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Professional Portfolio Management
A career's worth of portfolio management knowledge in one thorough, efficient guide Portfolio Management is an authoritative guide for those who wish to manage money professionally. This invaluable resource presents effective portfolio management practices supported by their underlying theory,...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2019.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Stewart, Scott. | |
| 245 | 1 | 0 | |a Professional Portfolio Management |
| 260 | |a Newark : |b John Wiley & Sons, Incorporated, |c 2019. | ||
| 300 | |a 1 online resource (722 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Title Page; Copyright; Contents; About the Authors; Acknowledgments; Preface; Chapter 1 Introduction; 1.1 Introduction to the Investment Industry; 1.2 What is a Portfolio Manager?; 1.3 What Investment Problems Do Portfolio Managers Seek to Solve?; Asset Allocation and Asset Class Portfolio Responsibilities; Representative Investment Problems; 1.4 Spectrum of Portfolio Managers; 1.5 Layout of This Book; Problems; Endnotes; Chapter 2 Client Objectives for Diversified Portfolios; 2.1 Introduction; 2.2 Definitions of Risk | |
| 505 | 8 | |a 2.3 The Portfolio Management Process and the Investment Policy StatementThe Investment Policy Statement; 2.4 Institutional Investors; Foundations and Endowments; Pension Plans; Defined Benefit Plans; Defined Contribution Plans; 2.5 Individual Investors; Understanding the Client: Situational Profiling; The Individual's IPS: Objectives and Constraints; Trends in the Wealth Management Business; 2.6 Asset Class Portfolios; Summary; Investment Case; Problems; JAKE Investment Management, LLC: Investment and Spending Policy Review; Endnotes; Chapter 3 Asset Allocation: The Mean -- Variance Framework | |
| 505 | 8 | |a 3.1 Introduction: Motivation of the Mean-Variance Approach to Asset AllocationTypes of Asset Allocation; Asset Classes; The Mean-Variance Framework; 3.2 Theory: Outline of the Mean-Variance Framework4; Utility Theory; Return Behavior; Return Variance; Portfolio Return and Variance; Objective Function; Constraints; Investment Horizon; 3.3 Practice: Solution of Stylized Problems Using the Mean-Variance Framework; The Efficient Frontier; The Optimal Portfolio; Investment Horizons; The Shortfall Constraint; Asset-Liability Management; Practice Summary; Summary; Problems | |
| 505 | 8 | |a Appendix 1: Returns, Compounding, and Sample StatisticsA. Returns; B. Continuous Compounding; C. Sample Statistics; D. Application in Excel-Sample Statistics and Excel Formulas; Appendix 2: Optimization; Constraints; Solution; Quadratic Programming; Appendix 3: Notation; Investment; Statistical; Endnotes; Chapter 4 Asset Allocation Inputs; 4.1 Sensitivity of the Mean-Variance Model to Inputs; 4.2 Constant Investment Opportunities; Using Sample Moments; James-Stein Estimation; Linking Returns to the Economy; Implied Views; Cross Sectional Risk Models; Combining Estimates: Mixed Estimation | |
| 505 | 8 | |a 4.3 Time Varying Investment OpportunitiesSummary; Problems; Appendix: Mixed Estimation with Multiple Assets; Endnotes; Chapter 5 Advanced Topics in Asset Allocation; 5.1 Introduction; 5.2 Horizon Effects in the M V Framework; Horizon Dependent Risk Aversion; Horizon Dependent Risk and Return; 5.3 Dynamic Programming; The General Framework; Mean-Variance with Recursive Shortfall Constraints; The Impact of Mean Reversion; Some Intuition about Changing Investment Opportunities; Portfolio Choice with Mean Reversion; 5.4 Simulation | |
| 500 | |a The Impact of Required Expenditures and Alternative Probability Distributions | ||
| 520 | |a A career's worth of portfolio management knowledge in one thorough, efficient guide Portfolio Management is an authoritative guide for those who wish to manage money professionally. This invaluable resource presents effective portfolio management practices supported by their underlying theory, providing the tools and instruction required to meet investor objectives and deliver superior performance. Highlighting a practitioner's view of portfolio management, this guide offers real-world perspective on investment processes, portfolio decision making, and the business of managing money for real clients. Real world examples and detailed test cases--supported by sophisticated Excel templates and true client situations--illustrate real investment scenarios and provide insight into the factors separating success from failure. The book is an ideal textbook for courses in advanced investments, portfolio management or applied capital markets finance. It is also a useful tool for practitioners who seek hands-on learning of advanced portfolio techniques. Managing other people's money is a challenging and ever-evolving business. Investment professionals must keep pace with the current market environment to effectively manage their client's assets while students require a foundation built on the most relevant, up-to-date information and techniques. This invaluable resource allows readers to: Learn and apply advanced multi-period portfolio methods to all major asset classes. Design, test, and implement investment processes. Win and keep client mandates. Grasp the theoretical foundations of major investment tools Teaching and learning aids include: Easy-to-use Excel templates with immediately accessible tools. Accessible PowerPoint slides, sample exam and quiz questions and sample syllabi Video lectures Proliferation of mathematics in economics, growing sophistication of investors, and rising competition in the industry requires advanced training of investment professionals. Portfolio Management provides expert guidance to this increasingly complex field, covering the important advancements in theory and intricacies of practice. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Investments. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Investissements. | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 700 | 1 | |a Piros, Christopher D. | |
| 700 | 1 | |a Heisler, Jeffrey. | |
| 776 | 0 | 8 | |i Print version: |a Stewart, Scott. |t Professional Portfolio Management. |d Newark : John Wiley & Sons, Incorporated, ©2019 |z 9781119397410 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5741214 |z Texto completo |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL5741214 | ||
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