Portfolio Theory and Management - Baker, H. Kent

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Résumé :

• Acknowledgments


• Chapter 1 Portfolio Theory and Management: An Overview (H. Kent Baker and Greg Filbeck)


• Section I. Portfolio Theory and Asset Pricing


• Chapter 2 Modern Portfolio Theory (Eric Jacquier)


• Chapter 3 Asset Pricing Theories, Models, and Tests (Nikolay Gospodinov and Cesare Robotti)


• Chapter 4 Asset Pricing and Behavioral Finance (Hersh Shefrin)


• Section II. The Investment Policy Statement and Fiduciary Duties


• Chapter 5 Assessing Risk Tolerance (Sherman D. Hanna, Michael A. Guillemette, and Michael S. Finke)


• Chapter 6 Private Wealth Management (Dianna Preece)


• Chapter 7 Institutional Wealth Management (Eric J. Robbins)


• Chapter 8 Fiduciary Duties and Responsibilities of Portfolio Managers (Remus D. Valsan and Moin A. Yahya)


• Section III. Asset Allocation and Portfolio Construction


• Chapter 9 The Role of Asset Allocation in the Investment Decision-Making Process (James L. Farrell, Jr.)


• Chapter 10 Asset Allocation Models (J. Clay Singleton)


• Chapter 11 Preference Models in Portfolio Construction and Evaluation (Massimo Guidolin)


• Chapter 12 Portfolio Construction with Downside Risk (Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt)


• Chapter 13 Asset Allocation with Downside Risk Management (Joshua M. Davis and Sebastien Page)


• Chapter 14 Alternative Investments (Lars Helge Hass, Denis Schweizer, Juliane Proelss)


• Section IV. Risk Management


• Chapter 15 Measuring and Managing Market Risk (Christoph Kaserer)


• Chapter 16 Measuring and Managing Credit and Other Risks (Gabriele Sabato)


• Section V. Portfolio Execution, Monitoring, and Rebalancing


• Chapter 17 Trading Strategies, Portfolio Monitoring, and Rebalancing (Ricardo Cesari and Massimiliano Marzo)


• Chapter 18 Effective Trade Execution (Ricardo Cesari, Massimiliano Marzo, and Paolo Zagalia)


• Chapter 19 Market Timing Methods and Results (Panagiotis Schizas)


• Section VI. Evaluating and Reporting Portfolio Performance


• Chapter 20 Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing (Arnaud Cav?, Georges H?bner, and Thomas Lejeune)


• Chapter 21 Benchmarking (Abraham Lioui and Patrice Poncet)


• Chapter 22 Attribution Analysis (Nanne Brunia and Auke Plantinga)


• Chapter 23 Equity Investment Styles (Andrew Mason)


• Chapter 24 Use of Derivatives (Matthieu Leblanc)


• Chapter 25 Performance Presentation (Timothy P. Ryan)


• Section VII. Special Topics


• Chapter 26 Exchange Traded Funds: The Success Story of the Last Two Decades (Gerasimos G. Rompotis)


• Chapter 27 The Past, Present, and Future of Hedge Funds (Roland F?ss and Sarah M?ller)


• Chapter 28 Portfolio and Risk Management for Private Equity Fund Investments (Niklas Wagner and Axel Buchner)


• Chapter 29 Venture Capital (Paschal Gantenbein, Reto Forrer, and Nils Herold)


• Chapter 30 Socially Responsible Investing (Hunter Holzhauer)