Modern portfolio management

As part of the research related to the improvement of the portfolio theory of H. Markowitz, J. Tobin, and W. Sharpe for use in established as well as developing modern stock markets, the authors proposed a concept and a numerical algorithm to choose the priority sequence of financial portfolios of non-institutional investors, taking into account their preferences and projected changes in the parameters included in financial portfolios assets.

8p longtimenosee10 26-04-2024 3 1   Download

The article "Supply chain in insurance of high-tech companies: Formation characteristics" was aimed at forming an idea of companies’ portfolios applying high technologies in the process of modern supply chain insurance business digitalization. For this aim, the analysis of Russian and Azerbaijan insurance markets and the dynamics of their gradual implementation of online technologies was carried out.

8p longtimenosee07 29-03-2024 2 2   Download

Part 1 book "Management for professionals - A guide to modern portfolio management and behavior driven markets" includes content: Risk Measures in asset management; modern portfolio theory and its problems; stock market anomalies.

260p oursky01 24-07-2023 9 5   Download

Part 2 book "Management for professionals - A guide to modern portfolio management and behavior driven markets" includes content: Stock market crashes; explaining stock market crashes - A behavioral finance, investor risk perceptions and investments - Recent developments.

231p oursky01 24-07-2023 5 5   Download

The capital asset pricing model, almost always referred to as the CAPM, is a centerpiece of modern financial economics. The model gives us a precise prediction of the relationship that we should observe between the risk of an asset and its expected return. Chapter 9 provides knowledge of the capital asset pricing model.

22p nanhankhuoctai1 29-05-2020 42 1   Download

This paper discusses the need of risk measure of real estate assets and the existing measures. Using the FTSE NAREIT monthly all REITs data from December 1971 to June 2017, this study concludes that the risk of real estate assets is indeed unmeasurable. Therefore, real estate assets performance measure should be based on absolute return or inflation-adjusted absolute return; the returns of real estate assets can be compared with meaningful benchmarks, yet the combination of risk and return does not have a valid benchmark.

8p trinhthamhodang2 19-01-2020 29 2   Download

(bq) part 1 book “managing downside risk in financial markets” has contents: from alpha to omega, a portfolio manager’s view of downside risk, an evaluation of value at risk and the information ratio, a software developer’s view - using post-modern portfolio theory to improve investment performance measurement,… and other contents.

115p tieu_vu15 07-09-2018 40 1   Download

Chapter 1 - Modern project management. The main contents of the chapter consist of the following: What is a project? The importance of project management, project management today - an integrative approach.

14p nhanmotchut_5 02-11-2016 60 2   Download

Before these results to the two questions are presented a comment on this e-book’s title is warranted. Bottom line is that there is nothing wrong with outsourcing as a business paradigm. Indeed, outsourcing is here to stay and the successful modern firm is that firm which best manages its portfolio of external service providers. As stated in my previous e-books, it is the responsibility of the buyer to extract value from their outsourcing relationship. This is not gifted, rather hard-earned. ...

3p geometry1122 09-05-2013 45 2   Download

Performance evaluation measures the skill of an asset manager and its principal idea is to compare the returns with an alternative appropriate portfolio to that which was obtained in a particular case. The emergence of modern portfolio theory (MPT) by Markowitz (1952), who quantifies how rational investors make decisions based on expected return and risk, has brought much development to portfolio performance measurement.

323p khanhchilam 29-03-2013 61 13   Download

This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds.

0p tieungot 24-01-2013 116 28   Download

The content of this book has become ever more relevant after the recent 2007–2009 and 2011 financial crises, one consequence of which was greatly increased scepticism among investment professionals about the received wisdom drawn from standard finance, modern portfolio theory and its later developments.

99p tuanloc_do 04-12-2012 63 8   Download

Strategic Corporate Finance provides a ‘‘real-world’’ application of the principles of modern corporate finance, with a practical, investment banking advisory perspective. Building on 15 years of corporate finance advisory experience, this book serves to bridge the chronic gap between corporate finance theory and practice. Topics range from weighted average cost of capital, value-based management and M&A, to optimal capital structure, risk management and dividend/buyback policy.

308p transang3 27-09-2012 84 23   Download

The CAPM rattled investment professionals in the 1960s and its commanding importance still reverberates today." --Dow Jones Asset Management. Nearly 30 years ago, PORTFOLIO THEORY AND CAPITAL MARKETS laid the groundwork for such investment standards as modern portfolio theory, derivatives pricing and investment, and equity index funds, among others.

102p vigro23 29-08-2012 93 25   Download

Strategic Corporate Finance provides a ‘‘real-world’’ application of the principles of modern corporate finance, with a practical, investment banking advisory perspective. Building on 15 years of corporate finance advisory experience, this book serves to bridge the chronic gap between corporate finance theory and practice. Topics range from weighted average cost of capital, value-based management and M&A, to optimal capital structure, risk management and dividend/buyback policy.

307p vigro23 28-08-2012 129 63   Download

Whether you are a specialist or financial generalist, the Handbook of Modern Finance can help you do your job more confidently. From financial theory to day-to-day practical applications, the Handbook answers basic and complex questions in plain, understandable terms.

0p vigro23 24-08-2012 73 14   Download

Modern teachers manage teaching and learning using a compilation of data. Teachers use this portfolio of students' standardized test scores, pre-test scores, writing samples, reading fluency recordings and behavioral referrals to select curriculum and to track students' progress.

11p namson94 20-07-2012 119 9   Download

CHAPTER 17 Diversification and Asset Allocation Intuitively, we all know that diversification is important for managing investment risk. But how exactly does diversification work, and how can we be sure we have an efficiently diversified portfolio? Insightful answers can be gleaned from the modern theory of diversification and asset allocation.

58p summerflora 27-10-2010 73 10   Download