Download or read book The Fama Portfolio written by Eugene F. Fama and published by University of Chicago Press. This book was released on 2017-09-07 with total page 826 pages. Available in PDF, EPUB and Kindle. Book excerpt: Few scholars have been as influential in finance, both as an academic field and an industry, as Eugene Fama. Since writing his groundbreaking 1970 essay on efficient capital markets, Fama has written over 100 papers and books that have been cited hundreds of thousands of times. Yet there is no one collection where one can easily find his best work in all fields. "The Fama Portfolio" will be an outstanding and unprecedented resource in a field that still concentrates mainly on questions stemming from Fama s work: Is the finance industry too large or too small? Why do people continue to pay active managers so much? What accounts for the monstrous amount of trading? Do high-speed traders help or hurt? The ideas, facts, and empirical methods in Fama s work continue to guide these investigations. "The Fama Portfolio" will be a historic and long-lasting collection of some of the finest work ever produced in finance."

Download or read book Modern Portfolio Theory written by Jack Clark Francis and published by John Wiley & Sons. This book was released on 2013-01-18 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper "Portfolio Selection" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research done since MPT was created and presents all the MPT formulas and models using one consistent set of mathematical symbols. Opening with an informative introduction to the concepts of probability and utility theory, it quickly moves on to discuss Markowitz's seminal work on the topic with a thorough explanation of the underlying mathematics. Analyzes portfolios of all sizes and types, shows how the advanced findings and formulas are derived, and offers a concise and comprehensive review of MPT literature Addresses logical extensions to Markowitz's work, including the Capital Asset Pricing Model, Arbitrage Pricing Theory, portfolio ranking models, and performance attribution Considers stock market developments like decimalization, high frequency trading, and algorithmic trading, and reveals how they align with MPT Companion Website contains Excel spreadsheets that allow you to compute and graph Markowitz efficient frontiers with riskless and risky assets If you want to gain a complete understanding of modern portfolio theory this is the book you need to read.

Download or read book Developing Portfolios for Learning and Assessment written by Val Klenowski and published by Psychology Press. This book was released on 2002 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on the author's own experience of using and researching student portfolios, this book analyses the implications for the development of the portfolio for assessment.

Download or read book Discovering the Benefits of Effective Portfolios written by M. Scott Norton and published by Rowman & Littlefield. This book was released on 2021-07-15 with total page 101 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended to serve as a valuable resource/strategy for assessing and evaluating learning during the pandemic but will continue to be of primary help to students and teachers after the pandemic reaches its end.

Download or read book EBOOK Investments Global edition written by Zvi Bodie and published by McGraw Hill. This book was released on 2014-03-16 with total page 1081 pages. Available in PDF, EPUB and Kindle. Book excerpt: We are pleased to present this Global Edition, which has been developed specifically to meet the needs of internationalInvestment students. A market leader in the field, this text introduces major issues of concern to all investors and placesemphasis on asset allocation. It gives students the skills to conduct a sophisticated assessment of watershed current issuesand debates. Bodie Investments' blend of practical and theoretical coverage combines with a complete digital solution tohelp your students achieve higher outcomes in the course.

Download or read book Tax Management Multistate Tax Portfolios written by and published by . This book was released on 1994 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Portfolios Plus written by Linda Mabry and published by Corwin. This book was released on 1999-06-23 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to help educators in developing and implementing assessment systems to recognize the many options available for consideration.

Download or read book The Teaching Portfolio written by Peter Seldin and published by John Wiley & Sons. This book was released on 2010-08-30 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for The Teaching Portfolio "This new edition of a classic text has added invaluable, immediately useful material. It's a must-read for faculty, department chairs, and academic administrators." —Irene W. D. Hecht, director, Department Leadership Programs, American Council on Education "This book offers a wealth of wisdom and materials. It contains essential knowledge, salient advice, and an immediately useful model for faculty engaged in promotion or tenure." —Raymond L. Calabrese, professor of educational administration, The Ohio State University "The Teaching Portfolio provides the guidelines and models that faculty need to prepare quality portfolios, plus the standards and practices required to evaluate them." —Linda B. Nilson, director, Office of Teaching Effectiveness and Innovation, Clemson University "Focused on reflection, sound assessment, and collaboration, this inspiring and practical book should be read by every graduate student, faculty member, and administrator." —John Zubizarreta, professor of English, Columbia College "All the expanded and new sections of this book add real value, but administrators and review committees will clearly benefit from the new section on how to evaluate portfolios with a validated template." —Barbara Hornum, director, Center for Academic Excellence, Drexel University "This book is practical, insightful, and immediately useful. It's an essential resource for faculty seeking promotion/tenure or who want to improve their teaching." —Michele Stocker-Barkley, faculty, Department of Psychology, Kishwaukee Community College "The Teaching Portfolio has much to say to teachers of all ranks, disciplines, and institutions. It offers a rich compendium of practical guidelines, examples, and resources." —Mary Deane Sorcinelli, Associate Provost for Faculty Development, University of Massachusetts Amherst "Teaching portfolios help our Board on Rank and Tenure really understand the quality and value of individual teaching contributions." —Martha L. Wharton, Assistant Vice President for Academic Affairs and Diversity, Loyola University, Maryland

