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The Investment Portfolio User's Manual

Author Inc. Intellipro, Christopher Blake, Edwin J. Elton, Martin J. Gruber, Georgio DeSantis, Joseph Finnerty, William N. Goetzmann, Ehud Ronn, Intellipro, Inc.
Publisher Wiley
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Book Details
PublisherWiley
ISBN / ASIN0471246107
ISBN-139780471246107
Sales Rank3,779,746
MarketplaceUnited States 🇺🇸

Description

* Calculate correlations, covariances, means and standard deviations
* Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.
* Perform duration analysis and estimate spot rates for bonds.
* Do performance evaluation using single and multi-index andequilibrium models.
* Calculate prices for futures and prices and implied volatility foroptions.