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Asset Management and Institutional Investors : Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation
| Asset Management and Institutional Investors : Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation |
| Autore | Basile Ignazio |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing AG, , 2024 |
| Descrizione fisica | 1 online resource (559 pages) |
| Disciplina | 332.67253 |
| Altri autori (Persone) | FerrariPierpaolo |
| Collana | Contributions to Finance and Accounting Series |
| ISBN | 3-031-59819-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910900178003321 |
Basile Ignazio
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| Cham : , : Springer International Publishing AG, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Endowment Model of Investing [[electronic resource] ] : Return, Risk, and Diversification
| The Endowment Model of Investing [[electronic resource] ] : Return, Risk, and Diversification |
| Autore | Leibowitz Martin L. <1936-> |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Somerset : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (329 pages) |
| Disciplina | 332.67253 |
| Altri autori (Persone) |
BovaAnthony <1978->
HammondP. Brett |
| Collana | Wiley Finance |
| Soggetto topico |
Institutional investments
Portfolio management |
| Soggetto non controllato |
Portfolio Management
Investments Business & Economics |
| ISBN |
0-470-60842-0
1-282-54861-1 9786612548611 1-118-26653-6 0-470-60844-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
EFFICIENT FRONTIER ANALYSIS -- THE ALPHA EFFECT -- APPENDIX -- CHAPTER 6 - Expanding the Alpha Core -- INHERENT CONSTRAINTS ON ALTERNATIVE ASSETS -- BUILDING AN ALPHA CORE -- MAXIMUM-RETURN ALPHA CORES -- THE FLOWER DIAGRAM -- EXPANDING THE ALPHA CORE -- MOVING BEYOND BETA DOMINATION -- DUAL ACTIVE-ALLOCATION ALPHAS -- CONCLUSION -- CHAPTER 7 - Alpha-Driven Efficient Frontiers -- THE EFFICIENT FRONTIER IN ALPHA SPACE -- INCREASING THE ALPHA CORE PERCENTAGE -- CONCLUSION -- CHAPTER 8 - The Societal Efficient Frontier -- STANDARD EFFICIENT FRONTIERS -- THE SWING ASSET FRONTIER -- THE CONCEPT OF A SOCIETAL FRONTIER -- TOTAL BETAS AND THE DIVERSIFICATION PARADOX -- DRAGON RISK CONSTRAINTS AND CLIMBING THE ALPHA WALL -- A SOCIETAL FRONTIER OF QUANTUM RISK STATES -- ACTIVE ALPHAS AND OTHER RISK-AND-RETURN TRADEOFFS -- SOCIETAL GAPS AND OPPORTUNITIES -- REFERENCES -- CHAPTER 9 - Equilibration -- BETA DOMINATION AND CONSTRAINED ALTERNATIVES -- ALPHA DECAY UNDER BETA DOMINATION -- REALIZED RETURNS VERSUS GOING-FORWARD ALPHAS -- SHARPE RATIO DECAY -- SEQUENTIAL ALPHA EROSION -- EQUILIBRATION ACROSS THE SOCIETAL FRONTIER -- REFERENCES -- CHAPTER 10 - Shortfall Risks and Efficient Frontiers -- IMPORTANCE OF SHORTFALL RISK IN PORTFOLIOS -- EFFICIENT FRONTIERS USING FIXED ALPHA CORES -- SHORTFALL PROBABILITIES -- SHORTFALL REGIONS IN A RISK-AND-RETURN SPACE -- SHORTFALLS RELATIVE TO THE RISK-FREE BASELINE -- SHORTFALL PROBABILITIES ALONG THE EFFICIENT FRONTIER -- MULTIPLE HORIZON COMPARISONS -- APPENDIX -- REFERENCES -- CHAPTER 11 - Convergence of Risks -- END-OF-PERIOD SHORTFALL PROBABILITIES -- WITHIN-PERIOD STOP-LOSS PROBABILITIES -- HIGH WATERMARK SHORTFALLS -- CHANGING THE THRESHOLDS AND HORIZONS -- SHORTFALL PROBABILITIES ALONG THE EFFICIENT FRONTIER -- ACCEPTABLE RISK-AND-RETURN REGIONS -- CONCLUSION -- REFERENCES.
