Risk Return Relationship And Portfolio Management

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Risk-Return Relationship and Portfolio Management

Raj S. Dhankar
Risk Return Relationship and Portfolio Management Book PDF

Author : Raj S. Dhankar
Publisher : Springer Nature
Page : 323 pages
File Size : 55,7 Mb
Release : 2019-10-24
Category : Business & Economics
ISBN : 9788132239505

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Risk-Return Relationship and Portfolio Management by Raj S. Dhankar Pdf

This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.

Risk-return Relationship and Portfolio Management

Raj S. Dhankar
Risk return Relationship and Portfolio Management Book PDF

Author : Raj S. Dhankar
Publisher : Unknown
Page : 128 pages
File Size : 48,7 Mb
Release : 2019
Category : Electronic books
ISBN : 8132239490

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Risk-return Relationship and Portfolio Management by Raj S. Dhankar Pdf

This book covers all aspects of modern finance relating to portfolio theory and risk-return relationship, offering a comprehensive guide to the importance, measurement and application of the risk-return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk-return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk-return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.

Investment Analysis & Portfolio Management

Frank K. Reilly,Keith C. Brown,Brindha Gunasingham,Asjeet Lamba,Dr Frank Elston
Investment Analysis Portfolio Management Book PDF

Author : Frank K. Reilly,Keith C. Brown,Brindha Gunasingham,Asjeet Lamba,Dr Frank Elston
Publisher : Cengage AU
Page : 1062 pages
File Size : 41,6 Mb
Release : 2019-11-19
Category : Business & Economics
ISBN : 9780170416030

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Investment Analysis & Portfolio Management by Frank K. Reilly,Keith C. Brown,Brindha Gunasingham,Asjeet Lamba,Dr Frank Elston Pdf

This first Asia-Pacific edition of Reilly/Brown’s Investment Analysis and Portfolio Management builds on the authors’ strong reputations for combining solid theory with practical application and has been developed especially for courses across the Australia, New Zealand, and Asia-Pacific regions. The real-world illustrations and hands-on activities enhance an already rigourous, empirical approach to topics such as investment instruments, capital markets, behavioural finance, hedge funds, and international investment. The text also emphasises how investment practice and theory are influenced by globalisation.

Security Analysis and Portfolio Management

Sudhindra Bhat
Security Analysis and Portfolio Management Book PDF

Author : Sudhindra Bhat
Publisher : Excel Books India
Page : 708 pages
File Size : 42,5 Mb
Release : 2009
Category : Electronic
ISBN : 8174465804

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Security Analysis and Portfolio Management by Sudhindra Bhat Pdf

The text aims to build understanding of the investment environment, to recognise investment opportunities, and to identify and manage an investment portfolio. This book captures the developments in capital market and investment in securities and also provides a simple way to understand the complex world of investment. Wherever possible, reference to Indian companies, regulatory guidelines and professional practice has been included. * This book covers the requirement for discussion to help practitioners like portfolio managers, investment advisors, equity researchers, financial advisors, professional investors, first time investors (interested in managing investments in a rational manner), lay investors to reason out investment issues for themselves and thus be better prepared when making real-world investment decisions. The book is structured in such a way that it can be used in both semester as well as trimester patterns of various MBA, PGDM, PGP, PG Courses of all major universities. * Concepts are explained with a large number of illustrations and diagrams for clear understanding of the subject matter. * Investing Tip profiles sound investing tips and considerations. They often present alternative investment options. * Industry Experience highlights real world investing situations, experiences and decisions. * Provides a detailed coverage of security analysis by integrating theory with professional practices. * The strong point of the book is guidelines for investment decision and Investment story, which have been included for class discussion, EDP's, FDP's and investment Consultation.

