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Portfolio Theory and Management 1st Edition by H Kent Baker, Greg Filbeck ISBN 0199829691 9780199829699

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Portfolio Theory and Management 1st Edition H. Kent Baker Digital Instant Download

Author(s): H. Kent Baker, Greg Filbeck
ISBN(s): 9780199829699, 0199829691
Edition: 1
File Details: PDF, 7.88 MB
Year: 2013
Language: english
SKU: EB-5154252 Category: Tags: ,

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ISBN 10: 0199829691 
ISBN 13: 9780199829699
Author: H Kent Baker, Greg Filbeck

Portfolio management is an ongoing process of constructing portfolios that balances an investor’s objectives with the portfolio manager’s expectations about the future. This dynamic process provides the payoff for investors. Portfolio management evaluates individual assets or investments by their contribution to the risk and return of an investor’s portfolio rather than in isolation. This is called the portfolio perspective. Thus, by constructing a diversified portfolio, a portfolio manager can reduce risk for a given level of expected return, compared to investing in an individual asset or security. According to modern portfolio theory (MPT), investors who do not follow a portfolio perspective bear risk that is not rewarded with greater expected return. Portfolio diversification works best when financial markets are operating normally compared to periods of market turmoil such as the 2007-2008 financial crisis. During periods of turmoil, correlations tend to increase thus reducing the benefits of diversification. Portfolio management today emerges as a dynamic process, which continues to evolve at a rapid pace. The purpose of Portfolio Theory and Management is to take readers from the foundations of portfolio management with the contributions of financial pioneers up to the latest trends emerging within the context of special topics. The book includes discussions of portfolio theory and management both before and after the 2007-2008 financial crisis. This volume provides a critical reflection of what worked and what did not work viewed from the perspective of the recent financial crisis. Further, the book is not restricted to the U.S. market but takes a more global focus by highlighting cross-country differences and practices. This 30-chapter book consists of seven sections. These chapters are: (1) portfolio theory and asset pricing, (2) the investment policy statement and fiduciary duties, (3) asset allocation and portfolio construction, (4) risk management, (V) portfolio execution, monitoring, and rebalancing, (6) evaluating and reporting portfolio performance, and (7) special topics.

Portfolio Theory and Management 1st Table of contents:

1. Portfolio Theory and Management: An Overview
Section One Portfolio Theory and Asset Pricing
2 Modern Portfolio Theory
3 Asset Pricing Theories, Models, and Tests
4 Asset Pricing and Behavioral Finance
Section Two The Investment Policy Statement and Fiduciary Duties
5 Assessing Risk Tolerance
6 Private Wealth Management
7 Institutional Wealth Management
8 Fiduciary Duties and Responsibilities of Portfolio Managers
Section Three Asset Allocation and Portfolio Construction
9 The Role of Asset Allocation in the Investment Decision-Making Process
10 Asset Allocation Models
11 Preference Models in Portfolio Construction and Evaluation
12 Portfolio Construction with Downside Risk
13 Asset Allocation with Downside Risk Management
14 Alternative Investments
Section Four Risk Management
15 Measuring and Managing Market Risk
16 Measuring and Managing Credit and Other Risks
Section Five Portfolio Execution, Monitoring, and Rebalancing
17 Trading Strategies, Portfolio Monitoring, and Rebalancing
18 Effective Trade Execution
19 Market Timing Methods and Results
Section Six Evaluating and Reporting Portfolio Performance
20. Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing
21 Benchmarking
22 Attribution Analysis
23 Equity Investment Styles
24 Use of Derivatives
25 Performance Presentation
Section Seven Special Topics
26. Exchange Traded Funds: The Success Story of the Last Two Decades
27 The Past, Present, and Future of Hedge Funds
28. Portfolio and Risk Management for Private Equity Fund Investment
29 Venture Capital
30 Socially Responsible Investing

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Tags: H Kent Baker, Greg Filbeck, Portfolio Theory