STRESS BETAS AT THE ASSET LEVEL -- SHORT TERM VULNERABILITY OF DIVERSIFIED PORTFOLIOS -- BETA PATHWAYS FOR INDIVIDUAL ASSET CLASSES -- APPENDIX -- CHAPTER 18 - The Endowment Model: Theory and Experience -- THEORETICAL BETA-BASED RISKS -- HISTORICAL RISK CHARACTERISTICS -- ALPHA AND BETA RETURNS -- CONCLUSION -- CHAPTER 19 - Diversification Performance: Under Stress (2008) and over the Long ... -- A SEMI-DIVERSIFIED PORTFOLIO -- VOLATILITIES AND VOLATILITY RATIOS -- INDIVIDUAL AND PORTFOLIO CORRELATIONS WITH U.S. EQUITY -- HISTORICAL BETAS -- BETA-BASED AND ALPHA RETURNS -- STRESS BETA THEORY -- 2008 RESULTS AND STRESS BETAS -- CONCLUSION -- PART Four - Asset Allocation and Return Thresholds -- CHAPTER 20 - Asset Allocation and Return Thresholds in a Beta World -- PERCENTILES IN RETURN AND BETA SPACE -- THE PERCENTILE FAN -- MINIMUM AND MAXIMUM BETAS FOR RETURN TARGETS -- THE CHARACTERISTIC PROBABILITY OF EXCEEDING THE RISK-FREE RATE -- MULTIYEAR HORIZONS -- BETA REGIMES -- SHORTFALL LINES -- ALPHA CORES AND STRESS BETAS -- CONCLUSION -- APPENDIX -- REFERENCES -- CHAPTER 21 - Key Takeaways -- About the Authors -- Index. |
| Record Nr. | UNINA-9910208825603321 |
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Leibowitz Martin L. <1936->
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| Somerset : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Endowment Model of Investing [[electronic resource] ] : Return, Risk, and Diversification
| The Endowment Model of Investing [[electronic resource] ] : Return, Risk, and Diversification |
| Autore | Leibowitz Martin L. <1936-> |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Somerset : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (329 pages) |
| Disciplina | 332.67253 |
| Altri autori (Persone) |
BovaAnthony <1978->
HammondP. Brett |
| Collana | Wiley Finance |
| Soggetto topico |
Institutional investments
Portfolio management |
| Soggetto non controllato |
Portfolio Management
Investments Business & Economics |
| ISBN |
0-470-60842-0
1-282-54861-1 9786612548611 1-118-26653-6 0-470-60844-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
EFFICIENT FRONTIER ANALYSIS -- THE ALPHA EFFECT -- APPENDIX -- CHAPTER 6 - Expanding the Alpha Core -- INHERENT CONSTRAINTS ON ALTERNATIVE ASSETS -- BUILDING AN ALPHA CORE -- MAXIMUM-RETURN ALPHA CORES -- THE FLOWER DIAGRAM -- EXPANDING THE ALPHA CORE -- MOVING BEYOND BETA DOMINATION -- DUAL ACTIVE-ALLOCATION ALPHAS -- CONCLUSION -- CHAPTER 7 - Alpha-Driven Efficient Frontiers -- THE EFFICIENT FRONTIER IN ALPHA SPACE -- INCREASING THE ALPHA CORE PERCENTAGE -- CONCLUSION -- CHAPTER 8 - The Societal Efficient Frontier -- STANDARD EFFICIENT FRONTIERS -- THE SWING ASSET FRONTIER -- THE CONCEPT OF A SOCIETAL FRONTIER -- TOTAL BETAS AND THE DIVERSIFICATION PARADOX -- DRAGON RISK CONSTRAINTS AND CLIMBING THE ALPHA WALL -- A SOCIETAL FRONTIER OF QUANTUM RISK STATES -- ACTIVE ALPHAS AND OTHER RISK-AND-RETURN TRADEOFFS -- SOCIETAL GAPS AND OPPORTUNITIES -- REFERENCES -- CHAPTER 9 - Equilibration -- BETA DOMINATION AND CONSTRAINED ALTERNATIVES -- ALPHA DECAY UNDER BETA DOMINATION -- REALIZED RETURNS VERSUS GOING-FORWARD ALPHAS -- SHARPE RATIO DECAY -- SEQUENTIAL ALPHA EROSION -- EQUILIBRATION ACROSS THE SOCIETAL FRONTIER -- REFERENCES -- CHAPTER 10 - Shortfall Risks and Efficient Frontiers -- IMPORTANCE OF SHORTFALL RISK IN PORTFOLIOS -- EFFICIENT FRONTIERS USING FIXED ALPHA CORES -- SHORTFALL PROBABILITIES -- SHORTFALL REGIONS IN A RISK-AND-RETURN SPACE -- SHORTFALLS RELATIVE TO THE RISK-FREE BASELINE -- SHORTFALL PROBABILITIES ALONG THE EFFICIENT FRONTIER -- MULTIPLE HORIZON COMPARISONS -- APPENDIX -- REFERENCES -- CHAPTER 11 - Convergence of Risks -- END-OF-PERIOD SHORTFALL PROBABILITIES -- WITHIN-PERIOD STOP-LOSS PROBABILITIES -- HIGH WATERMARK SHORTFALLS -- CHANGING THE THRESHOLDS AND HORIZONS -- SHORTFALL PROBABILITIES ALONG THE EFFICIENT FRONTIER -- ACCEPTABLE RISK-AND-RETURN REGIONS -- CONCLUSION -- REFERENCES.
