A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fund
Investment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations).
In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation.
Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment.
| ISBN: | 9781118129593 |
| Publication date: | 25th May 2012 |
| Author: | Steven P Peterson |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 441 pages |
| Series: | Wiley Finance Series |
| Genres: |
Finance and accounting |
A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fund
Investment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations).
In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation.
Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment.
Investment Theory and Risk Management features in the following genres: Finance and accounting
Investment Theory and Risk Management is available in Hardback
Investment Theory and Risk Management was written by Steven P Peterson and published by John Wiley & Sons, Inc. an imprint of Wiley
Investment Theory and Risk Management has 441 pages
Yes it is part of Wiley Finance Series series