05645cam a2200949 a 4500 ocn772363841 OCoLC 20171115131718.0 m o d cr ||||||||||| 120105s2012 nju ob 001 0 eng 2012000656 9781119205197 (electronic bk.) 1119205190 (electronic bk.) 9781118224960 1118224965 9781118238417 1118238419 9781118263044 1118263049 9781118129593 (hardback) 1118129598 (hbk.) 9786613620248 EB00063141 Recorded Books AU@ 000048421770 AU@ 000052006356 CHNEW 000722986 DEBBG BV040868925 DEBBG BV041431493 DEBBG BV042743944 DEBSZ 397186746 DEBSZ 398273480 DEBSZ 422916242 DEBSZ 431072671 DKDLA 820120-katalog:000599646 NZ1 14687291 DEBSZ 449276538 NZ1 16241322 DEBBG BV043393935 (OCoLC)772363841 (OCoLC)794706699 (OCoLC)852469975 (OCoLC)852491287 (OCoLC)864909583 (OCoLC)877884811 (OCoLC)900317332 362024 MIL AD678AFA-E2AF-48EA-AE71-F85C6FCB4A70 OverDrive, Inc. http://www.overdrive.com DLC eng pn DLC YDX EBLCP MERUC N$T YDXCP CDX GPM E7B UMI TEFOD OCLCF DEBSZ BWS S4S UKDOC RECBK TEFOD DG1 OCLCQ DEBBG OCLCQ pcc MAIN HG4529 BUS 036000 bisacsh 332.601 23 BUS036000 bisacsh Peterson, Steven P. Investment theory and risk management + website / Steven P. Peterson. [electronic resource] Hoboken, N.J. : Wiley, 2012. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance series Includes index. Includes bibliographical references and index. Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration. "A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations). In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment"-- Provided by publisher. Print version record and CIP data provided by publisher. Investment analysis. Portfolio management. Risk management. Investment analysis. Portfolio management. Risk management. BUSINESS & ECONOMICS Investments & Securities. bisacsh Investment analysis. fast (OCoLC)fst00978180 Portfolio management. fast (OCoLC)fst01072072 Risk management. fast (OCoLC)fst01098164 Investment analysis. local Portfolio management. local Risk management. local Electronic books. Electronic books. Print version: Peterson, Steven P. Investment theory and risk management + website. Hoboken, N.J. : Wiley, 2012 9781118129593 (DLC) 2011050888 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781119205197 Wiley Online Library ddc BK 205481 205481