STRESS BETAS AT THE ASSET LEVEL -- SHORT TERM VULNERABILITY OF DIVERSIFIED PORTFOLIOS -- BETA PATHWAYS FOR INDIVIDUAL ASSET CLASSES -- APPENDIX -- CHAPTER 18 - The Endowment Model: Theory and Experience -- THEORETICAL BETA-BASED RISKS -- HISTORICAL RISK CHARACTERISTICS -- ALPHA AND BETA RETURNS -- CONCLUSION -- CHAPTER 19 - Diversification Performance: Under Stress (2008) and over the Long ... -- A SEMI-DIVERSIFIED PORTFOLIO -- VOLATILITIES AND VOLATILITY RATIOS -- INDIVIDUAL AND PORTFOLIO CORRELATIONS WITH U.S. EQUITY -- HISTORICAL BETAS -- BETA-BASED AND ALPHA RETURNS -- STRESS BETA THEORY -- 2008 RESULTS AND STRESS BETAS -- CONCLUSION -- PART Four - Asset Allocation and Return Thresholds -- CHAPTER 20 - Asset Allocation and Return Thresholds in a Beta World -- PERCENTILES IN RETURN AND BETA SPACE -- THE PERCENTILE FAN -- MINIMUM AND MAXIMUM BETAS FOR RETURN TARGETS -- THE CHARACTERISTIC PROBABILITY OF EXCEEDING THE RISK-FREE RATE -- MULTIYEAR HORIZONS -- BETA REGIMES -- SHORTFALL LINES -- ALPHA CORES AND STRESS BETAS -- CONCLUSION -- APPENDIX -- REFERENCES -- CHAPTER 21 - Key Takeaways -- About the Authors -- Index. |
| Record Nr. | UNINA-9910808184903321 |
|
Leibowitz Martin L. <1936->
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| Somerset : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Engineering investment process : making value creation repeatable / / Florian Ielpo, Chafic Merhy, Guillaume Simon
| Engineering investment process : making value creation repeatable / / Florian Ielpo, Chafic Merhy, Guillaume Simon |
| Autore | Ielpo Florian |
| Pubbl/distr/stampa | London, England ; ; Oxford, England : , : ISTE Press, , 2017 |
| Descrizione fisica | 1 online resource (432 pages) : illustrations (some color) |
| Disciplina | 332.67253 |
| Soggetto topico |
Institutional investments
Portfolio management |
| ISBN | 0-08-101148-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910583460003321 |
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Ielpo Florian
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| London, England ; ; Oxford, England : , : ISTE Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foundation and endowment investing [[electronic resource] ] : philosophies and strategies of top investors and institutions / / Lawrence E. Kochard, Cathleen M. Rittereiser
| Foundation and endowment investing [[electronic resource] ] : philosophies and strategies of top investors and institutions / / Lawrence E. Kochard, Cathleen M. Rittereiser |
| Autore | Kochard Lawrence E. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina |
332.67/253
332.67253 |
| Altri autori (Persone) | RittereiserCathleen M. <1960-> |
| Collana | Wiley finance series |
| Soggetto topico |
Endowments - Finance
Institutional investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-04500-9
1-119-19788-0 1-281-22190-2 9786611221904 0-470-22973-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foundation and Endowment Investing; Contents; Preface; Acknowledgments; About the Authors; Part One: Foundations and Endowments Rise as Powerful Institutional Investors; Chapter 1: The Evolution of Foundation and Endowment Investment Management; Chapter 2: Foundation and Endowment Investing 101; Chapter 3: The Investment Landscape; Part Two: Profiles in Capital; Chapter 4: Another Sage of Omaha; Chapter 5: Doctor, Lawyer, Investment Chief; Chapter 6: Leading the Evolution; Chapter 7: Partner, Patriot, and Performer; Chapter 8: Built an Endowment through Common Sense
Chapter 9: Investment Artist with Her Own PerspectiveChapter 10: Master of All Trades; Chapter 11: Agile Investment Engineer; Chapter 12: Driven by Intellectual Curiosity; Chapter 13: The CIO as CEO; Chapter 14: Navigating New Investment Waters; Chapter 15: Invest without Emotion, Act with Conviction; Part Three: Summary and Analysis; Chapter 16: Lessons for Investors; Chapter 17: The Business of Foundation and Endowment Investment Management; Chapter 18: Real Rewards; Notes; Index |
| Record Nr. | UNINA-9910145256803321 |
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Kochard Lawrence E. <1956->
