Noël Amenc,
Véronique le Sourd
Portfolio Theory and Performance Analysis
Gebonden Engels 2003 1e druk 9780470858745Levertijd ± 8 werkdagen
Gratis verzonden
Samenvatting
Vermogensbeheer is centraal komen te staan in de ontwikkeling van de financiële branche, zowel in de VS als in Europa. Het toenemende aantal fusies over de grens, acquisitietransacties en de extreem hoge waarderingen van deze transacties zijn het bewijs dat de belangrijkste financiële instituten graag willen investeren in een sector die zij essentieel achten voor hun strategie van het globaliseren en 'financializing' van hun activiteiten.
Specificaties
ISBN13:9780470858745
Trefwoorden:financieel management
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:266
Uitgever:John Wiley & Sons
Druk:1
Hoofdrubriek:Financieel management
Lezersrecensies
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Inhoudsopgave
Acknowledgements.
Biographies.
Introduction.
1. Presentation of the Portfolio Management Environment.
1.1 The different categories of assets.
1.2 Definition of portfolio management.
1.3 Organisation of portfolio management and description of the investment management process.
1.4 Performance analysis and market efficiency.
1.5 Performance analysis and the AIMR standards.
1.6 International investment: additional elements to be taken into account.
1.7 Conclusion.
2. The Basic Performance Analysis Concepts.
2.1 Return calculation.
2.2 Calculating relative return.
2.3 Definition of risk.
2.4 Estimation of parameters.
2.5 Conclusion.
3. The Basic Elements of Modern Portfolio Theory.
3.1 Principles.
3.2 The Markowitz model.
3.3 Efficient frontier calculation algorithm.
3.4 Simplified portfolio modelling methods.
3.5 Conclusion .
4. The Capital Asset Pricing Model and its Application to Performance Measurement.
4.1 The CAPM.
4.2 Applying the CAPM to performance measurement: single-index performance measurement indicators.
4.3 Evaluating the management strategy with the help of models derived from the CAPM: timing analysis.
4.4 Measuring the performance of internationally diversified portfolios: extensions to the CAPM.
4.5 The limitations of the CAPM.
5. Developments in the Field of Performance Measurement.
5.1 Heteroskedastic models.
Biographies.
Introduction.
1. Presentation of the Portfolio Management Environment.
1.1 The different categories of assets.
1.2 Definition of portfolio management.
1.3 Organisation of portfolio management and description of the investment management process.
1.4 Performance analysis and market efficiency.
1.5 Performance analysis and the AIMR standards.
1.6 International investment: additional elements to be taken into account.
1.7 Conclusion.
2. The Basic Performance Analysis Concepts.
2.1 Return calculation.
2.2 Calculating relative return.
2.3 Definition of risk.
2.4 Estimation of parameters.
2.5 Conclusion.
3. The Basic Elements of Modern Portfolio Theory.
3.1 Principles.
3.2 The Markowitz model.
3.3 Efficient frontier calculation algorithm.
3.4 Simplified portfolio modelling methods.
3.5 Conclusion .
4. The Capital Asset Pricing Model and its Application to Performance Measurement.
4.1 The CAPM.
4.2 Applying the CAPM to performance measurement: single-index performance measurement indicators.
4.3 Evaluating the management strategy with the help of models derived from the CAPM: timing analysis.
4.4 Measuring the performance of internationally diversified portfolios: extensions to the CAPM.
4.5 The limitations of the CAPM.
5. Developments in the Field of Performance Measurement.
5.1 Heteroskedastic models.
5.2 Performance measurement method using a conditional beta.
5.3 Performance analysis methods that are not dependent on the market model .
5.4 Conclusion.
6. Multi-factor Models and their Application to Performance Measurement.
6.1 Presentation of the multi-factor models.
6.2 Choosing the factors and estimating the model parameters.
6.3 Extending the models to the international arena.
6.4 Applying multi-factor models.
6.5 Summary and conclusion.
7. Evaluating the Investment Management Process and Decomposing Performance.
7.1 The steps in constructing a portfolio.
7.2 Performance decomposition and analysis.
8. Fixed Income Security Investment
8.1 Modelling yield curves: the term structure of interest rates.
8.2 Managing bond portfolio.
8.3 Performance analysis for fixed income security investment.
Conclusion.
Index.
5.3 Performance analysis methods that are not dependent on the market model .
5.4 Conclusion.
6. Multi-factor Models and their Application to Performance Measurement.
6.1 Presentation of the multi-factor models.
6.2 Choosing the factors and estimating the model parameters.
6.3 Extending the models to the international arena.
6.4 Applying multi-factor models.
6.5 Summary and conclusion.
7. Evaluating the Investment Management Process and Decomposing Performance.
7.1 The steps in constructing a portfolio.
7.2 Performance decomposition and analysis.
8. Fixed Income Security Investment
8.1 Modelling yield curves: the term structure of interest rates.
8.2 Managing bond portfolio.
8.3 Performance analysis for fixed income security investment.
Conclusion.
Index.
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Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
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- strategisch management
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