. Introduction 2. Classic Mean-Variance Optimization 3. Traditional Criticisms and Alternatives 4. Understanding Mean-Variance Efficiency 5. Portfolio Review and Mean-Variance Efficiency 6. Portfolio Analysis and the Resampled Efficient Frontier 7. Portfolio Revision and Confidence Regions 8. Input Estimation and Stein Estimators 9. Benchmark Active Asset Allocation 10. Investment Policy and Economic Liabilities 11. Return Forecasts and Mixed Estimation 12. Avoiding Optimization Errors