Investment theory and risk management + website:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2012
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | Includes index "A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations). In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment"-- Includes bibliographical references and index Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 1118224965 1118238419 1118263049 9781118224960 9781118238417 9781118263044 |
Internformat
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| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes index | ||
| 500 | |a "A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations). In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment"-- | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration | ||
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Datensatz im Suchindex
| _version_ | 1804174957164363776 |
|---|---|
| any_adam_object | |
| author | Peterson, Steven P. |
| author_GND | (DE-588)171013816 |
| author_facet | Peterson, Steven P. |
| author_role | aut |
| author_sort | Peterson, Steven P. |
| author_variant | s p p sp spp |
| building | Verbundindex |
| bvnumber | BV042743944 |
| classification_rvk | QK 800 |
| collection | ZDB-4-NLEBK |
| ctrlnum | (OCoLC)772363841 (DE-599)BVBBV042743944 |
| dewey-full | 332.601 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.601 |
| dewey-search | 332.601 |
| dewey-sort | 3332.601 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042743944 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:08:38Z |
| institution | BVB |
| isbn | 1118224965 1118238419 1118263049 9781118224960 9781118238417 9781118263044 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028174813 |
| oclc_num | 772363841 |
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| physical | 1 Online-Ressource |
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| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Peterson, Steven P. Verfasser (DE-588)171013816 aut Investment theory and risk management + website Steven P. Peterson Hoboken, N.J. Wiley 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes index "A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations). In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment"-- Includes bibliographical references and index Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration BUSINESS & ECONOMICS / Investments & Securities bisacsh Investment analysis Portfolio management Risk management Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Scrum Vorgehensmodell (DE-588)7612008-9 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Agile Softwareentwicklung (DE-588)4806620-5 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Investitionstheorie (DE-588)4162257-1 gnd rswk-swf Investitionstheorie (DE-588)4162257-1 s Kapitalanlage (DE-588)4073213-7 s Finanzanalyse (DE-588)4133000-6 s Portfoliomanagement (DE-588)4115601-8 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Agile Softwareentwicklung (DE-588)4806620-5 s Scrum Vorgehensmodell (DE-588)7612008-9 s DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 1-118-12959-8 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-12959-3 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=449949 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Peterson, Steven P. Investment theory and risk management + website BUSINESS & ECONOMICS / Investments & Securities bisacsh Investment analysis Portfolio management Risk management Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Kapitalanlage (DE-588)4073213-7 gnd Scrum Vorgehensmodell (DE-588)7612008-9 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfoliomanagement (DE-588)4115601-8 gnd Agile Softwareentwicklung (DE-588)4806620-5 gnd Risikomanagement (DE-588)4121590-4 gnd Investitionstheorie (DE-588)4162257-1 gnd |
| subject_GND | (DE-588)4073213-7 (DE-588)7612008-9 (DE-588)4133000-6 (DE-588)4115601-8 (DE-588)4806620-5 (DE-588)4121590-4 (DE-588)4162257-1 |
| title | Investment theory and risk management + website |
| title_auth | Investment theory and risk management + website |
| title_exact_search | Investment theory and risk management + website |
| title_full | Investment theory and risk management + website Steven P. Peterson |
| title_fullStr | Investment theory and risk management + website Steven P. Peterson |
| title_full_unstemmed | Investment theory and risk management + website Steven P. Peterson |
| title_short | Investment theory and risk management + website |
| title_sort | investment theory and risk management website |
| topic | BUSINESS & ECONOMICS / Investments & Securities bisacsh Investment analysis Portfolio management Risk management Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Kapitalanlage (DE-588)4073213-7 gnd Scrum Vorgehensmodell (DE-588)7612008-9 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfoliomanagement (DE-588)4115601-8 gnd Agile Softwareentwicklung (DE-588)4806620-5 gnd Risikomanagement (DE-588)4121590-4 gnd Investitionstheorie (DE-588)4162257-1 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities Investment analysis Portfolio management Risk management Wirtschaft Kapitalanlage Scrum Vorgehensmodell Finanzanalyse Portfoliomanagement Agile Softwareentwicklung Risikomanagement Investitionstheorie |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=449949 |
| work_keys_str_mv | AT petersonstevenp investmenttheoryandriskmanagementwebsite |