High Returns from Low Risk

Pim van Vliet,Jan de Koning
High Returns from Low Risk Book PDF

Author : Pim van Vliet,Jan de Koning
Publisher : John Wiley & Sons
Page : 180 pages
File Size : 53,9 Mb
Release : 2017-01-17
Category : Business & Economics
ISBN : 9781119351054

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High Returns from Low Risk by Pim van Vliet,Jan de Koning Pdf

Believing "high-risk equals high-reward" is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns. Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed premise; it fails to see beyond the monthly horizon, and ignores compounding returns. This book updates the thinking and brings reality to modelling to show how low-risk stocks actually outperform high-risk stocks by an order of magnitude. Easy to read and easy to implement, the plan presented here will help you construct a portfolio that delivers higher returns per unit of risk, and explains how to achieve excellent investment results over the long term. Do you still believe that investors are rewarded for bearing risk, and that the higher the risk, the greater the reward? That old axiom is holding you back, and it is time to start seeing the whole picture. This book shows you, through deep historical simulation, how to reap the rewards of smarter investing. Learn how and why low-risk, low-volatility stocks beat the market Discover the formula that outperforms Greenblatt's Construct your own low-risk portfolio Select the right ETF or low-risk fund to manage your money Great returns and lower risk sound like a winning combination — what happens once everyone is doing it? The beauty of the low-risk strategy is that it continues to work even after the paradox is widely known; long-term investment success is possible for anyone who can shake off the entrenched wisdom and go low-risk. High Returns from Low Risk provides the proof, model and strategy to reign in your exposure while raking in the profit.

SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT, THIRD EDITION

KEVIN, S.
SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT THIRD EDITION Book PDF

Author : KEVIN, S.
Publisher : PHI Learning Pvt. Ltd.
Page : 389 pages
File Size : 49,9 Mb
Release : 2022-09-01
Category : Business & Economics
ISBN : 9789391818319

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SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT, THIRD EDITION by KEVIN, S. Pdf

This new edition of the book explains in detail the two phases of wealth creation through investment in securities. The first phase Security Analysis deals with the selection of securities for investment. The book begins with an introduction to the investment process and a familiarization of the securities market environment and the trading system in India followed by different dimensions of the risk involved in investment. The different methods of security analysis such as Fundamental analysis (including economy, industry and company analysis), Technical Analysis and Random Walk Theory (including Efficient Market Hypothesis) are explained in different chapters. The valuation of securities such as equity shares and bonds is illustrated with examples. The second phase Portfolio Management includes different processes such as portfolio analysis, portfolio selection, portfolio revision and portfolio evaluation. These processes are explained in different chapters. Pricing theories such as Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), and Fama French Three Factor Model are explained with suitable examples. The book provides an introduction (in four chapters) to Financial Derivatives (Futures and Options) used for hedging the risk in investment. Behavioural Finance—the new investment theory—is also discussed in this edition. Each chapter of the book is supported with examples, review questions and practice exercises to facilitate learning of concepts and theories. The book is intended to serve as a basic textbook for the students of finance, commerce and management. It will also be useful to the students pursuing professional courses such as chartered accountancy (CA), cost and management accountancy (CMA), and chartered financial analysis (CFA). The professionals in the field of investment will find this book to be of immense value in enhancing their knowledge. NEW TO THIS EDITION • A new chapter on Behavioural Finance – The New Investment Theory • A new section on Fama French Three Factor Model • Revisions in different chapters TARGET AUDIENCE • M.Com/MBA • Professional courses like CA/CMA/CFA

Quantitative Equity Investing

Frank J. Fabozzi,Sergio M. Focardi,Petter N. Kolm
Quantitative Equity Investing Book PDF

Author : Frank J. Fabozzi,Sergio M. Focardi,Petter N. Kolm
Publisher : John Wiley & Sons
Page : 528 pages
File Size : 40,7 Mb
Release : 2010-03-01
Category : Business & Economics
ISBN : 9780470262474

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Quantitative Equity Investing by Frank J. Fabozzi,Sergio M. Focardi,Petter N. Kolm Pdf

