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Credit portfolio management : a practitioner's guide to active management of credit risks

Hünseler, Michael - 2013

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio...

Persistent link: https://www.econbiz.de/10012106252

The Portfolio Theorists : Von Neumann, Savage, Arrow and Markowitz

2012

Read examines probability, risk, and uncertainty through the contributions of John von Neumann, Leonard Jimmie Savage, Kenneth Arrow and Harry Markowitz. These Portfolio Theorists provided us with a dramatic leap forward in our understanding of and insights into financial rewards under risk and...

Persistent link: https://www.econbiz.de/10011612201

Modell zur Bewertung wohnwirtschaftlicher Immobilien-Portfolios unter Beachtung des Risikos : Entwicklung eines probabilistischen Bewertungsmodells mit quantitativer Risikomessung...

Haas, Stefan - 2010

Bei einer wohnwirtschaftlichen Portfoliobewertung ist eine qualifizierte Wertermittlung auf Einzelobjektebene insbesondere in einer frühen Transaktionsphase aus Zeit- und Kostengründen nicht machbar. Stefan Haas entwickelt eine Bewertungsmethodik, welche standardisiert einen...

Persistent link: https://www.econbiz.de/10014425032

Risikoadjustierte Performanceanalyse von Anleiheportfolios

Daum, Jens - 2010

Für eine fundierte Anlageentscheidung ist die Messung und Beurteilung der erzielten Ergebnisse unabdingbar. Die Dimensionen Rendite und Risiko sind daher immer gemeinsam zu betrachten, um Fehlallokationen zu vermeiden. Jens Daum untersucht die zur Verfügung stehenden Instrumente der...

Persistent link: https://www.econbiz.de/10014425149

Risikopräferenzen für zeitoptimale Portfolioselektion

Bouzaima, Martin - 2010

Einführung -- Eine Entscheidungstheorie für zeitoptimale Entscheidungen -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis der klassischen Zeitpräferenztheorie -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis eines neuen St. Petersburg-Spiels --...

Persistent link: https://www.econbiz.de/10014425155

New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

Persistent link: https://www.econbiz.de/10012396848

Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Bolder, David Jamieson - 2018

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

Persistent link: https://www.econbiz.de/10012396938

Applied Investment Theory : How Markets and Investors Behave, and Why

Coleman, Les - 2016

, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why … experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and … documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the …

Persistent link: https://www.econbiz.de/10012397494

Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior

Chen, James Ming - 2016

This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …

Persistent link: https://www.econbiz.de/10012398044

Financial Modeling : An Introductory Guide to Excel and VBA Applications in Finance

Häcker, Joachim; Ernst, Dietmar - 2017

This book provides a comprehensive introduction to modern financial modeling using Excel, VBA, standards of financial modeling and model review. It offers guidance on essential modeling concepts around the four core financial activities in the modern financial industry today: financial...

Persistent link: https://www.econbiz.de/10012398101