Advanced Portfolio Management. Giuseppe A. Paleologo
Читать онлайн книгу.
the reason why the idiosyncratic volatility of a diversified, long-only portfolio comprised of many stock is low, you can read the next-to-last question in the Risk FAQ (Section 4.2).
8 8 The annualized tracking vol is approximately . The annualization calculation is explained later, in Section 4.2. You can ignore the details of the calculation on a first reading.
9 9 In this event, the Prime Broker usually attempts to locate new stocks before forcing covering the position.
10 10 The Gross Market Value (GMV) of a stock is the absolute value of the Net Market Value. The GMV of a portfolio is the sum of the GMVs of the individual positions.
11 11 A car so well engineered that it managed to be ugly and burst into flames in a low-speed collision.
12 12 Famously announced in 1997, it was released in 2011. And it was still an awful game.
Конец ознакомительного фрагмента.
Текст предоставлен ООО «ЛитРес».
Прочитайте эту книгу целиком, купив полную легальную версию на ЛитРес.
Безопасно оплатить книгу можно банковской картой Visa, MasterCard, Maestro, со счета мобильного телефона, с платежного терминала, в салоне МТС или Связной, через PayPal, WebMoney, Яндекс.Деньги, QIWI Кошелек, бонусными картами или другим удобным Вам способом.