Sebel Hawkesbury





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Sebel Hawkesbury

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Quantitative Portfolio Optimisation, Asset Allocation And Risk Management

RRP $512.95

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This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory.


Facility Location

RRP $354.99

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Facility location applications are concerned with the location of one or more facilities in a way that optimizes a certain objective such as mini- mizing transportation cost, providing equitable service to customers, cap- turing the largest market share, etc. Facility location problems give rise to challenging geometrical and combinatorial problems. The research on facility location problems spans many research fields such as operations re- search/management science, industrial engineering, geography, economics, computer science, mathematics, marketing, electrical engineering, urban planning, and related fields. Applications to facility location models abound. Location of warehouses, plants, hospitals, retail outlets are classical examples. Applications are also found in the location of electronical components, warning sirens, sprinklers, radar beams, exploratory oil wells. These are less obvious "facilities". One should consider applying a location model to any scenario that involves finding a best location (or locations) for any object(s). This book Facility Location: A Survey of Applications and Methods pro- vides a state of the art review along with references to important contem- porary topics in locational analysis. The book includes twenty chapters divided into four parts, each dealing with a different aspect of location modeling and implementation. The book concludes with over 1,200 refer- ences. The first part Methodology and Analysis consists of a survey of method- ological and technical aspects of location analysis. Issues such as estimating distances, the error introduced by assuming discrete demand rather than continuous one, global optimization techniques, inference of weights, con- jugate duality, and using Voronoi diagrams are reviewed.


Real-time Management Of Resource Allocation Systems

RRP $212.95

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Real-Time Management of Resource Allocation Systems focuses on the problem of managing the resource allocation taking place within the operational context of many contemporary technological applications, including flexibly automated production systems, automated railway and/or monorail transportation systems, electronic workflow management systems, and business transaction supporting systems. A distinct trait of all these applications is that they limit the role of the human element to remote high-level supervision, while placing the burden of the real-time monitoring and coordination of the ongoing activity upon a computerized control system. Hence, any applicable control paradigm must address not only the issues of throughput maximization, work-in-process inventory reduction, and delay and cost minimization, that have been the typical concerns for past studies on resource allocation, but it must also guarantee the operational correctness and the behavioral consistency of the underlying automated system. The resulting problem is rather novel for the developers of these systems, since, in the past, many of its facets were left to the jurisdiction of the present human intelligence. It is also complex, due to the high levels of choice - otherwise known as flexibility - inherent in the operation of these environments.



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