THE EUROMONEY GLOBAL PORTFOLIO TRADING HANDBOOK 2003/2004 Księgarnia

Discover why the use of portfolio trading has surged and stay ahead of innovative developments and products in this highly dynamic sector. The Handbook discusses progress and trends at an international level and considers how companies can invest in and profit from best practice in this area. A series of articles discuss subjects and products at the forefront of investors' agendas: equity indices, transition management, transaction cost analysis, risk management, closing prices and index tracking. The Handbook also features contact listings for each contributing company's individual portfolio trading department.

Contents

Introduction: an overview of portfolio trading and the evolution of execution services

Who is best positioned to offer transition management?

Transaction cost analysis: a centre stage presence in equity markets

Choosing between sources of liquidity in transition management of equity portfolios

Risk management techniques to enhance guaranteed trading

The prominence of equity indices and rise of passive funds

European closing prices: closing mechanisms and price movements used by European exchanges

Beta estimation and hedging in hectic markets: a two-state mixture model

Index tracking under transaction costs: rebalancing passive portfolios

Risk control in global transitions: a case study illustration

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.