Download or read book Funds of Hedge Funds written by Greg N. Gregoriou and published by Butterworth-Heinemann. This book was released on 2011-04-01 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: With about $450 billion in assets, funds of hedge funds are the most recent darling of investors. While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds. A Fund of Hedge Funds (FOF) spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns. Odds are that some pension fund of yours is invested heavily in these products, and more recently these FOFs have been opened to more and more individual investors in offshore jurisdictions with lower minimum entry levels. Since this is a new and extremely fast-moving financial phenomenon, academic research has just begun in earnest, and this is the first book to present rigorous academic research by some of the leading lights in academic finance, carefully analyzing the broad array of issues involved in FOFs. * With over $450 billion in assets, hedge funds of funds are the darling of investors * First book to present rigorous academic research about funds of funds * Leading lights in academic finance from around the world analyze the broad array of issues involved in funds of funds

Download or read book Developing Portfolios in Education written by Ruth S. Johnson and published by SAGE Publications. This book was released on 2009-07-21 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing Portfolios in Education, Second Edition, walks teachers through the practical aspects of creating portfolios and demonstrates how they can be used as an action research tool for reflection and professional development. Authors Ruth S. Johnson, J. Sabrina Mims-Cox, and Adelaide Doyle-Nichols include checklists, visuals, organizational strategies, and hands-on tools to help readers through every step of developing a professional portfolio. Key Features Emphasizes the role of standards as they apply to portfolio content and evaluation Includes chapter-opening scenarios that offer real-world examples of portfolio development New to This Edition Presents a chapter that links portfolio development to action research Contains updated material on electronic portfolio development Provides new step-by-step descriptions of the portfolio process written specifically for teachers Accompanying Student Resources on CD provide video clips of portfolio presentations, sample electronic portfolios for elementary and secondary teaching credential candidates, PowerPoint slides, tables, templates, and links to Web sites.

Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2020-05-26 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.

Download or read book Managing Investment Portfolios written by John L. Maginn and published by John Wiley & Sons. This book was released on 2007-03-09 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A rare blend of a well-organized, comprehensive guide to portfolio management and a deep, cutting-edge treatment of the key topics by distinguished authors who have all practiced what they preach. The subtitle, A Dynamic Process, points to the fresh, modern ideas that sparkle throughout this new edition. Just reading Peter Bernstein's thoughtful Foreword can move you forward in your thinking about this critical subject." —Martin L. Leibowitz, Morgan Stanley "Managing Investment Portfolios remains the definitive volume in explaining investment management as a process, providing organization and structure to a complex, multipart set of concepts and procedures. Anyone involved in the management of portfolios will benefit from a careful reading of this new edition." —Charles P. Jones, CFA, Edwin Gill Professor of Finance, College of Management, North Carolina State University

Download or read book Retirement Portfolios written by Michael J Zwecher and published by Wiley + ORM. This book was released on 2010-01-21 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: A “very practical” guide for finance professionals on creating and managing retirement portfolios (Journal of Pensions, Economics and Finance). Retirement is one of the most important parts of the financial planning process, yet only two percent of financial advisors describe themselves as competent at it. But the demand is only growing as baby boomers move toward this new phase of life. It is imperative that financial advisors be equipped and ready. That's why Michael Zwecher—a leading expert on retirement income—has created Retirement Portfolios, which: Examines how portfolios should be prepped in advance so that the transition from “working” portfolio to retirement portfolio is smooth and seamless Outlines how to create a portfolio that will provide income, continue to generate growth, and protect assets from disaster Details the differences in managing a retirement portfolio versus managing portfolios during asset accumulation years The ability to create appropriate retirement portfolios and manage their risks are skills you must possess to be an effective financial advisor. Retirement Portfolios will help you develop these essential skills and gain a better understanding of the entire process.

