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Biographie et livres de Alan Scowcroft

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Alan is a Managing Director and the Global Head of Equities Quantitative Research at UBS Warburg. Since joining UBS Phillips & Drew as an econometrician in 1984, he has worked on every aspect of quantitative modelling from stock valuation to asset allocation. He has been closely associated with the pioneering work on equity style and portfolio analysis developed by UBS Warburg. Alan was educated at Ruskin College, Oxford and Wolfson College, Cambridge where he was awarded the Jennings prize for academic achievement.
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Téléchargez le livre :  Advances in Portfolio Construction and Implementation
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Advances in Portfolio Construction and Implementation

Alan Scowcroft , Stephen Satchell


Butterworth-Heinemann

2003-06-25

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Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.Modern Portfolio Theory provides a broad context for...

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