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Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. "Portfolio Risk Analysis" provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective.
Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts.
This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.
Portfolio Performance Evaluation reviews the academic literature on evaluating portfolio performance, focusing on professionally managed investment portfolios. Recent years have witnessed an explosion of new methods for performance evaluation and new evidence on the subject. Portfolio Performance Evaluation provides a selective review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. There is also a discussion of hedge funds presenting unique challenges for measuring risk adjusted performance and for interpreting performance measures. Portfolio Performance Evaluation summarizes the historical evidence on the performance of mutual funds and hedge funds using actual data.
This 17-page research report for private equity investors, entrepreneurs and management focuses on the buyout side of private equity investing. Beginning with a summary of how private equity investing has evolved into what it is today, this report gives an in depth look into the strategies for buyout investing. Using his own company as a case study to demonstrate how successful buyouts unfold, the founder of a successful investment firm identifies the common characteristics of those buyouts and the types of acquisitions that drive value for portfolio companies. Also identified are criteria for selecting the right company to invest in and ways to pinpoint potential danger signs, as well as the qualities that constitute a successful management team. Other topics include free cash flow, debt financing, due diligence, integration planning and execution, EBITDA, roll-up strategies, developing a common internal culture and company identity, board members, important valuation techniques, and the difference between small and large acquisitions. This Executive Report is written by: M. William Macey Jr., Managing Partner & Co-Founder, Sterling Investment Partners. About Executive Reports: "Executive Reports" offer focused, hard-hitting advice from the leaders of some of America's top companies, packaged in a concise, readable format. Each research report provides readers with 3 to 5 strategies that will have a direct financial impact on their business. While not meant as a comprehensive guide, each report includes quick-hit items that can immediately impact specific business strategies. Executive authors drill down to the central issues surrounding each topic area and dispense expert advice in concise, direct language. "Executive Reports" feature leading professionals selected by the Aspatore Editorial Board based on their experience, research, and standing within the professional community.
The growing importance of international investment law, fuelled by the processes of globalisation and the search for natural resources, and fostered by the ease of cross-border financial flows, has given rise to a huge expansion in the incidence of new investment treaties and, consequently, disputes. The complexity of this area and the enormous sums of investment involved mean that the agreements and treaties themselves are highly evolved, while the disputes arising are often hugely intricate and intractible. No area of international law is more in need of the careful and balanced attention of scholars, of the sort which this Handbook brings to bear. Anyone interested in international investment law will appreciate the comprehensive, thoughtful and detailed exploration of this area which this distinguished group of German scholars have provided.
This book shares the collective experience of integrating electronic portfolios as assessment tools and as instruments for life-long learning in courses across various disciplines in higher education. It enables readers to trace the evolution of e-portfolios over the last ten years and to deal with the challenges faced by instructors and students when implementing e-portfolios in their respective courses. Further, the book suggests flexible ways of dealing with those challenges. It also highlights the relevance of electronic portfolios for the needs and demands of contemporary societies. As such, it speaks to a large target audience from a range of disciplines, roles and geographical contexts within the wider context of higher education in Asia and around the globe.
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