Download or read book Advances in Behavioral Finance Volume II written by Richard H. Thaler and published by Princeton University Press. This book was released on 2005-07-05 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a definitive and wide-ranging overview of developments in behavioral finance over the past ten years. In 1993, the first volume provided the standard reference to this new approach in finance--an approach that, as editor Richard Thaler put it, "entertains the possibility that some of the agents in the economy behave less than fully rationally some of the time." Much has changed since then. Not least, the bursting of the Internet bubble and the subsequent market decline further demonstrated that financial markets often fail to behave as they would if trading were truly dominated by the fully rational investors who populate financial theories. Behavioral finance has made an indelible mark on areas from asset pricing to individual investor behavior to corporate finance, and continues to see exciting empirical and theoretical advances. Advances in Behavioral Finance, Volume II constitutes the essential new resource in the field. It presents twenty recent papers by leading specialists that illustrate the abiding power of behavioral finance--of how specific departures from fully rational decision making by individual market agents can provide explanations of otherwise puzzling market phenomena. As with the first volume, it reaches beyond the world of finance to suggest, powerfully, the importance of pursuing behavioral approaches to other areas of economic life. The contributors are Brad M. Barber, Nicholas Barberis, Shlomo Benartzi, John Y. Campbell, Emil M. Dabora, Daniel Kent, François Degeorge, Kenneth A. Froot, J. B. Heaton, David Hirshleifer, Harrison Hong, Ming Huang, Narasimhan Jegadeesh, Josef Lakonishok, Owen A. Lamont, Roni Michaely, Terrance Odean, Jayendu Patel, Tano Santos, Andrei Shleifer, Robert J. Shiller, Jeremy C. Stein, Avanidhar Subrahmanyam, Richard H. Thaler, Sheridan Titman, Robert W. Vishny, Kent L. Womack, and Richard Zeckhauser.

Download or read book Modern Portfolio Management written by Martin L. Leibowitz and published by John Wiley & Sons. This book was released on 2009-01-09 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, concentrated investment risk-taking in contrast to diversification, systematic portfolio risk management, and flexibility in portfolio design. This strategy is the building block for a number of 130/30 and 120/20 investment strategies offered to institutional and sophisticated high net worth individual investors who want to manage their portfolios actively and aggressively to outperform the market.

Download or read book Financial Valuation written by James R. Hitchner and published by John Wiley & Sons. This book was released on 2011-02-23 with total page 1582 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real world applications and professional consensus by nationally recognized valuation experts Filled with a wealth of detail, practice tips, and examples, Financial Valuation: Applications and Models, Third Edition brings together thirty nationally recognized names in the valuation industry hailing from a variety of professional specializations-including accounting, business appraisal, and financial analysis-to provide practitioners with an indispensable reference on various valuation issues. Assembled by valuation authority James Hitchner, these contributors analyze, explain, and collaborate on the most effective valuation procedures to share real-world applications in the field of financial valuations. Written by 30 top experts in business valuations field Provides the valuation theory, the consensus view on application, and then the tools to apply it An all-encompassing valuation handbook that presents the application of financial valuation theory for business appraisers and consultants New chapters on Assessing Risk and Expert Witness Testimony Expands chapter on Cost of Capital Comprehensive in coverage and authoritative in treatment, James Hitchner's Financial Valuation, Third Edition provides trusted, complete business valuation information for CPAs, appraisers, analysts, attorneys, and corporate executives.

Download or read book The Power of Your Life written by Grietjie Verhoef and published by Oxford University Press. This book was released on 2018-10-22 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores a century of business development of The South African Life Assurance Company, from a specific local focus to a national conglomerate expanding into global insurance markets. Established as a strategic vehicle to address Afrikaner economic marginalization and abject poverty at the beginning of the twentieth century, Sanlam has displayed both path dependence and a dynamic adaptability to complex changing contexts to become a global player. The strategic convergence of economic empowerment through the mobilization of savings into insurance products, as well as Afrikaner nationalism, assisted this growth. Sanlam has played an a-typical role in the economic empowerment of an ethnic entity through extensive investments into the industrializing South African economy. This strategic diversion created operational limitations that were only resolved early in the twenty-first century. As globalization, financial deregulation, and weakened Afrikaner political and social hegemony manifested, strategic change management relied on the path dependence of empowerment strategies to address new markets with similar needs to those of the early stakeholder market of 1918. The former mutual life office demutualized operations to become a diversified financial services group of companies operating across almost the entire African continent, as well as in India, Malaysia, and the UK. This volume presents a business history of strategic management of an insurance enterprise, and its transformation from a defined cultural context into an international empowerment strategy through innovation on all levels of business operation and organization. This book is an Open Access publication, available online under a CC BY-NC-ND 4.0 license.