- Additional Authors
- Description
- 1 online resource (xxxii, 767 p.) : ill.
- Uniform Title
- Portfolio theory and management (Online)
- Subject
- Portfolio management
- Bibliography (note)
- Includes bibliographical references and index.
- Access (note)
- Access restricted to authorized users.
- Contents
- 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.
- LCCN
- 2012011184
- OCLC
- ssj0000886517
- Title
Portfolio theory and management [electronic resource] / edited by H. Kent Baker, Greg Filbeck.
- Imprint
New York : Oxford University Press, 2013.
- Bibliography
Includes bibliographical references and index.
- Access
Access restricted to authorized users.
- Connect to:
- Added Author
Baker, H. Kent (Harold Kent), 1944-
Filbeck, Greg.