Skip to main content
SpringerLink
Log in
Palgrave Macmillan

Practical Quantitative Investment Management with Derivatives

  • Book
  • © 2002

Overview

Authors:
  1. Frances Cowell
    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: Finance and Capital Markets Series (FCMS)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (27 chapters)

  1. Front Matter

    Pages i-xxvi
    Download chapter PDF

  2. Introduction

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. Introduction

      • Frances Cowell
      Pages 3-24

    3. The Traditional Approach

      • Frances Cowell
      Pages 25-35

    4. Investment Management Theory

      • Frances Cowell
      Pages 36-52

  3. Portfolio Construction

    1. Front Matter

      Pages 53-53
      Download chapter PDF

    2. Quantitative Asset Allocation Models

      • Frances Cowell
      Pages 55-93

    3. Portfolio Protection

      • Frances Cowell
      Pages 94-117

    4. Capital Guaranteed Portfolios

      • Frances Cowell
      Pages 118-127

    5. Passive Asset Allocation

      • Frances Cowell
      Pages 128-142

    6. Quantitative Models for Domestic Equity Portfolios

      • Frances Cowell
      Pages 143-172

    7. Quantitative Models for International Equity Portfolios

      • Frances Cowell
      Pages 173-199

    8. Optimized Stock Selection Models

      • Frances Cowell
      Pages 200-224

    9. Indexation

      • Frances Cowell
      Pages 225-251

    10. Fixed Interest Portfolios

      • Frances Cowell
      Pages 252-276

    11. Property Portfolios

      • Frances Cowell
      Pages 277-287

    12. Market Neutral (Hedge) Portfolios and Other Alternative Investment Classes

      • Frances Cowell
      Pages 288-309

    13. Portfolio Transition and Transition Portfolios

      • Frances Cowell
      Pages 310-321

    14. Currency Management

      • Frances Cowell
      Pages 322-335

  4. Peripherals

    1. Front Matter

      Pages 337-337
      Download chapter PDF
Back to top

Keywords

About this book

The book is divided into three sections plus detailed appendices and glossary and accompanying CD-ROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter explains the techniques, the theoretical basis, the use of derivatives and other technology, implementation and management and the role of the custodian. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis. The accompanying CD-ROM contains spreadsheets in EXCEL giving examples used in the body of the text. Each example is cross-referenced for easy access.

About the author

FRANCES COWELL has been interested in applying quantitative techniques to portfolio management for many years. She now works in London for Vestek-Quantec, a subsidiary of Thomson Financial. Before joining Quantec in 1998, she was part of the Quantitative Investments team at NatWest Investment Management in Sydney, where she was responsible for domestic and international indexed equity portfolios and indexed balanced portfolios.

Bibliographic Information

  • Book Title: Practical Quantitative Investment Management with Derivatives

  • Authors: Frances Cowell

  • Series Title: Finance and Capital Markets Series

  • DOI: https://doi.org/10.1057/9780230501874

  • Publisher: Palgrave Macmillan London

  • eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)

  • Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2002

  • Hardcover ISBN: 978-0-333-92621-5Published: 28 November 2001

  • Softcover ISBN: 978-1-349-42528-0Published: 01 January 2002

  • eBook ISBN: 978-0-230-50187-4Published: 12 January 2016

  • Series ISSN: 2946-2010

  • Series E-ISSN: 2946-2029

  • Edition Number: 1

  • Number of Pages: XXVI, 502

  • Topics: Business Mathematics, Investments and Securities

Publish with us

Policies and ethics

Back to top

Search

Navigation