Mutual Fund Selection: From Theory to Practice
暫譯: 共同基金選擇：從理論到實踐
Levy, Moshe, Roll, Richard
- 出版商: Palgrave MacMillan
- 出版日期: 2024-10-03
- 售價: $2,020
- 貴賓價: 9.5 折 $1,919
- 語言: 英文
- 頁數: 149
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 303169757X
- ISBN-13: 9783031697579
海外代購書籍(需單獨結帳)
商品描述
The vast majority of investors in the capital market do so, at least in part, via mutual funds. In the US market alone, there are currently thousands of mutual funds to choose from. Thus, the task of mutual fund selection is of central importance. It is a notoriously difficult task, because the past return parameters are very noisy estimates of the future parameters. This book presents the state-of-the-art research in this field. It describes recent academic findings and translates them into practical guidelines for mutual fund selection, and will be of interest to researchers alongside professional investors and fund ranking agencies.
商品描述(中文翻譯)
大多數資本市場的投資者至少部分是透過共同基金進行投資。在美國市場上，目前有數千種共同基金可供選擇。因此，選擇共同基金的任務至關重要。這是一項眾所周知的困難任務，因為過去的回報參數對未來參數的估計非常嘈雜。本書介紹了該領域的最新研究成果，描述了最近的學術發現，並將其轉化為共同基金選擇的實用指導，對研究人員、專業投資者和基金排名機構都將具有興趣。
作者簡介
Moshe (Shiki) Levy is the John Berg professor of finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under uncertainty, the evolution of preferences, social networks, social phase transitions, and econophysics. He is the recipient of the Journal of Investment Management Harry Markowitz award.
Richard Roll was most recently the Linde professor of Finance at the California Institute of Technology. He is also a professor emeritus at UCLA where he held the Joel Fried Chair at the Anderson School. He was a principal of Compensation Valuation and a board member of Western Asset Mortgage Capital Corp. He worked on the Minuteman missile and the Saturn moon rocket at the Boeing Corporation and founded mortgage securities research at Goldman Sachs. He is a founder of Roll and Ross Asset Management and has consulted for many US corporations, law firms, and government agencies. Roll has a BA in aeronautical engineering from Auburn University, an MBA from the University of Washington, and a PhD from the University of Chicago.
作者簡介(中文翻譯)
摩西（Shiki）萊維是希伯來大學商學院的約翰·伯格金融學教授。他的研究興趣包括投資組合理論、不確定性下的決策、偏好的演變、社交網絡、社會相變以及經濟物理學。他是《投資管理期刊》（Journal of Investment Management）哈利·馬可維茨獎的獲得者。
理查德·羅爾最近擔任加州理工學院的林德金融學教授。他也是加州大學洛杉磯分校的名譽教授，曾在安德森商學院擔任喬爾·弗里德講座教授。他曾是補償評估公司的合夥人，並擔任西方資產抵押資本公司的董事會成員。他曾在波音公司參與美國分鐘人導彈和土星月球火箭的工作，並在高盛創立了抵押證券研究部門。他是羅爾與羅斯資產管理公司的創始人，並為許多美國公司、律師事務所和政府機構提供諮詢服務。羅爾擁有奧本大學的航空工程學學士學位、華盛頓大學的工商管理碩士學位，以及芝加哥大學的博士學位。