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

Modern Portfolio Theory and Investment Analysis

Edwin J. Elton,Martin J. Gruber,Stephen J. Brown,William N. Goetzmann
Modern Portfolio Theory and Investment Analysis Book PDF

Author : Edwin J. Elton,Martin J. Gruber,Stephen J. Brown,William N. Goetzmann
Publisher : John Wiley & Sons
Page : 754 pages
File Size : 53,7 Mb
Release : 2014-01-21
Category : Business & Economics
ISBN : 9781118469941

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Modern Portfolio Theory and Investment Analysis by Edwin J. Elton,Martin J. Gruber,Stephen J. Brown,William N. Goetzmann Pdf

An excellent resource for investors, Modern Portfolio Theory and Investment Analysis, 9th Edition examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. A chapter on behavioral finance is included, aimed to explore the nature of individual decision making. A chapter on forecasting expected returns, a key input to portfolio management, is also included. In addition, investors will find material on value at risk and the use of simulation to enhance their understanding of the field.

Price-Based Investment Strategies

Adam Zaremba,Jacob "Koby" Shemer
Price Based Investment Strategies Book PDF

Author : Adam Zaremba,Jacob "Koby" Shemer
Publisher : Springer
Page : 302 pages
File Size : 43,6 Mb
Release : 2018-07-25
Category : Business & Economics
ISBN : 9783319915302

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Price-Based Investment Strategies by Adam Zaremba,Jacob "Koby" Shemer Pdf

This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance—ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors.

Investment Analysis & Portfolio Management

Dr. R.P. Rustagi
Investment Analysis Portfolio Management Book PDF

Author : Dr. R.P. Rustagi
Publisher : Sultan Chand & Sons
Page : 26 pages
File Size : 46,9 Mb
Release : 2021-11-20
Category : Business & Economics
ISBN : 9789351611868

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Investment Analysis & Portfolio Management by Dr. R.P. Rustagi Pdf

Investment Analysis and Portfolio Management has been prepared to meet the requirements of students taking M.Com., MBA, CFA, PGDBM and other courses in Finance. The scope of investment decision making is widening as new concepts and financial products are appearing on the horizon. The book attempts to comprehend the developments taking place in the area of investment analysis. It aims to present the intricate and complex tools and techniques of investment management in a simplified way. Numerical examples and illustrations have been used extensively to explain the application of different concepts. The book is equally useful for the investment researchers, investment practitioners and all types of investors.

Investment Analysis & Portfolio Management

Mr. Hitendra Kumar Gaur
Investment Analysis Portfolio Management Book PDF

Author : Mr. Hitendra Kumar Gaur
Publisher : Shanti Publication
Page : 160 pages
File Size : 49,7 Mb
Release : 2020-08-06
Category : Business & Economics
ISBN : 8210379456XXX

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Investment Analysis & Portfolio Management by Mr. Hitendra Kumar Gaur Pdf

According to the Latest Syllabus of Dr. A.P.J. Abdul Kalam Technical University, Lucknow (U.P.) Including Long Answer Type Questions Including Short Answer Type Questions Including Case Studies Including Last Year Unsolved Papers

Investments

Michael McMillan,Jerald E. Pinto,Wendy L. Pirie,Gerhard Van de Venter
Investments Book PDF

Author : Michael McMillan,Jerald E. Pinto,Wendy L. Pirie,Gerhard Van de Venter
Publisher : John Wiley & Sons
Page : 656 pages
File Size : 48,6 Mb
Release : 2011-01-11
Category : Business & Economics
ISBN : 9781118001165

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Investments by Michael McMillan,Jerald E. Pinto,Wendy L. Pirie,Gerhard Van de Venter Pdf

