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The Oxford Handbook Of Quantitative Asset Management Paperback English by Bernd Scherer - 6-Feb-14

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Publisher	Oxford University Press
Author	Bernd Scherer
Book Format	Paperback
Language	English
Editor	Bernd Scherer, Kenneth Winston

Book Description	Quantitative portfolio management has become a highly specialized discipline. Computing power and software improvements have advanced the field to a level that would not have been thinkable when Harry Markowitz began the modern era of quantitative portfolio management in 1952. In addition to raw computing power, major advances in financial economics and econometrics have shaped academia and the financial industry over the last 60 years. While the idea of a general theory of finance is still only a distant hope, asset managers now have tools in the financial engineering kit that address specific problems in their industry. The Oxford Handbook of Quantitative Asset Management consists of seven sections that explore major themes in current theoretical and practical use. These themes span all aspects of a modern quantitative investment organization. Contributions from academics and practitioners working in leading investment management organizations bring together the key theoretical and practical aspects of the field to provide a comprehensive overview of the major developments in the area.
Editorial Review	An invaluable and timely contribution to the latest thinking in the field. While loaded with quantitative theory, it is surprisingly application-oriented, and even the least quantitative asset manager will take something useful away from this book to apply to his or her own practice. It is a must for academics involved in this area of research. A handsomely produced and welcome addition to the corpus of investment management research and application, and well deserves the title of Handbook. * FT Adviser *
About the Author	Bernd Scherer is Professor of Finance at EDHEC Business School, London. Prior to joining EDHEC-Risk, Bernd Scherer was Managing Director and Global Head of Quantitative Asset Allocation at Morgan Stanley in London. Previously, he was with Deutsche Asset Management where he successively headed the Investment Solutions and Overlay Management Group in Frankfurt, and Global Quantitative Research and Portfolio Engineering from New York. Bernd has 16 years of investment experience within top financial institutions. He has published over 50 articles in leading academic and practitioner journals and is a board member of the London Quant Group. Kenneth Winston is Chief Risk Officer at Western Asset Management and is a Lecturer in Economics at the California Institute of Technology, Pasadena. Previously Dr Winston worked in firm risk management at Morgan Stanley and was Chief Risk Officer at Morgan Stanley Investment Management in New York. While he was at Morgan Stanley, he was an adjunct professor of financial mathematics at the Courant Institute of Mathematical Sciences at New York University. He began his financial career as a quantitative portfolio manager after having taught mathematics at Rutgers University. He is a director of the Society of Quantitative Analysts and of the Institute for Quantitative Research in Finance, and is a founder of the Buy Side Risk Managers Forum. Dr Winston is the author of a numerous articles including Buy Side Risk Management, which won the 2006 Roger Murray Award for best paper at the Institute for Quantitative Research in Finance. He obtained his PhD in pure mathematics from MIT.
Publication Date	6-Feb-14
Number of Pages	536

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