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Título : Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets Tipo de documento: documento electrónico Autores: Schulmerich, Marcus ; SpringerLink (Online service) ; Yves-Michel Leporcher ; Ching-Hwa Eu Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2015 Otro editor: Imprint: Springer Colección: Management for Professionals, ISSN 2192-8096 Número de páginas: XVII, 476 p. 129 illus., 22 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-55444-5 Idioma : Inglés (eng) Palabras clave: Finance Business mathematics Personal finance Pension plans Economics, Mathematical Computer science Mathematics Industrial psychology Finance, general Quantitative Industrial, Organisational and Economic Psychology Wealth Management/Pension Planning Applications in Science Clasificación: 658 Empresas. Organización de empresas Resumen: This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a consequence, what are the implications for the chosen investment strategies? The book presents and discusses two different approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management for bachelor’s and master’s students in this field as well as for young professionals in the asset management industry. A key part of this book are the exercises to further demonstrate the concepts presented with examples and a step-by-step business case. An Excel file with the calculations and solutions for all 17 examples as well as all business case calculations can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new insights in state-of-the-art investing. Not only practitioners but also students and academics benefit from the combination of professional capital market experience and academic wisdom as well as the many exercises the book uses to bring the concepts alive. Especially the chapter covering recent investment trends broken down by investor type and region should prove very useful for investment professionals in the asset management industry in Europe. Highly recommended! Dr. Christian Schmitt, Managing Director, risklab GmbH – AllianzGI Global Solutions, Munich, Germany The book provides a comprehensive introduction to modern asset management and behavioral finance. Using interesting business cases and a hands-on approach with Excel exercises, the authors lead the reader to tackle the main challenges in modern asset and risk management, with a practical focus on behavioral finance. For bachelor and master students who want to get a structured and detailed introduction to asset management, risk management and behavioral finance I can highly recommend this book! Prof. Sandra Paterlini, Ph.D., Chair of Financial Econometrics and Asset Management, EBS – Business School, Wiesbaden, Germany Nota de contenido: Risk Measures in Asset Management -- Modern Portfolio Theory and Its Problems -- Stock Market Anomalies -- Stock Market Crashes -- Explaining Stock Market Crashes: A Behavioral Finance Approach -- Investor Risk Perceptions and Investments: Recent Developments En línea: http://dx.doi.org/10.1007/978-3-642-55444-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35688 Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets [documento electrónico] / Schulmerich, Marcus ; SpringerLink (Online service) ; Yves-Michel Leporcher ; Ching-Hwa Eu . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015 . - XVII, 476 p. 129 illus., 22 illus. in color : online resource. - (Management for Professionals, ISSN 2192-8096) .
ISBN : 978-3-642-55444-5
Idioma : Inglés (eng)
Palabras clave: Finance Business mathematics Personal finance Pension plans Economics, Mathematical Computer science Mathematics Industrial psychology Finance, general Quantitative Industrial, Organisational and Economic Psychology Wealth Management/Pension Planning Applications in Science Clasificación: 658 Empresas. Organización de empresas Resumen: This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a consequence, what are the implications for the chosen investment strategies? The book presents and discusses two different approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management for bachelor’s and master’s students in this field as well as for young professionals in the asset management industry. A key part of this book are the exercises to further demonstrate the concepts presented with examples and a step-by-step business case. An Excel file with the calculations and solutions for all 17 examples as well as all business case calculations can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new insights in state-of-the-art investing. Not only practitioners but also students and academics benefit from the combination of professional capital market experience and academic wisdom as well as the many exercises the book uses to bring the concepts alive. Especially the chapter covering recent investment trends broken down by investor type and region should prove very useful for investment professionals in the asset management industry in Europe. Highly recommended! Dr. Christian Schmitt, Managing Director, risklab GmbH – AllianzGI Global Solutions, Munich, Germany The book provides a comprehensive introduction to modern asset management and behavioral finance. Using interesting business cases and a hands-on approach with Excel exercises, the authors lead the reader to tackle the main challenges in modern asset and risk management, with a practical focus on behavioral finance. For bachelor and master students who want to get a structured and detailed introduction to asset management, risk management and behavioral finance I can highly recommend this book! Prof. Sandra Paterlini, Ph.D., Chair of Financial Econometrics and Asset Management, EBS – Business School, Wiesbaden, Germany Nota de contenido: Risk Measures in Asset Management -- Modern Portfolio Theory and Its Problems -- Stock Market Anomalies -- Stock Market Crashes -- Explaining Stock Market Crashes: A Behavioral Finance Approach -- Investor Risk Perceptions and Investments: Recent Developments En línea: http://dx.doi.org/10.1007/978-3-642-55444-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35688 Ejemplares
