图书简介

Acknowledgments; Chapter 1 Portfolio Theory and Management: An Overview (H. Kent Baker and Greg Filbeck); Section I. Portfolio Theory and Asset Pricing; Chapter 2 Modern Portfolio Theory (Eric Jacquier); Chapter 3 Asset Pricing Theories, Models, and Tests (Nikolay Gospodinov and Cesare Robotti); Chapter 4 Asset Pricing and Behavioral Finance (Hersh Shefrin); Section II. The Investment Policy Statement and Fiduciary Duties; Chapter 5 Assessing Risk Tolerance (Sherman D. Hanna, Michael A. Guillemette, and Michael S. Finke); Chapter 6 Private Wealth Management (Dianna Preece); Chapter 7 Institutional Wealth Management (Eric J. Robbins); Chapter 8 Fiduciary Duties and Responsibilities of Portfolio Managers (Remus D. Valsan and Moin A. Yahya); Section III. Asset Allocation and Portfolio Construction; Chapter 9 The Role of Asset Allocation in the Investment Decision-Making Process (James L. Farrell, Jr.); Chapter 10 Asset Allocation Models (J. Clay Singleton); Chapter 11 Preference Models in Portfolio Construction and Evaluation (Massimo Guidolin); Chapter 12 Portfolio Construction with Downside Risk (Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt); Chapter 13 Asset Allocation with Downside Risk Management (Joshua M. Davis and Sebastien Page); Chapter 14 Alternative Investments (Lars Helge Hass, Denis Schweizer, Juliane Proelss); Section IV. Risk Management; Chapter 15 Measuring and Managing Market Risk (Christoph Kaserer); Chapter 16 Measuring and Managing Credit and Other Risks (Gabriele Sabato); Section V. Portfolio Execution, Monitoring, and Rebalancing; Chapter 17 Trading Strategies, Portfolio Monitoring, and Rebalancing (Ricardo Cesari and Massimiliano Marzo); Chapter 18 Effective Trade Execution (Ricardo Cesari, Massimiliano Marzo, and Paolo Zagalia); Chapter 19 Market Timing Methods and Results (Panagiotis Schizas); Section VI. Evaluating and Reporting Portfolio Performance; Chapter 20 Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing (Arnaud Cave, Georges Hubner, and Thomas Lejeune); Chapter 21 Benchmarking (Abraham Lioui and Patrice Poncet); Chapter 22 Attribution Analysis (Nanne Brunia and Auke Plantinga); Chapter 23 Equity Investment Styles (Andrew Mason); Chapter 24 Use of Derivatives (Matthieu Leblanc); Chapter 25 Performance Presentation (Timothy P. Ryan); Section VII. Special Topics; Chapter 26 Exchange Traded Funds: The Success Story of the Last Two Decades (Gerasimos G. Rompotis); Chapter 27 The Past, Present, and Future of Hedge Funds (Roland Fuss and Sarah Muller); Chapter 28 Portfolio and Risk Management for Private Equity Fund Investments (Niklas Wagner and Axel Buchner); Chapter 29 Venture Capital (Paschal Gantenbein, Reto Forrer, and Nils Herold); Chapter 30 Socially Responsible Investing (Hunter Holzhauer)

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