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A History Of The Theory Of Investments

Author: Mark Rubinstein
Publisher: John Wiley & Sons
ISBN: 1118161092
Size: 21.22 MB
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"This exceptional book provides valuable insights into the evolution of financial economics from the perspective of a major player." -- Robert Litzenberger, Hopkinson Professor Emeritus of Investment Banking, Univ. of Pennsylvania; and retired partner, Goldman Sachs A History of the Theory of Investments is about ideas -- where they come from, how they evolve, and why they are instrumental in preparing the future for new ideas. Author Mark Rubinstein writes history by rewriting history. In unearthing long-forgotten books and journals, he corrects past oversights to assign credit where credit is due and assembles a remarkable history that is unquestionable in its accuracy and unprecedented in its power. Exploring key turning points in the development of investment theory, through the critical prism of award-winning investment theory and asset pricing expert Mark Rubinstein, this groundbreaking resource follows the chronological development of investment theory over centuries, exploring the inner workings of great theoretical breakthroughs while pointing out contributions made by often unsung contributors to some of investment's most influential ideas and models.

Investor Behavior

Author: H. Kent Baker
Publisher: John Wiley & Sons
ISBN: 1118492986
Size: 59.79 MB
Format: PDF, Kindle
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WINNER, Business: Personal Finance/Investing, 2015 USA Best Book Awards FINALIST, Business: Reference, 2015 USA Best Book Awards Investor Behavior provides readers with a comprehensive understanding and the latest research in the area of behavioral finance and investor decision making. Blending contributions from noted academics and experienced practitioners, this 30-chapter book will provide investment professionals with insights on how to understand and manage client behavior; a framework for interpreting financial market activity; and an in-depth understanding of this important new field of investment research. The book should also be of interest to academics, investors, and students. The book will cover the major principles of investor psychology, including heuristics, bounded rationality, regret theory, mental accounting, framing, prospect theory, and loss aversion. Specific sections of the book will delve into the role of personality traits, financial therapy, retirement planning, financial coaching, and emotions in investment decisions. Other topics covered include risk perception and tolerance, asset allocation decisions under inertia and inattention bias; evidenced based financial planning, motivation and satisfaction, behavioral investment management, and neurofinance. Contributions will delve into the behavioral underpinnings of various trading and investment topics including trader psychology, stock momentum, earnings surprises, and anomalies. The final chapters of the book examine new research on socially responsible investing, mutual funds, and real estate investing from a behavioral perspective. Empirical evidence and current literature about each type of investment issue are featured. Cited research studies are presented in a straightforward manner focusing on the comprehension of study findings, rather than on the details of mathematical frameworks.

Handbook Of Financial Data And Risk Information I

Author: Margarita S. Brose
Publisher: Cambridge University Press
ISBN: 1107012015
Size: 29.67 MB
Format: PDF, ePub
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A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.

Financial Modeling With Crystal Ball And Excel

Author: John Charnes
Publisher: John Wiley & Sons
ISBN: 1118240057
Size: 57.26 MB
Format: PDF, ePub
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Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet simulation. It answers the essential question of why risk analysis is vital to the decision-making process, for any problem posed in finance and investment. This reliable resource reviews the basics and covers how to define and refine probability distributions in financial modeling, and explores the concepts driving the simulation modeling process. It also discusses simulation controls and analysis of simulation results. The second edition of Financial Modeling with Crystal Ball and Excel contains instructions, theory, and practical example models to help apply risk analysis to such areas as derivative pricing, cost estimation, portfolio allocation and optimization, credit risk, and cash flow analysis. It includes the resources needed to develop essential skills in the areas of valuation, pricing, hedging, trading, risk management, project evaluation, credit risk, and portfolio management. Offers an updated edition of the bestselling book covering the newest version of Oracle Crystal Ball Contains valuable insights on Monte Carlo simulation—an essential skill applied by many corporate finance and investment professionals Written by John Charnes, the former finance department chair at the University of Kansas and senior vice president of global portfolio strategies at Bank of America, who is currently President and Chief Data Scientist at Syntelli Solutions, Inc. Risk Analytics and Predictive Intelligence Division (Syntelli RAPID) Engaging and informative, this book is a vital resource designed to help you become more adept at financial modeling and simulation.

Accounting For Value

Author: Stephen Penman
Publisher: Columbia University Press
ISBN: 0231521855
Size: 13.24 MB
Format: PDF
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Accounting for Value teaches investors and analysts how to handle accounting in evaluating equity investments. The book's novel approach shows that valuation and accounting are much the same: valuation is actually a matter of accounting for value. Laying aside many of the tools of modern finance the cost-of-capital, the CAPM, and discounted cash flow analysis Stephen Penman returns to the common-sense principles that have long guided fundamental investing: price is what you pay but value is what you get; the risk in investing is the risk of paying too much; anchor on what you know rather than speculation; and beware of paying too much for speculative growth. Penman puts these ideas in touch with the quantification supplied by accounting, producing practical tools for the intelligent investor. Accounting for value provides protection from paying too much for a stock and clues the investor in to the likely return from buying growth. Strikingly, the analysis finesses the need to calculate a "cost-of-capital," which often frustrates the application of modern valuation techniques. Accounting for value recasts "value" versus "growth" investing and explains such curiosities as why earnings-to-price and book-to-price ratios predict stock returns. By the end of the book, Penman has the intelligent investor thinking like an intelligent accountant, better equipped to handle the bubbles and crashes of our time. For accounting regulators, Penman also prescribes a formula for intelligent accounting reform, engaging with such controversial issues as fair value accounting.

Handbook Of Finance Investment Management And Financial Management

Author: Frank J. Fabozzi
Publisher: Wiley
ISBN: 9780470078150
Size: 53.24 MB
Format: PDF, ePub, Docs
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Volume II: Investment Management and Financial Management focuses on the theories, decisions, and implementations aspects associated with both financial management and investment management. It discusses issues that dominate the financial management arena—capital structure, dividend policies, capital budgeting, and working capital—and highlights the essential elements of today's investment management environment, which include allocating funds across major asset classes and effectively dealing with equity and fixed income portfolios. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume I: Financial Markets and Instruments and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

Investors And Markets

Author: William F. Sharpe
Publisher: Princeton University Press
ISBN:
Size: 26.27 MB
Format: PDF, ePub, Docs
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"Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless they understand the determinants of asset prices." -- Provided by publisher.

Corporate Finance

Author: Jonathan B. Berk
Publisher: Pearson College Division
ISBN:
Size: 49.15 MB
Format: PDF, Mobi
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For MBA/graduate students taking a course in corporate finance. Using the unifying valuation framework based on the Law of One Price, top researchers Jonathan Berk and Peter DeMarzo set the new standard for corporate finance textbooks. Corporate Finance blends coverage of time-tested principles and the latest advancements with the practical perspective of the financial manager. With this ideal melding of the core with modern topics, innovation with proven pedagogy, Berk and DeMarzo establish the new canon in finance. The second edition reflects the constantly changing world of finance, including information on the financial crisis of 2007, new behavioral finance research, and updated practitioner interviews. For programs and professors who would like a streamlined book that is specifically tailored to the topics covered in the first one-semester course, Corporate Finance: The Core 2nd edition is also available by Jonathan Berk and Peter DeMarzo.

Saggi Sulla Metodologia Della Ricerca In Economia

Author: Aa.Vv.
Publisher: Gangemi Editore spa
ISBN: 8849269544
Size: 30.49 MB
Format: PDF, Kindle
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Il volume raccoglie i contenuti delle lezioni di un corso di specializzazione per gli studenti della Facoltà di Economia sul tema della metodologia della ricerca scientifica in economia. L'interesse suscitato presso gli studenti, i colleghi e i ricercatori ha indotto a prevederne la pubblicazione. I saggi affrontano alcune tematiche di fondamentale importanza nella scienza economica come il ruolo delle aspettative e dell'incertezza, le ipotesi della modellistica degli strumenti finanziari, il fallimento globale alla base della crisi finanziaria iniziata nel 2007 e non ancora conclusa. Il corso è stato svolto da Luca Barone, Rainer Masera, Chiara Oldani, Salvatore Rossi e Paolo Savona. I contributi di questo volume mostrano la pericolosità degli errori compiuti da taluni economisti e policy maker sulla base di un'acritica applicazione dei paradigmi di mercati efficienti, razionali, autocorrettivi. Il volume è a cura di Rainer Masera.