Portfolio theory and managementedited by H. Kent Baker, Greg Filbeck.
- New York : Oxford University Press, (c)2013.
- 1 online resource (xxxii, 767 pages) : illustrations.
Includes bibliographies and index.
Acknowledgments -- Portfolio theory and management : an overview / Portfolio theory and asset pricing -- Modern portfolio theory / Asset pricing theories, models, and tests / Asset pricing and behavioral finance / The investment policy statement and fiduciary duties -- Assessing risk tolerance / Private wealth management / Institutional wealth management / Fiduciary duties and responsibilities of portfolio managers / Asset allocation and portfolio construction -- The role of asset allocation in the investment decision-making process/ james leaves farrell, jr -- Asset allocation models / Preference models in portfolio construction and evaluation / Portfolio construction with downside risk / Asset allocation with downside risk management / Alternative investments / Risk management -- Measuring and managing market risk / Measuring and managing credit and other risks / Portfolio execution, monitoring, and rebalancing -- Trading strategies, portfolio monitoring, and rebalancing / Effective trade execution / Market timing methods and results / Evaluating and reporting portfolio performance -- Evaluating portfolio performance : reconciling asset selection and market timing / Benchmarking / Attribution analysis / Equity investment styles / Use of derivatives / Performance presentation / Special topics -- Exchange traded funds: the success story of the last two decades / The past, present, and future of hedge funds / Portfolio and risk management for private equity fund investments / Venture capital / Socially responsible investing / H. Kent Baker and Greg Filbeck -- Eric Jacquier -- Nikolay Gospodinov and Cesare Robotti -- Hersh Shefrin -- Sherman D. Hanna, Michael A. Guillemette, and Michael S. Finke -- Dianna Preece -- Eric J. Robbins -- Remus D. Valsan and Moin A. Yahya -- J. Clay Singleton -- Massimo Guidolin -- Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt -- Joshua M. Davis and Sebastien Page -- Lars Helge Hass, Denis Schweizer, Juliane Proelss -- Christoph Kaserer -- Gabriele Sabato -- Ricardo Cesari and Massimiliano Marzo -- Ricardo Cesari, Massimiliano Marzo, and Paolo Zagalia -- Panagiotis Schizas -- Arnaud Cavé, Georges Hübner, and Thomas Lejeune -- Abraham Lioui and Patrice Poncet -- Nanne Brunia and Auke Plantinga -- Andrew Mason -- Matthieu Leblanc -- Timothy P. Ryan -- Gerasimos G. Rompotis -- Roland Füss and Sarah Müller -- Niklas Wagner and Axel Buchner -- Paschal Gantenbein, Reto Forrer, and Nils Herold -- Hunter Holzhauer.