Comment :

ISBN 13 : 978-0-19-982969-9

Contents : Contributors : H. Kent Baker and Greg Filbeck, Eric Jacquier, Nikolay Gospodinov, Cesare Robotti, Hersh Shefrin, Sherman D. Hanna, Michael A. Guillemette, Michael S. Finke, Dianna Preece, Eric J. Robbins, Remus D. Valsan, Moin A. Yahya, James L. Farrell, Jr., Massimo Guidolin, Harald Lohre, Thorsten Neumann, Thomas Winterfeldt, Joshua M. Davis, Sebastien Page, Lars Helge Hass, Denis Schweizer, Juliane Proelss, Christoph Kaserer, Gabriele Sabato, Ricardo Cesari, Massimiliano Marzo, Paolo Zagalia, Panagiotis Schizas, Arnaud Cavé, Georges Hübner, Thomas Lejeune, Abraham Lioui, Patrice Poncet, Nanne Brunia, Auke Plantinga, Andrew Mason, Matthieu Leblanc, Timothy P. Ryan, Gerasimos G. Rompotis, Roland Füss, Sarah Müller, Niklas Wagner, Axel Buchner, - Paschal Gantenbein, Reto Forrer, Nils Herold, - J. Clay Singleton and Hunter Holzhauer

Acknowledgments

Chapter 1 Portfolio Theory and Management: An Overview

Section I. Portfolio Theory and Asset Pricing

Chapter 2 Modern Portfolio Theory
Chapter 3 Asset Pricing Theories, Models, and Tests
Chapter 4 Asset Pricing and Behavioral Finance

Section II. The Investment Policy Statement and Fiduciary Duties

Chapter 5 Assessing Risk Tolerance
Chapter 6 Private Wealth Management
Chapter 7 Institutional Wealth Management
Chapter 8 Fiduciary Duties and Responsibilities of Portfolio Managers

Section III. Asset Allocation and Portfolio Construction

Chapter 9 The Role of Asset Allocation in the Investment Decision-Making Process
Chapter 10 Asset Allocation Models
Chapter 11 Preference Models in Portfolio Construction and Evaluation
Chapter 12 Portfolio Construction with Downside Risk
Chapter 13 Asset Allocation with Downside Risk Management
Chapter 14 Alternative Investments

Section IV. Risk Management

Chapter 15 Measuring and Managing Market Risk
Chapter 16 Measuring and Managing Credit and Other Risks

Section V. Portfolio Execution, Monitoring, and Rebalancing

Chapter 17 Trading Strategies, Portfolio Monitoring, and Rebalancing
Chapter 18 Effective Trade Execution
Chapter 19 Market Timing Methods and Results

Section VI. Evaluating and Reporting Portfolio Performance

Chapter 20 Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing
Chapter 21 Benchmarking
Chapter 22 Attribution Analysis
Chapter 23 Equity Investment Styles
Chapter 24 Use of Derivatives
Chapter 25 Performance Presentation

Section VII. Special Topics

Chapter 26 Exchange Traded Funds: The Success Story of the Last Two Decades
Chapter 27 The Past, Present, and Future of Hedge Funds
Chapter 28 Portfolio and Risk Management for Private Equity Fund Investments
Chapter 29 Venture Capital
Chapter 30 Socially Responsible Investing

Language : English

Place of publishing : OXFORD

Figure(s) : Graphique(s) ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque