Cantitate/Preț
Produs
Total produse
Vezi coșul
Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Behavior-Driven Markets de Marcus Schulmerich

Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Behavior-Driven Markets: Management for Professionals

Autor Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu
en Limba Engleză Hardback – 22 oct 2014
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 is 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.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 45553 lei  6-8 săpt.
  Springer Berlin, Heidelberg – 10 sep 2016 45553 lei  6-8 săpt.
Hardback (1) 62193 lei  6-8 săpt.
  Springer Berlin, Heidelberg – 22 oct 2014 62193 lei  6-8 săpt.

Din seria Management for Professionals

  • 17% Enterprise Governance of Information Technology: Achieving Alignment and Value in Digital Organizations
    Preț: 36134 lei
  • 19% Sales Excellence: Systematic Sales Management
    Preț: 51716 lei
  • The Scrum Culture: Introducing Agile Methods in Organizations
    Preț: 25544 lei
  • Case Studies on Sustainability in the Food Industry: Dealing With a Rapidly Growing Population
    Preț: 36144 lei
  • The Product Manager's Toolkit®: Methodologies, Processes, and Tasks in Technology Product Management
    Preț: 34957 lei
  • 19% Global Manufacturing Management: From Excellent Plants Toward Network Optimization
    Preț: 52124 lei
  • 17% Effective Complaint Management: The Business Case for Customer Satisfaction
    Preț: 52786 lei
  • 17% Co-Creation: Reshaping Business and Society in the Era of Bottom-up Economics
    Preț: 42749 lei
  • 15% Strategic Management Accounting: A Practical Guidebook with Case Studies
    Preț: 55936 lei
  • Business Process Management Cases: Digital Innovation and Business Transformation in Practice
    Preț: 59920 lei
  • Successful Management Strategies and Tools: Industry Insights, Case Studies and Best Practices
    Preț: 39703 lei
  • TA-Q-BIN: Service Excellence and Innovation in Urban Logistics
    Preț: 37289 lei
  • 15% The Economic Value of Digital Disruption: A Holistic Assessment for CXOs
    Preț: 58962 lei
  • 17% The Right Sensory Mix: Decoding Customers’ Behavior and Preferences
    Preț: 42918 lei
  • Responsible Procurement: Leading the Way to a Sustainable Tomorrow
    Preț: 35992 lei
  • 15% Marketing Renewable Energy: Concepts, Business Models and Cases
    Preț: 51314 lei
  • 17% Designing Performance Measurement Systems: Theory and Practice of Key Performance Indicators
    Preț: 39524 lei
  • 17% Sustainable Fashion: Governance and New Management Approaches
    Preț: 45893 lei
  • Design Thinking for Strategy: Innovating Towards Competitive Advantage
    Preț: 35800 lei
  • 19% Product Information Management: Theory and Practice
    Preț: 42581 lei
  • Sport Entrepreneurship: Developing and Sustaining an Entrepreneurial Sports Culture
    Preț: 18509 lei
  • Business Model Design Compass: Open Innovation Funnel to Schumpeterian New Combination Business Model Developing Circle
    Preț: 30764 lei
  • Marketing Wisdom
    Preț: 15857 lei
  • 15% Operational Logistics: The Art and Science of Sustaining Military Operations
    Preț: 42605 lei
  • 19% Art Wealth Management: Managing Private Art Collections
    Preț: 42400 lei
  • Digital Pricing: A Guide to Strategic Pricing for the Digital Economy
    Preț: 47420 lei
  • 18% Enterprise Governance of Information Technology: Achieving Alignment and Value, Featuring COBIT 5
    Preț: 68832 lei
  • The Modern Lean Enterprise: From Mass Customisation to Personalisation
    Preț: 39790 lei
  • 17% Lean Management for Small and Medium Sized Enterprises: Adapting Operations to Changing Business Environment
    Preț: 52671 lei
  • 15% Customer Success Management: Helping Business Customers Achieve Their Goals
    Preț: 60354 lei
  • 17% Project Finance: Structuring, Valuation and Risk Management for Major Projects
    Preț: 52568 lei
  • 20% Toolbox Digital Business: Leadership, Business Models, Technologies and Change
    Preț: 63381 lei
  • 20% Managing Industrial Services: From Basics to the Emergence of Smart and Remote Services
    Preț: 56719 lei
  • 20% Cultivating Organizational Excellence: A Practitioner’s View
    Preț: 56719 lei
  • Start-up: A Practical Guide to Starting and Running a New Business
    Preț: 35679 lei
  • 19% Aviation Risk and Safety Management: Methods and Applications in Aviation Organizations
    Preț: 45492 lei
  • 17% Build Your Own Blockchain: A Practical Guide to Distributed Ledger Technology
    Preț: 36279 lei
  • Future Telco: Successful Positioning of Network Operators in the Digital Age
    Preț: 21655 lei
  • 17% IT Management in the Digital Age: A Roadmap for the IT Department of the Future
    Preț: 36191 lei
  • Advanced Planning in Supply Chains: Illustrating the Concepts Using an SAP® APO Case Study
    Preț: 47906 lei
  • 17% Big Data in Energy Economics
    Preț: 36215 lei
  • Divestitures and Spin-Offs: Lessons Learned in the Trenches of the World’s Largest M&A Deals
    Preț: 50018 lei
  • 15% Industrial Project Management: International Standards and Best Practices for Engineering and Construction Contracting
    Preț: 56182 lei
  • Sustainable Aviation: A Management Perspective
    Preț: 39675 lei
  • 17% Global Marketing Strategy: An Executive Digest
    Preț: 36452 lei
  • 18% Enterprise Portfolio Governance: How Organisations Optimise Value From Their Project Portfolios
    Preț: 86154 lei
  • Leadership Strategies for Women: Lessons from Four Queens on Leadership and Career Development
    Preț: 27402 lei
  • UX Redefined: Winning and Keeping Customers with Enhanced Usability and User Experience
    Preț: 22761 lei
  • Green China: Sustainable Growth in East and West
    Preț: 15731 lei

