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Classical Portfolio Management

  • Hans-Peter Deutsch
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

Portfolio management is about gaining as much return as possible by keeping the risk under control. The return considered here is the expected return of the portfolio over the next holding period. As discussed in great detail in Part IV of this book, risk is also an estimator covering the next holding (or “liquidation”) period, i.e., a period lying in the future. Such estimators covering future time spans are sometimes called ex ante estimators.

Keywords

Internal Model Optimal Portfolio Risky Asset Excess Return Sharpe Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Hans-Peter Deutsch 2009

Authors and Affiliations

  • Hans-Peter Deutsch
    • 1
  1. 1.FrankfurtGermany

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