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Books in Investment management

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11-20 of 59 results in All results

Fund Custody and Administration

  • 1st Edition
  • July 11, 2016
  • David Loader
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 8 0 4 4 0 0 - 1
  • eBook
    9 7 8 - 0 - 1 2 - 8 4 9 9 0 1 - 6
Fund Custody and Administration provides an overall perspective of investment funds without limiting its analysis to specific fund structures, as other books do. Since governance and oversight of investment funds are now major regulatory requirements, administrators and custodians must place greater emphasis on the custody and safekeeping of fund assets, on the independent and robust valuation of the assets, and on collateral management. By focusing on both the asset transactions made by the investment manager for the portfolio and on the transactions in the shares or units of the fund itself, it gives readers insights about the essential elements of investment fund management and administration, regardless of their geographical backgrounds.

Risk-Based and Factor Investing

  • 1st Edition
  • November 18, 2015
  • Emmanuel Jurczenko
  • English
  • Hardback
    9 7 8 - 1 - 7 8 5 4 8 - 0 0 8 - 9
  • eBook
    9 7 8 - 0 - 0 8 - 1 0 0 8 1 1 - 9
This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing.

Advanced Fixed Income Analysis

  • 2nd Edition
  • August 28, 2015
  • Moorad Choudhry + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 0 8 - 0 9 9 9 3 8 - 8
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 9 9 4 1 - 8
Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts.  This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts.

Hedge Fund Governance

  • 1st Edition
  • October 21, 2014
  • Jason Scharfman
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 1 4 1 2 - 7
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 2 5 1 2 - 3
Hedge Fund Governance: Evaluating Oversight, Independence and Conflicts summarizes the fundamental elements of hedge fund governance and principal perspectives on governance arguments. An authoritative reference on governance, it describes the tools needed for developing a flexible, comprehensive hedge fund governance analysis framework. Case studies and interviews with professional fund directors shine a bright light of pragmatism on this framework. The author’s global analysis of more than 5,000 hedge fund governance structures enables him to draw realistic conclusions about best practices. He also explores the value consequences of good vs. bad governance, estimating the actual dollar losses that can result from bad governance, as well as the operational and investment performance benefits of certain governance practices.

Trading and Money Management in a Student-Managed Portfolio

  • 1st Edition
  • November 1, 2013
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 1 1 9 3 - 9
Trading and Money Management in a Student-Managed Portfolio is a hands-on textbook for student-managed investment funds (SMIFs). The book presents the applied material that textbooks on portfolios and investments always overlook. Its focus on "how-to" questions summarizes the disciplines and skills necessary for trading. Covering equities, hedge funds and derivatives, and fixed income, it captures the breadth and detail necessary for developing and executing trading strategies. Developed specifically for SMIF courses, the book features calculations, examples, and software that help you move from talking about markets to taking positions in them.

Investing in Hedge Funds

  • 1st Edition
  • June 29, 2013
  • Turan Bali + 2 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 4 0 4 7 3 1 - 0
  • eBook
    9 7 8 - 0 - 1 2 - 4 0 5 1 6 9 - 0
This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

Elements of Financial Risk Management

  • 2nd Edition
  • November 10, 2011
  • Peter Christoffersen
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 0 2 3 5 - 0
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 2 2 4 3 - 0
The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems.

International Investments in Private Equity

  • 1st Edition
  • December 20, 2010
  • Peter Klaus Cornelius
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 3 7 5 0 8 2 - 2
  • eBook
    9 7 8 - 0 - 1 2 - 3 7 8 5 8 2 - 4
How can private equity investors exploit investment opportunities in foreign markets? Peter Cornelius uses a proprietary database to investigate and describe private equity markets worldwide, revealing their levels of integration, their risks, and the ways that investors can mitigate those risks. In three major sections that concentrate on the risk and return profile of private equity, the growth dynamics of discrete markets and geographies, and opportunities for private equity investments, he offers hard-to-find analyses that fill knowledge gaps about foreign markets. Observing that despite the progressive dismantling of barriers investors are still home-biased, he demonstrates that a methodical approach to understanding foreign private equity markets can take advantage of the macroeconomic and structural factors that drive supply and demand dynamics in individual markets.

The Sortino Framework for Constructing Portfolios

  • 1st Edition
  • October 26, 2009
  • Frank A. Sortino
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 6 1 6 8 - 2
The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client’s risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on future returns.The Sortino method presents an innovative change from this traditional approach. Rather than using the client’s risk as the main factor, this method uses the client’s desired return.

Optimizing Optimization

  • 1st Edition
  • September 19, 2009
  • Stephen Satchell
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 5 9 2 0 - 7
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.