Portfolio theory and management
By: edited by H. Kent Baker, Greg Filbeck
Contributors: Filbeck, Greg
Publisher: Oxford University Press
Published: 2013
Place of publication: New York
Language: eng
ISBN-13: 9780199829699
Subjects: Portfolio management
Notes: Includes bibliographical references and index.
Table of contents: title: Acknowledgments; title: Portfolio theory and management : an overview / H. Kent Baker and Greg Filbeck; title: Portfolio theory and asset pricing; title: Modern portfolio theory / Eric Jacquier; title: Asset pricing theories, models, and tests / Nikolay Gospodinov and Cesare Robotti; title: Asset pricing and behavioral finance / Hersh Shefrin; title: The investment policy statement and fiduciary duties; title: Assessing risk tolerance / Sherman D. Hanna, Michael A. Guillemette, and Michael S. Finke; title: Private wealth management / Dianna Preece; title: Institutional wealth management / Eric J. Robbins; title: Fiduciary duties and responsibilities of portfolio managers / Remus D. Valsan and Moin A. Yahya; title: Asset allocation and portfolio construction; title: The role of asset allocation in the investment decision-making process/ james l. farrell, jr; title: Asset allocation models / J. Clay Singleton; title: Preference models in portfolio construction and evaluation / Massimo Guidolin; title: Portfolio construction with downside risk / Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt; title: Asset allocation with downside risk management / Joshua M. Davis and Sebastien Page; title: Alternative investments / Lars Helge Hass, Denis Schweizer, Juliane Proelss; title: Risk management; title: Measuring and managing market risk / Christoph Kaserer; title: Measuring and managing credit and other risks / Gabriele Sabato; title: Portfolio execution, monitoring, and rebalancing; title: Trading strategies, portfolio monitoring, and rebalancing / Ricardo Cesari and Massimiliano Marzo; title: Effective trade execution / Ricardo Cesari, Massimiliano Marzo, and Paolo Zagalia; title: Market timing methods and results / Panagiotis Schizas; title: Evaluating and reporting portfolio performance; title: Evaluating portfolio performance : reconciling asset selection and market timing / Arnaud Cavé, Georges Hübner, and Thomas Lejeune; title: Benchmarking / Abraham Lioui and Patrice Poncet; title: Attribution analysis / Nanne Brunia and Auke Plantinga; title: Equity investment styles / Andrew Mason; title: Use of derivatives / Matthieu Leblanc; title: Performance presentation / Timothy P. Ryan; title: Special topics; title: Exchange traded funds: the success story of the last two decades / Gerasimos G. Rompotis; title: The past, present, and future of hedge funds / Roland Füss and Sarah Müller; title: Portfolio and risk management for private equity fund investments / Niklas Wagner and Axel Buchner; title: Venture capital / Paschal Gantenbein, Reto Forrer, and Nils Herold; title: Socially responsible investing / Hunter Holzhauer.