Applied Asset And Risk Management: A Guide To Modern Portfolio Management And Behavior-driven Markets by Marcus SchulmerichApplied Asset And Risk Management: A Guide To Modern Portfolio Management And Behavior-driven Markets by Marcus Schulmerich

Applied Asset And Risk Management: A Guide To Modern Portfolio Management And Behavior-driven…

byMarcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu

Paperback | September 10, 2016

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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.

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 ...
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Title:Applied Asset And Risk Management: A Guide To Modern Portfolio Management And Behavior-driven…Format:PaperbackDimensions:476 pages, 23.5 × 15.5 × 0.17 inPublished:September 10, 2016Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3662525755

ISBN - 13:9783662525753

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Table of Contents

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.