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Título : Art Wealth Management : Managing Private Art Collections Tipo de documento: documento electrónico Autores: Alessia Zorloni ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Springer Colección: Management for Professionals, ISSN 2192-8096 Número de páginas: XIII, 162 p. 14 illus., 4 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-24241-5 Idioma : Inglés (eng) Palabras clave: Fine arts Personal finance Pension plans Culture - Economic aspects Management Economics Cultural Wealth Management/Pension Planning Arts Clasificación: 330 Economía en general Resumen: This book offers an overview of how to manage private art collections, providing essential insights on art wealth management, art investment, art governance, and succession planning for art assets. It offers practical recommendations on sound art collection governance, but also examines the background of art markets and price building, including the influence of fashion and trends. Throughout history, art patronage has played an important role in the wealth of ultra-high-net-worth families and led to private museums funded by philanthropist collectors in order to celebrate their own tastes and leave a lasting legacy. Today, as a result of the growth of art investing by a new generation of wealthy collectors, not only artists but also wealthy families, sophisticated investors and their close advisors now face a more complex set of financial and managerial needs. As such, the contributions in this book will be of interest to collecting families, family offices, and professional advisors seeking to integrate art into their overall wealth management strategy, and to scholars in the fields of cultural economics, art dealers, curators, and art lovers Nota de contenido: Turning Collections into Philanthropic Opportunities -- Financial and Estate Planning for Art Assets -- Assessing and Improving the Effectiveness of Private Art Museums -- Celebrity Effect in the Contemporary Art Market -- Deepening Business Relationships Through Art -- The Art Collector Between Private Passion and Philanthropy -- Appendix: Private Museums and their Founders. En línea: http://dx.doi.org/10.1007/978-3-319-24241-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42164 Art Wealth Management : Managing Private Art Collections [documento electrónico] / Alessia Zorloni ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2016 . - XIII, 162 p. 14 illus., 4 illus. in color : online resource. - (Management for Professionals, ISSN 2192-8096) .
ISBN : 978-3-319-24241-5
Idioma : Inglés (eng)
Palabras clave: Fine arts Personal finance Pension plans Culture - Economic aspects Management Economics Cultural Wealth Management/Pension Planning Arts Clasificación: 330 Economía en general Resumen: This book offers an overview of how to manage private art collections, providing essential insights on art wealth management, art investment, art governance, and succession planning for art assets. It offers practical recommendations on sound art collection governance, but also examines the background of art markets and price building, including the influence of fashion and trends. Throughout history, art patronage has played an important role in the wealth of ultra-high-net-worth families and led to private museums funded by philanthropist collectors in order to celebrate their own tastes and leave a lasting legacy. Today, as a result of the growth of art investing by a new generation of wealthy collectors, not only artists but also wealthy families, sophisticated investors and their close advisors now face a more complex set of financial and managerial needs. As such, the contributions in this book will be of interest to collecting families, family offices, and professional advisors seeking to integrate art into their overall wealth management strategy, and to scholars in the fields of cultural economics, art dealers, curators, and art lovers Nota de contenido: Turning Collections into Philanthropic Opportunities -- Financial and Estate Planning for Art Assets -- Assessing and Improving the Effectiveness of Private Art Museums -- Celebrity Effect in the Contemporary Art Market -- Deepening Business Relationships Through Art -- The Art Collector Between Private Passion and Philanthropy -- Appendix: Private Museums and their Founders. En línea: http://dx.doi.org/10.1007/978-3-319-24241-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42164 Ejemplares
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Título : Exchange-Traded Funds : Investment Practices and Tactical Approaches Tipo de documento: documento electrónico Autores: A. Seddik Meziani ; SpringerLink (Online service) Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Número de páginas: XXVI, 406 p. 23 illus., 20 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-137-39095-0 Idioma : Inglés (eng) Palabras clave: Finance Corporations Banks and banking Investment Securities Capital investments Financial engineering Personal finance Pension plans Corporate Engineering Investments Banking Appraisal Wealth Management/Pension Planning Clasificación: 330 Economía en general Resumen: With Exchange Traded Fund (ETF) sponsors constantly making new types of ETFs available, there is now a variety of ETFs that provide investors with an opportunity to develop diversified investment portfolios. Their sophistication has also grown to include a breed of ETFs that do not passively track the performance of an underlying index. With this assortment of newer ETFs, and more on the way, market strategists are now capable of devising all-ETF portfolios based on a multitude of asset allocation schemes that respond to the need of their clients. This book provides a comprehensive overview of the changes brought about by ETFs. It describes and analyses recent changes alongside their impact on investment portfolios, and discusses the continuing success of index-based ETFs and the reasons underlying their long-lasting achievements. The book offers an objective discourse on the newly minted smart beta ETFs and some of the issues surrounding them, and provides an overview of how the increasingly widespread ETF-based portfolio hedging strategies are constructed and implemented. Paying particular attention to the importance of asset allocation and the essential role it plays in portfolio construction, this book explores the role played by ETFs in changing investors' attitudes toward home bias, covering both established and emerging frontier markets. The author leverages his extensive background to integrate best professional practices and academic rigor for an increased understanding of the ever-evolving world of ETFs En línea: http://dx.doi.org/10.1057/978-1-137-39095-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41936 Exchange-Traded Funds : Investment Practices and Tactical Approaches [documento electrónico] / A. Seddik Meziani ; SpringerLink (Online service) . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XXVI, 406 p. 23 illus., 20 illus. in color : online resource.
