Portfolio Analysis
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Portfolio Analysis
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Author : Gordon J. Alexander
language : en
Publisher: Prentice Hall
Release Date : 1986
Portfolio Analysis written by Gordon J. Alexander and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Investment analysis categories.
Portfolio Analysis
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Author : Xiaoxia Huang
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-02-18
Portfolio Analysis written by Xiaoxia Huang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-18 with Computers categories.
The most salient feature of security returns is uncertainty. The purpose of the book is to provide systematically a quantitative method for analyzing return and risk of a portfolio investment in di?erent kinds of uncertainty and present the ways for striking a balance between investment return and risk such that an optimal portfolio can be obtained. In classical portfolio theory, security returns were assumed to be random variables, and probability theory was the main mathematical tool for h- dling uncertainty in the past. However,the world is complex and uncertainty is varied. Randomnessis nottheonly typeofuncertaintyinreality,especially when human factors are included. Security market, one of the most complex marketsintheworld,containsalmostallkindsofuncertainty. Thesecurity- turns are sensitive to various factors including economic, social, political and very importantly, people’s psychological factors. Therefore, other than strict probability method, scholars have proposed some other approaches including imprecise probability, possibility, and interval set methods, etc. , to deal with uncertaintyinportfolioselectionsince1990’s. Inthisbook,wewantto addto thetools existingin sciencesomenewandunorthodoxapproachesforanal- ing uncertainty of portfolio returns. When security returns are fuzzy, we use credibility which has self-duality property as the basic measure and employ credibilitytheorytohelpmakeselectiondecisionsuchthatthedecisionresult will be consistent with the laws of contradiction and excluded middle. Being awarethat one tool is not enough for solving complex practical problems, we further employ uncertain measure and uncertainty theory to help select an optimal portfolio when security returns behave neither randomly nor fuzzily. One core of portfolio selection is to ?nd a quantitative risk de?nition of a portfolio investment.
Modern Portfolio Theory And Investment Analysis
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Author : Edwin J. Elton
language : en
Publisher: John Wiley & Sons
Release Date : 2009-11-16
Modern Portfolio Theory And Investment Analysis written by Edwin J. Elton and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-16 with Business & Economics categories.
An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.
Investment Analysis Portfolio Management
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Author : Frank K. Reilly
language : en
Publisher: Cengage AU
Release Date : 2019-11-19
Investment Analysis Portfolio Management written by Frank K. Reilly and has been published by Cengage AU this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-19 with Business & Economics categories.
This first Asia-Pacific edition of Reilly/Brown’s Investment Analysis and Portfolio Management builds on the authors’ strong reputations for combining solid theory with practical application and has been developed especially for courses across the Australia, New Zealand, and Asia-Pacific regions. The real-world illustrations and hands-on activities enhance an already rigourous, empirical approach to topics such as investment instruments, capital markets, behavioural finance, hedge funds, and international investment. The text also emphasises how investment practice and theory are influenced by globalisation.
Equity Markets And Portfolio Analysis
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Author : R. Stafford Johnson
language : en
Publisher:
Release Date : 2012
Equity Markets And Portfolio Analysis written by R. Stafford Johnson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Electronic books categories.
Understand today's investment challenges and the role of the Bloomberg system In recent years, changes have swept through the investment industry like wildfire. Academia has followed along and provided new lenses for viewing this transformation, as well as new strategies for gaining a true understanding and knowledge of investment and financial markets. Now, Equity Markets and Portfolio Analysis has been created to further inform investment professionals and finance students on the basic concepts and strategies of investments, and to provide more detailed discussions on advance.
Risk And Portfolio Analysis
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Author : Henrik Hult
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-20
Risk And Portfolio Analysis written by Henrik Hult and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-20 with Mathematics categories.
Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions. In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight. This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability.
Quantitative Methods For Portfolio Analysis
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Author : T. Kariya
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Quantitative Methods For Portfolio Analysis written by T. Kariya and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, this book is required reading for: (1) `Quants' (quantitatively-inclined analysts) in financial industries; (2) financial engineers in investment banks, securities companies, derivative-trading companies, software houses, etc., who are developing portfolio trading systems; (3) graduate students and specialists in the areas of finance, business, economics, statistics, financial engineering; and (4) investors who are interested in Japanese financial markets. Throughout the book the emphasis is placed on the originality and usefulness of models and methods for the construction of portfolios and investment decision making, and examples are provided to demonstrate, with practical analysis, models for Japanese financial markets.
Stochastic Dominance In Portfolio Analysis And Asset Pricing
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Author : Andrey M. Lizyayev
language : en
Publisher: Rozenberg Publishers
Release Date : 2010
Stochastic Dominance In Portfolio Analysis And Asset Pricing written by Andrey M. Lizyayev and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Portfolio Theory Financial Analyses
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Author :
language : en
Publisher: Bookboon
Release Date :
Portfolio Theory Financial Analyses written by and has been published by Bookboon this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Portfolio Analysis
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Author : Jack Clark Francis
language : en
Publisher:
Release Date : 1971
Portfolio Analysis written by Jack Clark Francis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Investissements categories.