A comprehensive guide to investment analysis and portfolio management by an expert team from the CFA Institute In a world of specialization, no other profession likely requires such broad, yet in-depth knowledge than that of financial analyst. Financial analysts must not only possess a broad understanding of the financial markets-including structure, organization, efficiency, portfolio management, risk and return, and planning and construction-but they must also have a strong sense of how to evaluate industries and companies prior to engaging in an analysis of a specific stock. Investments: Principles of Portfolio and Equity Analysis provides the broad-based knowledge professionals and students of the markets need to manage money and maximize return. The book Details market structure and functions, market anomalies, secondary market basics, and regulation Describes investment assets and asset classes, types of positions and orders, as well as forecasting methodologies Discusses return and risk characteristics, portfolio diversification and management, the basics of both technical analysis and major technical indicators, and much more A companion Workbook, which includes learning outcomes, summary overviews, and problems and solutions sections is available and sold separately Investments provides readers unparalleled access to the best in professional quality information on investment analysis and portfolio management.

Security Analysis and Portfolio Management

Falguni H. Pandya
Security Analysis and Portfolio Management Book PDF

Author : Falguni H. Pandya
Publisher : Jaico Publishing House
Page : 716 pages
File Size : 40,7 Mb
Release : 2013-10-25
Category : Business & Economics
ISBN : 9788184954104

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Security Analysis and Portfolio Management by Falguni H. Pandya Pdf

This text provides applicationoriented treatment along with theoretical discussion of the subject, thereby making it easy and effective learning. It specifically caters to the syllabus of Security Analysis and Portfolio Management or Investment Analysis and Portfolio Management or Investment offered in the second year of MBA and M.Com. programmes. Stepbystep, the text introduces readers to market concepts, going from the basics of investment to analysis of investment, presented in a simple manner with real life examples and data from the Indian economy and corporate sector. Key Features — Empirically tested theories and concepts, using real data from Indian corporate sector — Graphs and figures based on Indian data, to support the theory — Pause for thought section at the end of each important topic, to reinforce concepts — Indepth pedagogy, contemporary approach, and live examples using factual data

Security Analysis, Portfolio Management, and Financial Derivatives

Cheng-Few Lee,Joseph Finnerty,John Lee,Alice C Lee,Donald Wort
Security Analysis Portfolio Management and Financial Derivatives Book PDF

Author : Cheng-Few Lee,Joseph Finnerty,John Lee,Alice C Lee,Donald Wort
Publisher : World Scientific Publishing Company
Page : 1192 pages
File Size : 54,7 Mb
Release : 2012-10-01
Category : Business & Economics
ISBN : 9789814458900

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Security Analysis, Portfolio Management, and Financial Derivatives by Cheng-Few Lee,Joseph Finnerty,John Lee,Alice C Lee,Donald Wort Pdf

Security Analysis, Portfolio Management, and Financial Derivatives integrates the many topics of modern investment analysis. It provides a balanced presentation of theories, institutions, markets, academic research, and practical applications, and presents both basic concepts and advanced principles. Topic coverage is especially broad: in analyzing securities, the authors look at stocks and bonds, options, futures, foreign exchange, and international securities. The discussion of financial derivatives includes detailed analyses of options, futures, option pricing models, and hedging strategies. A unique chapter on market indices teaches students the basics of index information, calculation, and usage and illustrates the important roles that these indices play in model formation, performance evaluation, investment strategy, and hedging techniques. Complete sections on program trading, portfolio insurance, duration and bond immunization, performance measurements, and the timing of stock selection provide real-world applications of investment theory. In addition, special topics, including equity risk premia, simultaneous-equation approach for security valuation, and Itô's calculus, are also included for advanced students and researchers.

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk

Richard C. Grinold,Ronald N. Kahn
Active Portfolio Management A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk Book PDF

Author : Richard C. Grinold,Ronald N. Kahn
Publisher : McGraw Hill Professional
Page : 596 pages
File Size : 42,8 Mb
Release : 1999-11-16
Category : Business & Economics
ISBN : 9780071376952

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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk by Richard C. Grinold,Ronald N. Kahn Pdf

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity ® Discipline Co-Manager, Fidelity Freedom ® Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.