The Oxford Handbook Of Quantitative Asset Management
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The Oxford Handbook Of Quantitative Asset Management
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Author : Bernd Scherer
language : en
Publisher: Oxford University Press
Release Date : 2012
The Oxford Handbook Of Quantitative Asset Management written by Bernd Scherer and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.
This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
Quantitative Risk And Portfolio Management
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Author : Kenneth J. Winston
language : en
Publisher: Cambridge University Press
Release Date : 2023-09-21
Quantitative Risk And Portfolio Management written by Kenneth J. Winston and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-21 with Business & Economics categories.
A comprehensive modern introduction to risk and portfolio management for quantitatively adept advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance. With a focus on real-world application, but providing a background in academic theory, this text builds a firm foundation of rigorous but practical knowledge. Extensive live data and Python code are provided as online supplements, allowing a thorough understanding of how to manage risk and portfolios in practice. With its detailed examination of how mathematical techniques are applied to finance, this is the ideal textbook for giving students with a background in engineering, mathematics or physics a route into the field of quantitative finance.
The Oxford Handbook Of Pricing Management
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Author : Özalp Özer
language : en
Publisher: Oxford University Press (UK)
Release Date : 2012-06-07
The Oxford Handbook Of Pricing Management written by Özalp Özer and has been published by Oxford University Press (UK) this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-07 with Business & Economics categories.
A definitive reference to the theory and practice of pricing across industries, environments, and methodologies. It covers all major areas of pricing including, pricing fundamentals, pricing tactics, and pricing management.
Sustainable Wealth Management
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Author : Karen Wendt
language : en
Publisher: Springer Nature
Release Date : 2024-09-23
Sustainable Wealth Management written by Karen Wendt and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-23 with Business & Economics categories.
This book explores sustainable wealth management and the challenges that arise for asset managers in times of ecological crises and climate change. It deals with portfolio engineering, combining risk and impact, transitioning from environmental, social, and governance (ESG) concepts to Sustainable Development Goals (SDG) concepts and the different role of the intermediaries and players in the financial markets. It provides researchers, scholars, academics and policy makers an interdisciplinary approach to redirecting capital towards sustainability.
Asset Management And Institutional Investors
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Author : Ignazio Basile
language : en
Publisher: Springer Nature
Release Date : 2024-10-26
Asset Management And Institutional Investors written by Ignazio Basile and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-26 with Business & Economics categories.
This second edition of the book analyses the latest developments in investment management policy for institutional investors. It is divided into four parts, which have been updated to include the newest approaches and strategies in asset allocation, portfolio management and performance evaluation. The first part analyses the different types of institutional investors, i.e. institutions that professionally manage portfolios of financial and real assets on behalf of a wide range of individuals. This part goes on with an in-depth analysis of the economic, technical and regulatory characteristics of the various categories of investment funds and of other types of asset management products, which have a high rate of substitutability with investment funds and represent their natural competitors. The second part of the book identifies and investigates the stages of the investment portfolio management. Given the importance of strategic asset allocation in explaining the ex post performance of any type of investment portfolio, this part provides an in-depth analysis of asset allocation methods, illustrating the different theoretical and operational solutions available to institutional investors. The third part describes performance assessment, its breakdown and risk control, with an in-depth examination of performance evaluation techniques, returns-based style analysis approaches and performance attribution models. Finally, the fourth part deals with the subject of diversification into alternative asset classes, identifying the common characteristics and their possible role within the framework of investment management policy. This part analyses hedge funds, private equity, private debt, real estate, infrastructures, commodities and currency overlay techniques.
Machine Learning For Asset Management And Pricing
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Author : Henry Schellhorn
language : en
Publisher: SIAM
Release Date : 2024-03-26
Machine Learning For Asset Management And Pricing written by Henry Schellhorn and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-26 with Computers categories.
This textbook covers the latest advances in machine learning methods for asset management and asset pricing. Recent research in deep learning applied to finance shows that some of the (usually confidential) techniques used by asset managers result in better investments than the more standard techniques. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative. Coverage includes an original machine learning method for strategic asset allocation; the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; recent techniques such as neural networks and reinforcement learning, and more classical ones, including nonlinear and linear programming, principal component analysis, dynamic programming, and clustering. The authors use technical and nontechnical arguments to accommodate readers with different levels of mathematical preparation. The book is easy to read yet rigorous and contains a large number of exercises. Machine Learning for Asset Management and Pricing is intended for graduate students and researchers in finance, economics, financial engineering, and data science focusing on asset pricing and management. It will also be of interest to finance professionals and analysts interested in applying machine learning to investment strategies and asset management. This textbook is appropriate for courses on asset management, optimization with applications, portfolio theory, and asset pricing.
The Oxford Handbook Of Credit Derivatives
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Author : Alexander Lipton
language : en
Publisher: Oxford University Press
Release Date : 2011-01-27
The Oxford Handbook Of Credit Derivatives written by Alexander Lipton and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-27 with Business & Economics categories.
Provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation.
Quantitative Multidisciplinary Approaches In Human Capital And Asset Management
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Author : Russ, Meir
language : en
Publisher: IGI Global
Release Date : 2015-11-05
Quantitative Multidisciplinary Approaches In Human Capital And Asset Management written by Russ, Meir and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-05 with Business & Economics categories.
In the ‘knowledge economy’, it is widely recognized that the effective engagement and utilization of human capital and the other facets of intellectual capital are critical, if not the only means, to organizations’ short-term success and long-term survival. Quantitative Multidisciplinary Approaches in Human Capital and Asset Management provides robust scientific research and multidisciplinary perspectives on the theory behind the governance of human capital and human assets. Focusing on insight from the diverse fields of economics, finance, accounting, IT, biology, and development, this timely publication is designed to fit the research needs of researchers, practitioners, graduate-level students, and executives seeking methods for managing intellectual capital in the new knowledge economy.
The Oxford Handbook Of Credit Derivatives
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Author : Alexander Lipton
language : en
Publisher: OUP Oxford
Release Date : 2013-01-17
The Oxford Handbook Of Credit Derivatives written by Alexander Lipton and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-17 with Business & Economics categories.
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts
Portfolio Construction Measurement And Efficiency
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Author : John B. Guerard, Jr.
language : en
Publisher: Springer
Release Date : 2016-09-23
Portfolio Construction Measurement And Efficiency written by John B. Guerard, Jr. and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-23 with Business & Economics categories.
This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured. In a career spanning over fifty years, the primary questions addressed by Jack Treynor were: Is there an observable risk-return trade-off? How can stock selection models be integrated with risk models to enhance client returns? Do managed portfolios earn positive, and statistically significant, excess returns and can mutual fund managers time the market? Since the publication of a pair of seminal Harvard Business Review articles in the mid-1960’s, Jack Treynor has developed thinking that has greatly influenced security selection, portfolio construction and measurement, and market efficiency. Key publications addressed such topics as the Capital Asset Pricing Model and stock selection modeling and integration with risk models. Treynor also served as editor of the Financial Analysts Journal, through which he wrote many columns across a wide spectrum of topics. This volume showcases original essays by leading researchers and practitioners exploring the topics that have interested Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor’s lasting contributions to the field but suggests new areas for research and analysis.