Portfolio theory and management /
| Други автори: | Baker, H. Kent 1944-, Filbeck, Greg. |
|---|---|
| Формат: | Книга |
| Език: | English |
| Публикувано: |
New York :
Oxford University Press,
2013.
|
| Предмети: |
Съдържание:
- Acknowledgments
- Portfolio theory and management : an overview / H. Kent Baker and Greg Filbeck
- Portfolio theory and asset pricing
- Modern portfolio theory / Eric Jacquier
- Asset pricing theories, models, and tests / Nikolay Gospodinov and Cesare Robotti
- Asset pricing and behavioral finance / Hersh Shefrin
- The investment policy statement and fiduciary duties
- Assessing risk tolerance / Sherman D. Hanna, Michael A. Guillemette, and Michael S. Finke
- Private wealth management / Dianna Preece
- Institutional wealth management / Eric J. Robbins
- Fiduciary duties and responsibilities of portfolio managers / Remus D. Valsan and Moin A. Yahya
- Asset allocation and portfolio construction
- The role of asset allocation in the investment decision-making process/ james l. farrell, jr
- Asset allocation models / J. Clay Singleton
- Preference models in portfolio construction and evaluation / Massimo Guidolin
- Portfolio construction with downside risk / Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt
- Asset allocation with downside risk management / Joshua M. Davis and Sebastien Page
- Alternative investments / Lars Helge Hass, Denis Schweizer, Juliane Proelss
- Risk management
- Measuring and managing market risk / Christoph Kaserer
- Measuring and managing credit and other risks / Gabriele Sabato
- Portfolio execution, monitoring, and rebalancing
- Trading strategies, portfolio monitoring, and rebalancing / Ricardo Cesari and Massimiliano Marzo
- Effective trade execution / Ricardo Cesari, Massimiliano Marzo, and Paolo Zagalia
- Market timing methods and results / Panagiotis Schizas
- Evaluating and reporting portfolio performance
- Evaluating portfolio performance : reconciling asset selection and market timing / Arnaud Cavé, Georges Hübner, and Thomas Lejeune
- Benchmarking / Abraham Lioui and Patrice Poncet
- Attribution analysis / Nanne Brunia and Auke Plantinga
- Equity investment styles / Andrew Mason
- Use of derivatives / Matthieu Leblanc
- Performance presentation / Timothy P. Ryan
- Special topics
- Exchange traded funds: the success story of the last two decades / Gerasimos G. Rompotis
- The past, present, and future of hedge funds / Roland Füss and Sarah Müller
- Portfolio and risk management for private equity fund investments / Niklas Wagner and Axel Buchner
- Venture capital / Paschal Gantenbein, Reto Forrer, and Nils Herold
- Socially responsible investing / Hunter Holzhauer.