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Index Tracking

2021-07-09
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Release : 2021-07-09
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Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Index Tracking by : Freddy Osuna

Download or read book Index Tracking written by Freddy Osuna. This book was released on 2021-07-09. Available in PDF, EPUB and Kindle. Book excerpt: In this book you will find a new approach to the teaching of man and animal tracking. Osuna's depth of knowledge on the subject ranges from boyhood experiences on the Pascua Yaqui Reservation in Tucson, AZ; a hunter; a U.S. Marine Corps Scout Sniper; Search and Rescue Tracker / Instructor; Law Enforcement Tactical Tracking Instructor; Military Combat Tracking Instructor. Living a trackers life spanning 20 plus years and four continents. This very quick read serves as an introduction to his method of Index Tracking, and only a very small snap shot of his signature work (Weaponize the Senses - 2023).

Optimization Methods for Financial Index Tracking

2018-06-07
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Release : 2018-06-07
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Kind : eBook
Book Rating : 642/5 ( reviews)

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Book Synopsis Optimization Methods for Financial Index Tracking by : Konstantinos Benidis

Download or read book Optimization Methods for Financial Index Tracking written by Konstantinos Benidis. This book was released on 2018-06-07. Available in PDF, EPUB and Kindle. Book excerpt: An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalancing of weights, the changes in the index composition, the transaction costs, etc.

Optimization Methods for Financial Index Tracking

2018 Finance
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Release : 2018
Genre : Finance
Kind : eBook
Book Rating : 659/5 ( reviews)

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Book Synopsis Optimization Methods for Financial Index Tracking by : Konstantinos Benidis

Download or read book Optimization Methods for Financial Index Tracking written by Konstantinos Benidis. This book was released on 2018. Available in PDF, EPUB and Kindle. Book excerpt: Index tracking is a very popular passive investment strategy. Since an index cannot be traded directly, index tracking refers to the process of creating a portfolio that approximates its performance. A straightforward way to do that is to purchase all the assets that compose an index in appropriate quantities. However, to simplify the execution, avoid small and illiquid positions, and large transaction costs, it is desired that the tracking portfolio consists of a small number of assets, id est, we wish to create a sparse portfolio. Although index tracking is driven from the financial industry, it is in fact a pure signal processing problem: a regression of the financial historical data subject to some portfolio constraints with some caveats and particularities. Furthermore, the sparse index tracking problem is similar to many sparsity formulations in the signal processing area in the sense that it is a regression problem with some sparsity requirements. In its original form, sparse index tracking can be formulated as a combinatorial optimization problem. A commonly used approach is to use mixed-integer programming (MIP) to solve small sized problems. Nevertheless, MIP solvers are not applicable for high-dimensional problems since the running time can be prohibiting for practical use. The goal of this monograph is to provide an in-depth overview of the index tracking problem and analyze all the caveats and practical issues an investor might have, such as the frequent rebalancing of weights, the changes in the index composition, the transaction costs, et cetera Furthermore, a unified framework for a large variety of sparse index tracking formulations is provided. The derived algorithms are very attractive for practical use since they provide efficient tracking portfolios orders of magnitude faster than MIP solvers.

Portfoliomanagement

2009
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Release : 2009
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Kind : eBook
Book Rating : 318/5 ( reviews)

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Book Synopsis Portfoliomanagement by : Klaus Grobys

Download or read book Portfoliomanagement written by Klaus Grobys. This book was released on 2009. Available in PDF, EPUB and Kindle. Book excerpt: Peter Norman, who is in the head management of Sjunde AP-fonden, which is one of the five largest pension funds in Sweden and accounts for 66 milliard Swedish crones, admits that they have decided to employ passive Index-Tracking strategies, because they expect to receive a higher profit by investing in passive strategies. Sidea [2009], who works as editor of the magazine Veckans Affärer, argues that traditional active funds management is built on the management's analysis to figure out and invest in stocks which are underpriced. Considering this, these strategies are built on expectations which may be quite different from each other. This relatively expansive sort of active management needs a high degree of analyst competence, forecast making and trading which involve clearly high costs. This book presents an overview about passive Index-Tracking Strategies as well as an empirical application. The reader will be able to understand the discussed methods and be able to construct strategies of their own, too. Apart from traditional strategies, Klaus Grobys presents the application of more sophisticated models based on cointegration theory as well as a new Pricing model, introduced in his academic final thesis at the University of Kiel.

Trillions

2021-10-12 Business & Economics
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Release : 2021-10-12
Genre : Business & Economics
Kind : eBook
Book Rating : 682/5 ( reviews)

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Book Synopsis Trillions by : Robin Wigglesworth

Download or read book Trillions written by Robin Wigglesworth. This book was released on 2021-10-12. Available in PDF, EPUB and Kindle. Book excerpt: From the Financial Times's global finance correspondent, the incredible true story of the iconoclastic geeks who defied conventional wisdom and endured Wall Street's scorn to launch the index fund revolution, democratizing investing and saving hundreds of billions of dollars in fees that would have otherwise lined fat cats' pockets. Fifty years ago, the Manhattan Project of money management was quietly assembled in the financial industry's backwaters, unified by the heretical idea that even many of the world's finest investors couldn't beat the market in the long run. The motley crew of nerds—including economist wunderkind Gene Fama, humiliated industry executive Jack Bogle, bull-headed and computer-obsessive John McQuown, and avuncular former WWII submariner Nate Most—succeeded beyond their wildest dreams. Passive investing now accounts for more than $20 trillion, equal to the entire gross domestic product of the US, and is today a force reshaping markets, finance and even capitalism itself in myriad subtle but pivotal ways. Yet even some fans of index funds and ETFs are growing perturbed that their swelling heft is destabilizing markets, wrecking the investment industry and leading to an unwelcome concentration of power in fewer and fewer hands. In Trillions, Financial Times journalist Robin Wigglesworth unveils the vivid secret history of an invention Wall Street wishes was never created, bringing to life the characters behind its birth, growth, and evolution into a world-conquering phenomenon. This engrossing narrative is essential reading for anyone who wants to understand modern finance—and one of the most pressing financial uncertainties of our time.

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