Gautam Mitra - Böcker

The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical LevelsAddressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.

Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematicsFeatures chapters from many leading researchers and practitioners

In "Decision Modelling And Information Systems" the authors explain the interrelationships between the decision support, decision modelling and information systems. They borrow from Porter's value chain concept originally set out in the organizational context and apply it to a corporate IS context. Thus data, information and knowledge is seen to be the progressive value-added process leading to business intelligence. The book captures key issues that are of central interest to decision support researchers, professionals and students. The book sets out an interdisciplinary and contemporary view of Decision Support System (DSS). The first two parts of the book focus on the interdisciplinary decision support framework, in which mathematical programming (optimization) is taken as the inference engine. The role of business analytics and its relationship with recent developments in organizational theory, decision modelling, information systems and information technology are considered in depth. Part three of the book includes a carefully chosen selection of invited contributions from internationally-known researchers.These contributions are thought-provoking and cover key decision modelling and information systems issues. These chapters include: Arthur Geoffrion on restoring transparency to computational solutions, Bill Inmon on the concept of the corporate information factory, Louis Ma and Efraim Turban on strategic information systems, and Erik Thomsen on information impact and its relationship to the value of information technology. The final part of the book covers contemporary developments in the related area of business intelligence considered within an organizational context. The topics cover computing delivered across the web, management decision-making, and socio-economic challenges that lie ahead. It is now well accepted that globalisation and the impact of digital economy are profound; and the role of e-business and the delivery of decision models (business analytics) across the net lead to a challenging business environment. In this dynamic setting, decision support is one of the few interdisciplinary frameworks that can be rapidly adopted and deployed to so that businesses can survive and prosper by meeting these new challenges.

The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical LevelsAddressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.

In Decision Modelling And Information Systems: The Information Value Chain the authors explain the interrelationships between the decision support, decision modelling, and information systems. The first two parts of the book focus on the interdisciplinary decision support framework, in which mathematical programming (optimization) is taken as the inference engine. The role of business analytics and its relationship with recent developments in organisational theory, decision modelling, information systems and information technology are considered in depth. Part three of the book includes a carefully chosen selection of invited contributions from internationally-known researchers. These contributions are thought-provoking and cover key decision modelling and information systems issues. The final part of the book covers contemporary developments in the related area of business intelligence considered within an organizational context. The topics cover computing delivered across the web, management decision-making, and socio-economic challenges that lie ahead. It is now well accepted that globalisation and the impact of digital economy are profound; and the role of e-business and the delivery of decision models (business analytics) across the net lead to a challenging business environment. In this dynamic setting, decision support is one of the few interdisciplinary frameworks that can be rapidly adopted and deployed to so that businesses can survive and prosper by meeting these new challenges.