投资组合管理(Portfolio Management)

书籍

Modern Portfolio Theory and Investment Analysis, 9th Edition (2014)
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann

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下载: PDF (29.6 MB)


Asset Pricing and Portfolio Choice Theory, 1st Edition (2010)
Kerry Back

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下载: PDF (2.0 MB)


The Intelligent Asset Allocator: How to Build Your Portfolio to Maximize Returns and Minimize Risk, 1st Edition (2000)
William J. Bernstein

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下载: PDF (1.0 MB)


Asset Allocation: Balancing Financial Risk, 5th Edition (2013)
Roger Gibson

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下载: PDF (10.2 MB) / ePub (11.4 MB)


Pioneering Portfolio Management: An Unconventional Approach to Institutional Investment, Updated Edition (2009)
David F. Swensen

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All About Asset Allocation, 2nd Edition (2010)
Richard Ferri

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Portfolio Design: A Modern Approach to Asset Allocation, 1st Edition (2011)
Richard C. Marston

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Risk and Asset Allocation, 1st Edition (2005)
Attilio Meucci

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笔记

Measuring Investment Performance (2008)
Harvard Business School

Examines various approaches to measuring investment performance. The approaches include the use of risk exposure and the Sharpe and Information Ratios. Applies the approaches to a variety of mutual funds to demonstrate the effect of using different metrics to measure fund performance.

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论文

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk (1964)
William F. Sharpe

Money Never Sleeps