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Modern Portfolio Theory and Investment Analysis

Author : Edwin J. Elton

Publisher : John Wiley & Sons

Page : 748 pages

File Size : 31,27 MB

Release : 2009-11-16

Category : Business & Economics

ISBN : 0470388323

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Book Description

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.





Econometric Analysis of Model Selection and Model Testing

Author : M. Ishaq Bhatti

Publisher : Routledge

Page : 286 pages

File Size : 26,1 MB

Release : 2017-03-02

Category : Business & Economics

ISBN : 135194195X

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Book Description

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.



Introductory Econometrics for Finance

Author : Chris Brooks

Publisher : Cambridge University Press

Page : 917 pages

File Size : 30,54 MB

Release : 2019-03-28

Category : Business & Economics

ISBN : 1108526403

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Book Description

A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Online resources include extensive teacher and student support materials, including EViews, Stata, R, and Python software guides.



The Investment Advisor Body of Knowledge + Test Bank

Author : IMCA

Publisher : John Wiley & Sons

Page : 1155 pages

File Size : 14,98 MB

Release : 2015-03-16

Category : Business & Economics

ISBN : 1118912322

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Book Description

The complete body of knowledge for CIMA candidates and professionals The 2015 Certified Investment Management Analyst Body of Knowledge + Test Bank will help any financial advisor prepare for and pass the CIMA exam, and includes key information and preparation for those preparing to take the test. CIMA professionals integrate a complex body of investment knowledge, ethically contributing to prudent investment decisions by providing objective advice and guidance to individual and institutional investors. The CIMA certification program is the only credential designed specifically for financial professionals who want to attain a level of competency as an advanced investment consultant. Having the CIMA designation has led to more satisfied careers, better compensation, and management of more assets for higher-net-worth clients than other advisors. The book is laid out based on the six domains covered on the exam: I. Governance II. Fundamentals (statistics, finance, economics) III. Portfolio Performance and Risk Measurements IV. Traditional and Alternative Investments V. Portfolio Theory and Behavioral Finance VI. Investment Consulting Process





Introduction to Mathematical Portfolio Theory

Author : Mark S. Joshi

Publisher : Cambridge University Press

Page : 327 pages

File Size : 46,14 MB

Release : 2013-07-11

Category : Business & Economics

ISBN : 1107042313

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Book Description

This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.



The Economics of Financial Markets

Author : Hendrik S. Houthakker

Publisher : Oxford University Press

Page : 376 pages

File Size : 18,58 MB

Release : 1996-09-12

Category : Business & Economics

ISBN : 0199314993

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Book Description

This book puts economics to work on the daily problems faced by investors, traders, speculators and brokers as they wrestle with increasingly complex financial markets. Drawing on data direct from the financial behavior of households, corporations, and governments, through to the prices of individual securities, the authors show how accessible but rigorous economics can help the players make sense of the hour-by-hour reality of the way financial markets move. Many of the twists and turns that might seem random at first sight are, they contend, rational and often predictable. But inefficiencies do exist, and the authors also demonstrate how these can become unique profit opportunities. By bringing together information on the daily workings of financial markets with the concepts and tools of economics, Houthakker and Williamson have provided a valuable resource for practitioners and students alike.



The Spread of Financial Sophistication Through Emerging Markets Worldwide

Author : John W. Kensinger

Publisher : Emerald Group Publishing

Page : 375 pages

File Size : 45,63 MB

Release : 2016-07-26

Category : Business & Economics

ISBN : 1786351552

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Book Description

Research in Finance Vol 32 reflects the current and primary issues in financial markets and to applying financial modeling in emerging markets.



A Companion to Theoretical Econometrics

Author : Badi H. Baltagi

Publisher : John Wiley & Sons

Page : 736 pages

File Size : 38,60 MB

Release : 2008-04-15

Category : Business & Economics

ISBN : 047099830X

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Book Description

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.