Portfolio risk management

Part 2 of ebook "Retirement portfolios: Theory, construction, and management" provides readers with contents including: managing portfolios for retirement income; rebalancing retirement income portfolios; active risk management for retirement income portfolios; making it happen; the transition phase; putting together the proposal; market segmentation; products and example portfolios; preparing your client for a retirement income portfolio;...

178p mothoiphong 28-06-2024 2 1   Download

Part 2 of ebook "Retirement portfolios workbook: Theory, construction, and management" provides readers with contents including: solutions of the importance of lifestyle flooring; flooring with capital markets products; building retirement income portfolios; creating allocations for constructing practical portfolios by age and lifestyle needs; rebalancing retirement income portfolios; active risk management for retirement income portfolios; the transition phase; putting together the proposal; market segmentation; products and example portfolios; preparing your client for a retirement income...

110p mothoiphong 28-06-2024 1 1   Download

Hedge funds for dummies tells you what you need to know, whether you want to research an investment in hedge funds for yourself or for a pension, an endowment, or a foundation. I also give you information about investment theories and practices that apply to other types of investments so you can expand your portfolio. Even if you decide that hedge funds aren’t for you, you can increase the return and reduce the risk in your portfolio by using some of the same techniques that hedge fund managers use.

362p zizaybay1104 29-05-2024 4 2   Download

In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. The theoretical bases of scenario non-success risk LP-management in business and engineering are also stated. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described.

15p vimeyers 29-05-2024 3 2   Download

This book describes the tools and techniques of value-at-risk and risk decomposition, which underlie risk budgeting. Most readers will never actually compute a value-at-risk (VaR) estimate. That is the role of risk measurement and portfolio management systems.

334p vimeyers 29-05-2024 3 2   Download

Today’s globalised world is well aware that the logistics in fossil fuel industry enables it to be the main contributor to greenhouse gas (GHG) emissions that cause global warming and climate change. Negative public opinion about the oil and gas industry is rising globally. A growing number of societies are proficient at varying public opinion about oil and gas industry emissions. In this context, oil and gas companies have begun to substantially invest in renewable energy sources in a bid to diversify their oil and gas product portfolios to mitigate climate change risks.

4p longtimenosee09 08-04-2024 2 0   Download

The occurrence of house fires in densely populated areas has a high-risk level. One of city in Indonesia that has high-risk level of this incident is Bandung City. That high-risk incident cause anxiety community, and also cause many house fire insurance product arise. Insurance product is made to protect consumers from risk and guarantee by a premium.

8p longtimenosee07 29-03-2024 7 2   Download

Part 1 of ebook "Financial institutions management: A risk management approach" provides readers with contents including: financial services depository institutions; financial services securities brokerage and investment banking; financial services mutual funds and hedge funds; interest rate risk; credit risk individual loan risk; credit risk: loan portfolio and concentration risk;...

559p tuongnhuoclan 27-11-2023 11 7   Download

Continued part 1, part 2 of ebook "Multinational financial management" provides readers with contents including: foreign exchange risk management; financing the multinational corporation; foreign investment analysis; multinational working capital management; measuring and managing economic exposure; international financing and national capital markets; international portfolio investment; corporate strategy and foreign direct investment; capital budgeting for the multinational corporation;...

373p dangsovu 20-10-2023 6 5   Download

Part 1 of ebook "The new science of asset allocation: Risk management in a multi-asset world" provides readers with contents including: a brief history of asset allocation; measuring risk; alpha and beta, and the search for a true measure of manager value; asset classes - what they are and where to put them; strategic, tactical, and dynamic asset allocation; core and satellite investment - market/manager based alternatives; sources of risk and return in alternative investments;...

188p thamnhuocgiai 24-09-2023 8 3   Download

Continued part 1, part 2 of ebook "Statistics and data analysis for financial engineering with R examples" provides readers with contents including: time series models basics; time series models further topics; GARCH models; cointegration; portfolio selection; the capital asset pricing model; factor models and principal components; risk management; bayesian data analysis and MCMC; nonparametric regression and splines;...

407p thamnhuocgiai 24-09-2023 7 4   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

In the paper "An application of single index model in risk measurement on Vietnamese stock market", the Single Index Model is used in measuring systematic risk, non-systematic risk and total risk of each individual stock and a portfolio including stocks on Vietnamese stock market.

12p nhanchienthien 25-07-2023 11 5   Download

Loan portfolio management plays important role in risk controlling system of commercial banks. The crucial idea of this paper is to examine theoretically two econometric models which can be used for loan portfolio management. These two models are credit portfolio view model and evaluation model of a commercial bank loan portfolio. The first model, credit portfolio model, provide a method to analyse the relationship between loan portfolio management and macroeconomic factors, then explain how economic cycles can affect the result of loan portfolio management in commercial bank.

5p nhanchienthien 25-07-2023 11 5   Download

presents the following content: Chapter 1: Outline, Chapter 2: Bank management and steering, Chapter 3: Banks in their regulatory and economic environment, Chapter 4: Risk modeling and capital: Credit risk (loans), Chapter 5: Risk modeling and capital: Counterparty Credit Risk (EPE), Chapter 6: Risk modeling and capital: Credit risk (securitizations), Chapter 7: Risk modeling and capital: Market risk, Chapter 8: Risk modeling and capital: Operational risk, Chapter 9: Risk modeling: Asset liability management (ALM), Appendix: A-IRB formulas for the derivation of risk-weighted assets, Appendi...

131p haojiubujain02 03-07-2023 5 3   Download

Ebook The future of finance: A new model for banking and investment – Part 1 presents the following content: Chapter 1: globalization, emerging markets, and the savings glut; chapter 2: the rise of derivatives and systemic risk; chapter 3: the too-big-to-fail bank, moral hazard, and macroprudential regulation; chapter 4: corporate governance and remuneration in the banking industry; chapter 5: bank capital safeguards: additional capital buffers and reverse convertibles; chapter 6: economic theories under attack.

120p haojiubujain02 03-07-2023 6 3   Download

Ebook The future of finance: A new model for banking and investment – Part 2 presents the following content: Chapter 7: long-term sustainable investment guidelines; chapter 8: bank asset-liability and liquidity risk management; chapter 9: a sustainable bank business model: capital, liquidity, and leverage.

107p haojiubujain02 03-07-2023 4 3   Download

Ebook Analyzing banking risk: A framework for assessing corporate governance and risk management – Part 2 includes contents: Chapter 7 credit risk management, chapter 8 liquidity risk management, chapter 9 managing liquidity and other investment portfolios, chapter 10 market risk management, chapter 11 currency risk management, chapter 12 asset-liability management, chapter 13 operational risk management in a treasury environment, chapter 14 transparency and data quality, chapter 15 a risk-based approach to bank supervision.

264p haojiubujain02 03-07-2023 11 4   Download

Ebook Strategic risk management: A practical guide to portfolio risk management – Part 1 includes contents: Chapter 1 strategic risk management framework, chapter 2 governance risk, chapter 3 investment beliefs, chapter 4 fund’s purpose, chapter 5 strategic asset allocation, chapter 6 hedge funds, chapter 7 private equity, chapter 8 benchmarks, chapter 9 tactical asset allocation.

154p haojiubujain02 03-07-2023 6 1   Download