| 000 | 05703cam a2200973 a 4500 | ||
|---|---|---|---|
| 001 | ocn772363841 | ||
| 003 | OCoLC | ||
| 005 | 20230823095218.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 120105s2012 nju ob 001 0 eng | ||
| 010 | _a 2012000656 | ||
| 040 |
_aDLC _beng _epn _cDLC _dYDX _dEBLCP _dMERUC _dN$T _dYDXCP _dCDX _dGPM _dE7B _dUMI _dTEFOD _dOCLCF _dDEBSZ _dBWS _dS4S _dUKDOC _dRECBK _dTEFOD _dDG1 _dOCLCQ _dDEBBG _dOCLCQ |
||
| 019 |
_a794706699 _a852469975 _a852491287 _a864909583 _a877884811 _a900317332 |
||
| 020 |
_a9781119205197 _q(electronic bk.) |
||
| 020 |
_a1119205190 _q(electronic bk.) |
||
| 020 | _z9781118224960 | ||
| 020 | _z1118224965 | ||
| 020 | _z9781118238417 | ||
| 020 | _z1118238419 | ||
| 020 | _z9781118263044 | ||
| 020 | _z1118263049 | ||
| 020 |
_z9781118129593 _q(hardback) |
||
| 020 |
_z1118129598 _q(hbk.) |
||
| 024 | 8 | _a9786613620248 | |
| 028 | 0 | 1 |
_aEB00063141 _bRecorded Books |
| 029 | 1 |
_aAU@ _b000048421770 |
|
| 029 | 1 |
_aAU@ _b000052006356 |
|
| 029 | 1 |
_aCHNEW _b000722986 |
|
| 029 | 1 |
_aDEBBG _bBV040868925 |
|
| 029 | 1 |
_aDEBBG _bBV041431493 |
|
| 029 | 1 |
_aDEBBG _bBV042743944 |
|
| 029 | 1 |
_aDEBSZ _b397186746 |
|
| 029 | 1 |
_aDEBSZ _b398273480 |
|
| 029 | 1 |
_aDEBSZ _b422916242 |
|
| 029 | 1 |
_aDEBSZ _b431072671 |
|
| 029 | 1 |
_aDKDLA _b820120-katalog:000599646 |
|
| 029 | 1 |
_aNZ1 _b14687291 |
|
| 029 | 1 |
_aDEBSZ _b449276538 |
|
| 029 | 1 |
_aNZ1 _b16241322 |
|
| 029 | 1 |
_aDEBBG _bBV043393935 |
|
| 035 |
_a(OCoLC)772363841 _z(OCoLC)794706699 _z(OCoLC)852469975 _z(OCoLC)852491287 _z(OCoLC)864909583 _z(OCoLC)877884811 _z(OCoLC)900317332 |
||
| 037 |
_a362024 _bMIL |
||
| 037 |
_aAD678AFA-E2AF-48EA-AE71-F85C6FCB4A70 _bOverDrive, Inc. _nhttp://www.overdrive.com |
||
| 042 | _apcc | ||
| 050 | 0 | 0 | _aHG4529 |
| 072 | 7 |
_aBUS _x036000 _2bisacsh |
|
| 082 | 0 | 0 |
_a332.601 _223 |
| 084 |
_aBUS036000 _2bisacsh |
||
| 049 | _aMAIN | ||
| 100 | 1 | _aPeterson, Steven P. | |
| 245 | 1 | 0 |
_aInvestment theory and risk management + website / _cSteven P. Peterson. |
| 260 |
_aHoboken, N.J. : _bWiley, _c2012. |
||
| 300 | _a1 online resource. | ||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 490 | 1 | _aWiley finance series | |
| 500 | _aIncludes index. | ||
| 520 |
_a"A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment 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. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business 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"-- _cProvided by publisher. |
||
| 588 | 0 | _aPrint version record and CIP data provided by publisher. | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aCover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration. | |
| 650 | 0 | _aInvestment analysis. | |
| 650 | 0 | _aPortfolio management. | |
| 650 | 0 | _aRisk management. | |
| 650 | 4 | _aInvestment analysis. | |
| 650 | 4 | _aPortfolio management. | |
| 650 | 4 | _aRisk management. | |
| 650 | 7 |
_aBUSINESS & ECONOMICS _xInvestments & Securities. _2bisacsh |
|
| 650 | 7 |
_aInvestment analysis. _2fast _0(OCoLC)fst00978180 |
|
| 650 | 7 |
_aPortfolio management. _2fast _0(OCoLC)fst01072072 |
|
| 650 | 7 |
_aRisk management. _2fast _0(OCoLC)fst01098164 |
|
| 650 | 7 |
_aInvestment analysis. _2local |
|
| 650 | 7 |
_aPortfolio management. _2local |
|
| 650 | 7 |
_aRisk management. _2local |
|
| 655 | 4 | _aElectronic books. | |
| 655 | 0 | _aElectronic books. | |
| 776 | 0 | 8 |
_iPrint version: _aPeterson, Steven P. _tInvestment theory and risk management + website. _dHoboken, N.J. : Wiley, 2012 _z9781118129593 _w(DLC) 2011050888 |
| 830 | 0 | _aWiley finance series. | |
| 856 | 4 | 0 |
_uhttp://dx.doi.org/10.1002/9781119205197 _zWiley Online Library |
| 994 |
_a92 _bDG1 |
||
| 999 |
_c20869 _d20828 |
||
| 526 | _bfin | ||