Download or read book Essays in Asset Management and Risk Management written by Martin Philipp Wambach and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays in Risk and Asset Management written by Philipp Johannes Kremer and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Risk Management and Insurance written by Daliana Luca and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Asset and Risk Management written by Marcus Schulmerich and published by Springer. This book was released on 2014-10-20 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such crises in terms of their risk measurement and management and as a consequence, what are the implications for the chosen investment strategies? The book presents and discusses two different approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management for bachelor’s and master’s students in this field as well as for young professionals in the asset management industry. A key part of this book is the exercises to further demonstrate the concepts presented with examples and a step-by-step business case. An Excel file with the calculations and solutions for all 17 examples as well as all business case calculations can be downloaded at extras.springer.com.
Download or read book Essays on Financial Risk Management and Asset Allocation written by Jesper Bo Pedersen and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Financial Risk Management and Asset Allocation written by Thorvardur Tjörvi Ólafsson and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays in Risk Management and Asset Pricing with High Frequency Option Panels written by Yang Zhang and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Risk Management And Value Valuation And Asset Pricing written by Mondher Bellalah and published by World Scientific. This book was released on 2008-02-28 with total page 645 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a “high level” one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the valuation of financial assets are further studied in detail.The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.
Download or read book Asset Management Tools And Issues written by Frank J Fabozzi and published by World Scientific. This book was released on 2020-12-02 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long gone are the times when investors could make decisions based on intuition. Modern asset management draws on a wide-range of fields beyond financial theory: economics, financial accounting, econometrics/statistics, management science, operations research (optimization and Monte Carlo simulation), and more recently, data science (Big Data, machine learning, and artificial intelligence). The challenge in writing an institutional asset management book is that when tools from these different fields are applied in an investment strategy or an analytical framework for valuing securities, it is assumed that the reader is familiar with the fundamentals of these fields. Attempting to explain strategies and analytical concepts while also providing a primer on the tools from other fields is not the most effective way of describing the asset management process. Moreover, while an increasing number of investment models have been proposed in the asset management literature, there are challenges and issues in implementing these models. This book provides a description of the tools used in asset management as well as a more in-depth explanation of specialized topics and issues covered in the companion book, Fundamentals of Institutional Asset Management. The topics covered include the asset management business and its challenges, the basics of financial accounting, securitization technology, analytical tools (financial econometrics, Monte Carlo simulation, optimization models, and machine learning), alternative risk measures for asset allocation, securities finance, implementing quantitative research, quantitative equity strategies, transaction costs, multifactor models applied to equity and bond portfolio management, and backtesting methodologies. This pedagogic approach exposes the reader to the set of interdisciplinary tools that modern asset managers require in order to extract profits from data and processes.
Download or read book Three Essays on Asset Pricing and Risk Management written by Zhijiang Huang and published by . This book was released on 2007 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three topics are studied. Firstly, we consider a general modeling framework by assigning arbitrage-free dynamics to an admissible set of forward swap rates. Connection with graph theory allows us to graphically characterize the admissible set and determine the number of distinct admissible models. Three specifications of pratical interests, namely co-terminal, co-initial and co-sliding swap market models, are identified. In particular, ctSMM enjoys the same degreee of tractability as LMM, and we propose a fast and robuste calibration scheme for it. Secondly, we derive analytical approximations by solving the PDE mapping between implied volatility and local volatility using two methods, namely local expansion and global iteration methods. Numerical studies show that these approximations are indeed quite accurate and the best among the existing ones. Lastly, we develop an accurate and efficient scheme to compute the tail probability or VaR of a collateralized loan portfolio owned by a bank.
Download or read book Essays on Quantitative Risk Management with an Application to Asset Allocation Problems written by Sascha Offermann and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays in Robust and Data Driven Risk Management written by Elcin Cetinkaya and published by . This book was released on 2014 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the sixth chapter (Log-Robust Portfolio Management with Factor Model), we investigate robust optimization models that address uncertainty for asset pricing and portfolio management. We use factor model to predict asset returns and treat randomness by a budget of uncertainty. We obtain a tractable robust model to maximize the wealth and gain theoretical insights into the optimal investment strategies.
Download or read book Essays on Financial Institutions written by C. N. V. Krishnan and published by . This book was released on 2001 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book PhD Thesis written by Jesper Bo Pedersen and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book PhD Thesis written by Thorvardur Tjörvi Ólafsson and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Investment Risk and Uncertainty written by Steven P. Greiner and published by John Wiley & Sons. This book was released on 2013-03-14 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Valuable insights on the major methods used in today's asset and risk management arena Risk management has moved to the forefront of asset management since the credit crisis. However, most coverage of this subject is overly complicated, misunderstood, and extremely hard to apply. That's why Steven Greiner—a financial professional with over twenty years of quantitative and modeling experience—has written Investment Risk and Uncertainty. With this book, he skillfully reduces the complexity of risk management methodologies applied across many asset classes through practical examples of when to use what. Along the way, Greiner explores how particular methods can lower risk and mitigate losses. He also discusses how to stress test your portfolio and remove the exposure to regular risks and those from "Black Swan" events. More than just an explanation of specific risk issues, this reliable resource provides practical "off-the-shelf" applications that will allow the intelligent investor to understand their risks, their sources, and how to hedge those risks. Covers modern methods applied in risk management for many different asset classes Details the risk measurements of truly multi-asset class portfolios, while bridging the gap for managers in various disciplines—from equity and fixed income investors to currency and commodity investors Examines risk management algorithms for multi-asset class managers as well as risk managers, addressing new compliance issues and how to meet them The theory of risk management is hardly ever spelled out in practical applications that portfolio managers, pension fund advisors, and consultants can make use of. This book fills that void and will put you in a better position to confidently face the investment risks and uncertainties found in today's dynamic markets.
Download or read book Three Essays in Asset Management written by Svetlana Sapuric and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