Preț: 62193 lei

Preț vechi: 73168 lei
-15% Nou

Puncte Express: 933
Preț estimativ în valută:
11905€ • 127100$ • 9924£

Carte tipărită la comandă

Livrare economică 19 decembrie 24 - 02 ianuarie 25

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783642554438
ISBN-10: 3642554431
Pagini: 476
Ilustrații: XVII, 476 p. 129 illus., 22 illus. in color.
Dimensiuni: 155 x 235 x 32 mm
Greutate: 0.87 kg
Ediția:2015
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Management for Professionals

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Professional/practitioner

Cuprins

​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.

Notă biografică

Dr. Marcus Schulmerich, CFA, FRM, is global portfolio strategist for actively managed quantitative equity portfolios and hedge funds in Europe, Middle East and Africa at State Street Global Advisors (SSgA), one of the largest institutional asset managers worldwide. Before joining SSgA in 2006 he was senior product manager at PIMCO for many years and senior risk manager at Commerzbank.
Dr. Schulmerich holds a Bachelor and Master of Mathematics from the University of Mainz, where he studied mathematics, physics and business administration.  He earned an MBA degree at the M.I.T. Sloan School of Management and a doctoral degree in financial engineering at the European Business School (EBS). In 2011 he founded Pecundus (www.pecundus.com), a company that provides training services to industry professionals.
Dr. Schulmerich is a frequent conference speaker on topics of asset and risk management, behavioral finance, financial engineering and alternative investments. He is the author of various books and lecturer at the EBS.
Yves-Michel Leporcher obtained his Bachelor of International Trade and Foreign Affairs from Toulouse University and his Master of Banking and Financial Markets from Toulouse Business School. He worked at Société Générale as middle office analyst where he dealt with a wide spectrum of financial products and trading strategies. At Banque Populaire Caisse d’Epargne, he assisted in the implementation of a secure online payment system. He also worked for State Street Global Advisors as intern in product engineering, focusing on behavioral finance.
Currently, Mr. Leporcher works for the French investment bank Crédit Agricole CIB as a computer engineer in an informatics global support team. He identifies, monitors and manages firm-wide operational risks and takes part in the continuous improvement of the reporting processes and the front end and back end reporting software.
Ching-Hwa Eu, Ph.D., is senior quantrisk manager at Deutsche Bank within the market risk management team. His work focuses on model validation in the asset classes interest rates and foreign exchange rates and includes tests of the Deutsche Bank front office pricing library, especially for stress scenarios, the implementation of appropriate tests for the model of a product. The testing also involves the implementation and development of an independent pricing library which the model validators use as a benchmark for the front office pricing tool.
Ching-Hwa Eu holds a Master of Mathematics from the Technische Universität München (University of Technology, Munich), where he studied mathematics and physics and earned his Ph.D. in Mathematics at the Massachusetts Institute of Technology (M.I.T). He has passed all three CFA exams within 3 years and has published extensively in various mathematical journals.

Textul de pe ultima copertă

​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 businesscases 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

Caracteristici

Serves as a thorough guide to asset and risk management and combines theory and practice Includes a risk measurement workshop with numerous introductory examples Provides a comprehensive overview of behavioral finance and its relevance for stock market bubbles and crashes A special chapter on investor risk perceptions and investment strategies provides valuable market information for professionals in the asset management industry Includes supplementary material: sn.pub/extras