ISBN : 978-1-137-39095-0
Idioma : Inglés (eng)
Palabras clave: Finance Corporations Banks and banking Investment Securities Capital investments Financial engineering Personal finance Pension plans Corporate Engineering Investments Banking Appraisal Wealth Management/Pension Planning Clasificación: 330 Economía en general Resumen: With Exchange Traded Fund (ETF) sponsors constantly making new types of ETFs available, there is now a variety of ETFs that provide investors with an opportunity to develop diversified investment portfolios. Their sophistication has also grown to include a breed of ETFs that do not passively track the performance of an underlying index. With this assortment of newer ETFs, and more on the way, market strategists are now capable of devising all-ETF portfolios based on a multitude of asset allocation schemes that respond to the need of their clients. This book provides a comprehensive overview of the changes brought about by ETFs. It describes and analyses recent changes alongside their impact on investment portfolios, and discusses the continuing success of index-based ETFs and the reasons underlying their long-lasting achievements. The book offers an objective discourse on the newly minted smart beta ETFs and some of the issues surrounding them, and provides an overview of how the increasingly widespread ETF-based portfolio hedging strategies are constructed and implemented. Paying particular attention to the importance of asset allocation and the essential role it plays in portfolio construction, this book explores the role played by ETFs in changing investors' attitudes toward home bias, covering both established and emerging frontier markets. The author leverages his extensive background to integrate best professional practices and academic rigor for an increased understanding of the ever-evolving world of ETFs En línea: http://dx.doi.org/10.1057/978-1-137-39095-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41936 Ejemplares
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Título : Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios Tipo de documento: documento electrónico Autores: David Jamieson Bolder ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2015 Otro editor: Imprint: Springer Número de páginas: XXVII, 544 p. 170 illus., 15 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-12667-8 Idioma : Inglés (eng) Palabras clave: Finance Management Personal finance Pension plans Economics, Mathematical Finance, general Quantitative Wealth Management/Pension Planning Clasificación: 658 Empresas. Organización de empresas Resumen: The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios. Nota de contenido: What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index En línea: http://dx.doi.org/10.1007/978-3-319-12667-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35523 Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios [documento electrónico] / David Jamieson Bolder ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2015 . - XXVII, 544 p. 170 illus., 15 illus. in color : online resource.