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| Hoboken, N.J., : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Foundation and endowment investing [[electronic resource] ] : philosophies and strategies of top investors and institutions / / Lawrence E. Kochard, Cathleen M. Rittereiser
| Foundation and endowment investing [[electronic resource] ] : philosophies and strategies of top investors and institutions / / Lawrence E. Kochard, Cathleen M. Rittereiser |
| Autore | Kochard Lawrence E. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina |
332.67/253
332.67253 |
| Altri autori (Persone) | RittereiserCathleen M. <1960-> |
| Collana | Wiley finance series |
| Soggetto topico |
Endowments - Finance
Institutional investments |
| ISBN |
1-118-04500-9
1-119-19788-0 1-281-22190-2 9786611221904 0-470-22973-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foundation and Endowment Investing; Contents; Preface; Acknowledgments; About the Authors; Part One: Foundations and Endowments Rise as Powerful Institutional Investors; Chapter 1: The Evolution of Foundation and Endowment Investment Management; Chapter 2: Foundation and Endowment Investing 101; Chapter 3: The Investment Landscape; Part Two: Profiles in Capital; Chapter 4: Another Sage of Omaha; Chapter 5: Doctor, Lawyer, Investment Chief; Chapter 6: Leading the Evolution; Chapter 7: Partner, Patriot, and Performer; Chapter 8: Built an Endowment through Common Sense
Chapter 9: Investment Artist with Her Own PerspectiveChapter 10: Master of All Trades; Chapter 11: Agile Investment Engineer; Chapter 12: Driven by Intellectual Curiosity; Chapter 13: The CIO as CEO; Chapter 14: Navigating New Investment Waters; Chapter 15: Invest without Emotion, Act with Conviction; Part Three: Summary and Analysis; Chapter 16: Lessons for Investors; Chapter 17: The Business of Foundation and Endowment Investment Management; Chapter 18: Real Rewards; Notes; Index |
| Record Nr. | UNINA-9910829967003321 |
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Kochard Lawrence E. <1956->
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| Hoboken, N.J., : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Treynor on institutional investing [[electronic resource] /] / Jack L. Treynor
| Treynor on institutional investing [[electronic resource] /] / Jack L. Treynor |
| Autore | Treynor Jack L |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (602 p.) |
| Disciplina | 332.67253 |
| Collana | Wiley finance series |
| Soggetto topico |
Institutional investments
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-16070-3
1-119-19667-1 1-281-03235-2 9786611032357 0-470-18752-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Using portfolio composition to estimate risk -- Business versus statistical price risk -- Specific risk -- On the quality of municipal bonds -- Time diversification -- Toward a theory of market value of risky assets -- Portfolio theory is inconsistent with the efficient market hypothesis -- In defense of CAPM -- The coming revolution -- How to rate management of investment funds -- Can mutual funds outguess the market? -- The future of performance measurement -- Unemployment and inflation -- What Professor Galbraith neglected to tell his television audience -- The financial objective in the widely held corporation -- The real cost of inflation -- The fiscal burden -- A modest proposal -- A more modest proposal -- Real growth, government spending, and private investment -- Securities law and public policy -- Shirtsleeves to shirtsleeves in three generations -- Is training a good investment? -- The fifth horseman -- A theory of inflation -- How to regulate a monopoly -- Man's most important invention -- Will the Phillips curve cause World War III? |
| Record Nr. | UNINA-9910145301803321 |
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Treynor Jack L
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| Hoboken, N.J., : J. Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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