You have great investment ideas. If you turn them into highly profitable portfolios, this book is for you.
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors is for fundamental equity analysts and portfolio managers, present, and future. Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. This book will introduce you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. The emphasis is on theory relevant to fundamental portfolio managers that works in practice, enabling you to convert ideas into a strategy portfolio that is both profitable and resilient. Intuition always comes first, and this book helps to lay out simple but effective "rules of thumb" that require little effort to implement and understand. At the same time, the book shows how to implement sophisticated techniques in order to meet the challenges a successful investor faces as his or her strategy grows in size and complexity. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams.
You will learn how to:
Separate stock-specific return drivers from the investment environment's return drivers
Understand current investment themes
Size your cash positions based on
Your investment ideas
Understand your performance
Measure and decompose risk
Hedge the risk you don't want
Use diversification to your advantage
Manage losses and control tail risk
Set your leverage
Author Giuseppe A. Paleologo has consulted, collaborated, taught, and drank strong wine with some of the best stock-pickers in the world; he has traded tens of billions of dollars hedging and optimizing their books and has helped them navigate through big drawdowns and even bigger recoveries. Whether or not you have access to risk models or advanced mathematical background, you will benefit from the techniques and the insights contained in the book--and won't find them covered anywhere else.
Автор: Dochow Название: Online Algorithms for the Portfolio Selection Problem ISBN: 3658135271 ISBN-13(EAN): 9783658135270 Издательство: Springer Рейтинг: Цена: 60940.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given.
Автор: Thomas Howard C Название: Behavioral Portfolio Management ISBN: 0857193570 ISBN-13(EAN): 9780857193575 Издательство: Pan Macmillan Рейтинг: Цена: 30800.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: By exploring the other side of what is prescriptively understood as proper Asian gastronomy, Robert Ji-Song Ku suggests that Asian cultural expressions occurring in places such as Los Angeles, Honolulu, New York, and even Baton Rouge are no less critical to understanding the meaning of Asian food - and, by extension, Asian people - than culinary expressions that took place in Tokyo and Shanghai.
Автор: Stein Benjamin Название: How to Really Ruin Your Financial Life and Portfolio ISBN: 111895131X ISBN-13(EAN): 9781118951316 Издательство: Wiley Рейтинг: Цена: 15830.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Hilarious advice on what NOT to do with money, from financial funny man Ben Stein Everyone`s searching for the secrets to financial success, but what about the best ways to lose money...
Автор: Capi?ski Название: Portfolio Theory and Risk Management ISBN: 1107003679 ISBN-13(EAN): 9781107003675 Издательство: Cambridge Academ Рейтинг: Цена: 73910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675.
Автор: Capi?ski Название: Portfolio Theory and Risk Management ISBN: 0521177146 ISBN-13(EAN): 9780521177146 Издательство: Cambridge Academ Рейтинг: Цена: 40130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk assessments in modern finance. Solutions and additional material are available at www.cambridge.org/9781107003675.
Автор: Mack Iris Marie Название: Energy Trading and Risk Management ISBN: 1118339339 ISBN-13(EAN): 9781118339336 Издательство: Wiley Рейтинг: Цена: 105600.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance.
Автор: Swensen David Название: Pioneering Portfolio Management ISBN: 1416544690 ISBN-13(EAN): 9781416544692 Издательство: Simon & Schuster Рейтинг: Цена: 34490.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A chief investment officer shows how he propelled Yale University`s endowment into the top one percent of institutional funds.
Автор: CFA Institute Название: Portfolio Management in Practice, Volume 3: Equity Portfolio Management Workbook ISBN: 111978929X ISBN-13(EAN): 9781119789291 Издательство: Wiley Рейтинг: Цена: 40120.00 T Наличие на складе: Поставка под заказ. Описание: The Equity Portfolio Management Workbook provides learners with real-world problems based on key concepts explored in Portfolio Management in Practice, Volume 3: Equity Portfolio Management. Part of the reputable CFA Institute Investment Series, the workbook is designed to further students' and professionals' hands-on experience with a variety of Learning Outcomes, Summary Overview sections, and challenging exercises and solutions. Created with modern perspective, the workbook presents the necessary tools for understanding equity portfolio management and applying it in the workplace.
This essential companion resource mirrors the main text, making it easy for readers to follow. Inside, users will find information and exercises about: The difference between passive and active equity strategiesMarket efficiency underpinnings of passive equity strategiesActive equity strategies and constructing portfolios to reflect active strategiesTechnical analysis as an additional consideration in executing active equity strategies While the Equity Portfolio Management volume and its companion workbook can be used in conjunction with the other volumes in the series, the pair also functions well as a standalone focus on equity investing. With each contributor bringing his own unique experiences and perspectives to the portfolio management process, the Equity Portfolio Management Workbook distills the knowledge, skills, and abilities readers need to succeed in today's fast-paced financial world.
Автор: Robert Kissell Название: The Science of Algorithmic Trading and Portfolio Management, ISBN: 0124016898 ISBN-13(EAN): 9780124016897 Издательство: Elsevier Science Рейтинг: Цена: 57250.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.
Property management brats tell the best real estate stories... so starts this odyssey into multi-family investing. Chris Davies has (literally) been in this business his entire life, from mowing apartment building lawns as a pre-teen, to investing in his own properties, to becoming a top performing REALTOR in the Edmonton multi-family space. His 20+ years of experience has boiled down to one super insight: multi-family success requires staying power. Flash--in--the--pan sensations litter the real estate investment arena -- more than any other industry. But it's better to build strong than fast. This book breaks down and explains in great detail how to build true staying power in the multi-family investment game. If you're a new investor or have already found success investing in single-family properties this book will help you plan and build the right kind of multi-family portfolio rather than just any old portfolio.
You'll learn how to: --
Develop a true real estate legacy --
Identify and dominate a niche that will serve your business for life --
Optimize properties for maximum value, cash flow, and ease of management --
Consolidate your portfolio at the right time --
Build staying power for any economy
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