ISBN : 978-3-319-12667-8
Idioma : Inglés (eng)
Palabras clave: Finance Management Personal finance Pension plans Economics, Mathematical Finance, general Quantitative Wealth Management/Pension Planning Clasificación: 658 Empresas. Organización de empresas Resumen: The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios. Nota de contenido: What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index En línea: http://dx.doi.org/10.1007/978-3-319-12667-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35523 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Multiple Criteria Decision Making in Finance, Insurance and Investment / SpringerLink (Online service) ; Minwir Al-Shammari ; Hatem Masri (2015)
Título : Multiple Criteria Decision Making in Finance, Insurance and Investment Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Minwir Al-Shammari ; Hatem Masri Editorial: Cham : Springer International Publishing Fecha de publicación: 2015 Otro editor: Imprint: Springer Colección: Multiple Criteria Decision Making Número de páginas: XIV, 272 p. 33 illus., 13 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-21158-9 Idioma : Inglés (eng) Palabras clave: Business Operations research Decision making Finance Personal finance Pension plans Management science and Operation Research/Decision Theory Research, Science Finance, general Wealth Management/Pension Planning Clasificación: 658 Empresas. Organización de empresas Resumen: This book is devoted to recent developments and applications of multiple criteria decision aid tools in the field of finance, insurance and investment. It illustrates recent methods and procedures designed to solve problems related to finance, insurance and portfolio selection formulated through a mathematical programming framework and for which a large number of conflicting and incommensurable objectives (criteria, attributes) is simultaneously optimized. The book introduces researchers and practitioners to recent theoretical and methodological developments in multi-attributes portfolio selection, multiple criteria analysis in finance, insurance and investment. It is based on selected and invited papers presented and discussed at the 2013 International Conference on Multidimensional Finance, Insurance and Investment (ICMFII’13), held at the College of Business Administration at the University of Bahrain from 25th to 27th November 2013 with the co-sponsorship of the International Society on Multiple Criteria Decision Making and the Institute for Operations Research and the Management Sciences - MCDM section Nota de contenido: Multiple Criteria in Islamic Portfolio Selection -- Multiple Criteria Decision Making and Goal Programming for Optimal Venture Capital Investments and Portfolio Management -- On Dynamic Multiple Criteria Decision Making Models: A Goal Programming Approach -- Cross-frontier DEA methodology to evaluate the relative performance of stock and mutual insurers: Comprehensive analysis -- Canadian Socially Responsible Investment Mutual Funds Performance Evaluation Using Data Envelopment Analysis -- Scalarization Methods in Multicriteria Optimization, Robustness, Risk Theory and Finance -- The Multiobjective Nature of Bonus-Malus Sys-tems in Insurance Companies -- A new Fitness Guided Crossover Operator and its application for solving the Constrained Portfolio Selection Problem -- BOCR Analysis: a Framework for Forming Portfolio of Developing Projects -- VIKOR method with an application to borrowing terms selection -- Mutual Funds’ Socially Responsible Portfolio Selection with Fuzzy Data -- Auditing and Game theory: A survey En línea: http://dx.doi.org/10.1007/978-3-319-21158-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35674 Multiple Criteria Decision Making in Finance, Insurance and Investment [documento electrónico] / SpringerLink (Online service) ; Minwir Al-Shammari ; Hatem Masri . - Cham : Springer International Publishing : Imprint: Springer, 2015 . - XIV, 272 p. 33 illus., 13 illus. in color : online resource. - (Multiple Criteria Decision Making) .
ISBN : 978-3-319-21158-9
Idioma : Inglés (eng)
Palabras clave: Business Operations research Decision making Finance Personal finance Pension plans Management science and Operation Research/Decision Theory Research, Science Finance, general Wealth Management/Pension Planning Clasificación: 658 Empresas. Organización de empresas Resumen: This book is devoted to recent developments and applications of multiple criteria decision aid tools in the field of finance, insurance and investment. It illustrates recent methods and procedures designed to solve problems related to finance, insurance and portfolio selection formulated through a mathematical programming framework and for which a large number of conflicting and incommensurable objectives (criteria, attributes) is simultaneously optimized. The book introduces researchers and practitioners to recent theoretical and methodological developments in multi-attributes portfolio selection, multiple criteria analysis in finance, insurance and investment. It is based on selected and invited papers presented and discussed at the 2013 International Conference on Multidimensional Finance, Insurance and Investment (ICMFII’13), held at the College of Business Administration at the University of Bahrain from 25th to 27th November 2013 with the co-sponsorship of the International Society on Multiple Criteria Decision Making and the Institute for Operations Research and the Management Sciences - MCDM section Nota de contenido: Multiple Criteria in Islamic Portfolio Selection -- Multiple Criteria Decision Making and Goal Programming for Optimal Venture Capital Investments and Portfolio Management -- On Dynamic Multiple Criteria Decision Making Models: A Goal Programming Approach -- Cross-frontier DEA methodology to evaluate the relative performance of stock and mutual insurers: Comprehensive analysis -- Canadian Socially Responsible Investment Mutual Funds Performance Evaluation Using Data Envelopment Analysis -- Scalarization Methods in Multicriteria Optimization, Robustness, Risk Theory and Finance -- The Multiobjective Nature of Bonus-Malus Sys-tems in Insurance Companies -- A new Fitness Guided Crossover Operator and its application for solving the Constrained Portfolio Selection Problem -- BOCR Analysis: a Framework for Forming Portfolio of Developing Projects -- VIKOR method with an application to borrowing terms selection -- Mutual Funds’ Socially Responsible Portfolio Selection with Fuzzy Data -- Auditing and Game theory: A survey En línea: http://dx.doi.org/10.1007/978-3-319-21158-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35674 Ejemplares
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