Portfolio theory and management:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2013
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XXXII, 767 S. graph. Darst. |
| ISBN: | 9780199829699 |
Internformat
MARC
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| 245 | 1 | 0 | |a Portfolio theory and management |c ed. H. Kent Baker ... |
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2013 | |
| 300 | |a XXXII, 767 S. |b graph. Darst. | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Titel: Portfolio theory and management
Autor: Baker, H. Kent
Jahr: 2013
Contents
Acknowledgments ix
List of Tables xi
List of Figures xv
About the Editors xix
About the Contributors xxi
1. Portfolio Theory and Management: An Overview 1
H. KENT BAKER AND GREG FILBECK
Section One PORTFOLIO THEORY AND ASSET PRICING
2. Modern Portfolio Theory 23
ERIC JACQUIER
3. Asset Pricing Theories, Models, and Tests 46
NIKOLAY G0SP0DIN0V AND CESARE ROBOTTI
4. Asset Pricing and Behavioral Finance 73
HERSH SHEFRIN
Section Two THE INVESTMENT POLICY STATEMENT
AND FIDUCIARY DUTIES
5. Assessing Risk Tolerance 99
SHERMAN D. HANNA, MICHAEL A. GUILLEMETTE,
AND MICHAEL S. FINKE
6. Private Wealth Management 121
DIANNA C. PREECE
7. Institutional Wealth Management 142
ERIC J. ROBBINS
8. Fiduciary Duties and Responsibilities of Portfolio Managers 165
REMUS D. VALSAN AND MOIN A. YAHYA
Section Three ASSET ALLOCATION AND PORTFOLIO
CONSTRUCTION
9. The Role of Asset Allocation in the Investment Decision-Making
Process 185
JAMES L. FARRELL JR.
10. Asset Allocation Models 20s
J. CLAY SINGLETON
11. Preference Models in Portfolio Construction and Evaluation 231
MASSIMO GUIDOLIN
12. Portfolio Construction with Downside Risk 268
HARALD LOHRE, THORSTEN NEUMANN, AND
THOMAS WINTERFELDT
13. Asset Allocation with Downside Risk Management 293
JOSHUA M. DAVIS AND SEBASTIEN PAGE
14. Alternative Investments 314
LARS HELGE HASS, DENIS SCHWEIZER, AND
JULIANE PROELSS
Section Four RISK MANAGEMENT
15. Measuring and Managing Market Risk 341
CHRISTOPH KASERER
16. Measuring and Managing Credit and Other Risks 36i
GABRIELE SABATO
Section Five PORTFOLIO EXECUTION, MONITORING, AND
REBALANCING
17. Trading Strategies, Portfolio Monitoring, and Rebalancing 383
RICCARDO CESARI AND MASSIMILIANO MARZO
18. Effective Trade Execution 411
RICCARDO CESARI, MASSIMILIANO MARZO,
AND PAOLO ZAGAGLIA
19. Market Timing Methods and Results 438
PANAGIOTIS SCHIZAS
Section Six EVALUATING AND REPORTING PORTFOLIO
PERFORMANCE
20. Evaluating Portfolio Performance: Reconciling Asset
Selection and Market Timing 467
ARNAUD CAVE, GEORGES HUBNER, AND THOMAS LEJEUNE
21. Benchmarking 490
ABRAHAM LIOUI AND PATRICE PONCET
22. Attribution Analysis 511
NANNE BRUNIA AND AUKE PLANTINGA
23. Equity Investment Styles 529
ANDREW MASON
24. Use of Derivatives 546
MATTHIEU LEBLANC
25. Performance Presentation 567
TIMOTHY P. RYAN
Section Seven SPECIAL TOPICS
26. Exchange Traded Funds: The Success Story of the
Last Two Decades 587
GERASIMOS G. ROMPOTIS
27. The Past, Present, and Future of Hedge Funds 604
ROLAND FUSS AND SARAH MULLER
28. Portfolio and Risk Management for Private Equity
Fund Investment 638
AXEL BUCHNER AND NIKLAS WAGNER
29. Venture Capital 654
PASCHAL GANTENBEIN, RETO FORRER, AND NILS HEROLD
30. Socially Responsible Investing 674
HUNTER M. HOLZHAUER
Discussion Questions and Answers 692
Index 739
|
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| id | DE-604.BV040795212 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:34:02Z |
| institution | BVB |
| isbn | 9780199829699 |
| language | English |
| lccn | 2012011184 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025775427 |
| oclc_num | 830964751 |
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| physical | XXXII, 767 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | Oxford Univ. Press |
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| spelling | Portfolio theory and management ed. H. Kent Baker ... Oxford [u.a.] Oxford Univ. Press 2013 XXXII, 767 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Portfolio management Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s Portfolio Selection (DE-588)4046834-3 s DE-604 Baker, H. Kent 1944- Sonstige (DE-588)142694517 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025775427&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Portfolio theory and management Portfolio management Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4115601-8 |
| title | Portfolio theory and management |
| title_auth | Portfolio theory and management |
| title_exact_search | Portfolio theory and management |
| title_full | Portfolio theory and management ed. H. Kent Baker ... |
| title_fullStr | Portfolio theory and management ed. H. Kent Baker ... |
| title_full_unstemmed | Portfolio theory and management ed. H. Kent Baker ... |
| title_short | Portfolio theory and management |
| title_sort | portfolio theory and management |
| topic | Portfolio management Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Portfolio management Portfolio Selection Portfoliomanagement |
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