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Books in Investment management

A First Course in Model Validation and Model Risk Management
1st Edition
March 27, 2026
Jonathan Schachter + 2 more
English
A First Course in Model Validation and Model Risk Management offers robust coverage for current and future financial engineers. Useful as part of a masters program, for self-study, or as a valuable reference, the textbook explains in step-by-step, practical terms how mathematical models owned by financial institutions are essential to their public activities, including sales, trading, risk management, and internal audits. Like a diverse fleet of cars maintained by a rental car location, a bank must make sure customers can "drive" any of its models for a specific financial product. The book covers both pricing and risk models. Chapters consider modeling basics, marked-to-market and marked-to-model asset classes, market risk, credit risk, portfolio risk, operational risk, capital model risk, and financial crime, along with machine learning/AI.To support course use and practical applications, the text provides examples in Python throughout, as well as an appendix containing homework problems for all chapters, further supported by an ftp site for data and sample code. Additional appendices cover global model risk management, and a refresher in statistics.
Performance Evaluation and Attribution Volume One
Asset Pricing and Models
2nd Edition
March 25, 2026
Russ Wermers + 2 more
English
This Second Edition of Performance Evaluation and Attribution Volume One: Asset Pricing and Models, presents an updated, comprehensive exploration of portfolio performance evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume of the second edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model, new examples, and new work on qualitative considerations that can be used in identifying skilled fund managers. This highly detailed new edition combines academic rigor with insights and guidance for real-world applications of diverse approaches to identifying skilled professional portfolio managers
Performance Attribution and Attribution Volume Two
Analysis and Reporting
2nd Edition
March 20, 2026
Brian Singer + 2 more
English
This Second Edition of Performance Attribution and Evaluation Volume Two: Analysis and Reporting explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes, providing a toolkit of attribution techniques for analyzing the performance of portfolio managers. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume‘s concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm’s investments.
Mergers, Acquisitions, and Other Restructuring Activities
An Integrated Approach to Process, Tools, Cases, and Solutions
12th Edition
June 19, 2025
Donald DePamphilis
English
Mergers, Acquisitions, and Other Restructuring Activities: An Integrated Approach to Process, Tools, Cases, and Solutions, Twelfth Edition presents the most current and comprehensive M&A on M&A environments, M&A processes, M&A valuation and modeling, deal structuring and financing strategies, and alternative business and restructuring strategies. Covering relevant academic research published since 2021 make the 12th edition a balanced, comprehensive guide to the complex and dynamically changing world of M&A. With content relevant to industries worldwide, this new edition illustrates the most germane strategies and tactics in today's marketplace.
Valuing and Investing in Equities
CROCI: Cash Return on Capital Investment
1st Edition
November 19, 2020
Francesco Curto
English
Valuing and Investing in Equities: CROCI: Cash Return on Capital Investment develops a common-sense framework for value investors. By distinguishing investors from speculators, it acknowledges the variety of styles and goals in the financial markets. After explaining the intuition behind due diligence, portfolio construction, and stock picking, it shows the reader how to perform these steps and how to evaluate their results. Francesco Curto illuminates the costs and opportunities afforded by valuation strategies, inflation, and bubbles, emphasizing their effects on each other within the CROCI framework. Balancing analytics with an engaging clarity, the book neatly describes a comprehensive, time-tested approach to investing. Annual returns from this investment approach demand everyone’s attention.
Student-Managed Investment Funds
Organization, Policy, and Portfolio Management
2nd Edition
July 23, 2020
Brian Bruce
English
Student-Managed Investment Funds: Organization, Policy, and Portfolio Management, Second Edition, helps students work within a structured investment management organization, whatever that organizational structure might be. It aids them in developing an appreciation for day-to-day fund operations (e.g., how to get portfolio trade ideas approved, how to execute trades, how to reconcile investment performance), and it addresses the management of the portfolio and the valuation/selection process for discriminating between securities. No other book covers the "operational" related issues in SMIFs, like organizations, tools, data, presentation, and performance evaluation. With examples of investment policy statements, presentation slides, and organizational structures from other schools, Student-Managed Investment Funds can be used globally by students, instructors, and administrators alike.
Valuing and Investing in Equities
CROCI: Cash Return on Capital Investment
1st Edition
April 16, 2020
Francesco Curto
English
Valuing and Investing in Equities: CROCI: Cash Return on Capital Investment develops a common-sense framework for value investors. By distinguishing investors from speculators, it acknowledges the variety of styles and goals in the financial markets. After explaining the intuition behind due diligence, portfolio construction, and stock picking, it shows the reader how to perform these steps and how to evaluate their results. Francesco Curto illuminates the costs and opportunities afforded by valuation strategies, inflation, and bubbles, emphasizing their effects on each other within the CROCI framework. Balancing analytics with an engaging clarity, the book neatly describes a comprehensive, time-tested approach to investing. Annual returns from this investment approach demand everyone’s attention.
Environmental, Social, and Governance (ESG) Investing
A Balanced Analysis of the Theory and Practice of a Sustainable Portfolio
1st Edition
January 30, 2020
John Hill
English
Environmental, Social, and Governance (ESG) Investing: A Balanced Analysis of the Theory and Practice of a Sustainable Portfolio presents a balanced, thorough analysis of ESG factors as they are incorporated into the investment process. An estimated 25% of all new investments are in ESG funds, with a global total of $23 trillion and the U.S. accounting for almost $9 trillion. Many advocate the sustainability goals promoted by ESG, while others prefer to maximize returns and spend their earnings on social causes. The core problem facing those who want to promote sustainability goals is to define sustainability investing and measure its returns. This book examines theories and their practical implications, illuminating issues that other books leave in the shadows.
Public-Private Partnerships for Infrastructure
Principles of Policy and Finance
2nd Edition
May 29, 2018
E. R. Yescombe + 1 more
English
Public-Private Partnerships for Infrastructure - Principles of Policy and Finance, Second Edition explains how public private partnerships are prepared, procured, financed, and managed from both the public- and private-sector perspectives. As the use of public private partnerships continues to develop world-wide, both in the area of public policy and private financing and contracting, the Second Edition of this leading textbook: Captures and explains the latest approaches, providing a comprehensive all-round guide for those on both the public- and private-sector sides of the table Emphasises a step-by-step approach within a comprehensive, cross-referenced format Includes clear explanations of PPP evaluation, structuring and financing concepts for the benefit of those new to the topic: no prior knowledge is assumed or required Provides detailed reference points for more experienced practitioners Draws from the authors’ experience and practice in PPP markets worldwide to provide a perspective on practical application of the key underlying principles Includes an extensive glossary of technical and financial terms used in the PPP sector
Financing Entrepreneurship and Innovation in Emerging Markets
1st Edition
November 13, 2017
Lourdes Casanova + 2 more
English
Financing Entrepreneurship and Innovation in Emerging Markets offers an original perspective on the links between macro data on innovation, data on micro-entrepreneuria... processes and venture capital supply. The authors synthesize two disparate fields of research and thinking—innovation and entrepreneurship and economics—to illuminate how domestic companies compete and the business environment in which entrepreneurial firms operate. Its broad scope and firm linkages between processes at different levels leapfrogs research topics. For those investigating entrepreneurship and innovation in the early stages of economic development, this book demonstrates how micro and macro foundations of productivity, and hence economic growth and development, are inextricably intertwined.