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007			cr |||||||||||
008			120105s2012 nju ob 001 0 eng
010			_a 2012000656
040			_aDLC _beng _epn _cDLC _dYDX _dEBLCP _dMERUC _dN$T _dYDXCP _dCDX _dGPM _dE7B _dUMI _dTEFOD _dOCLCF _dDEBSZ _dBWS _dS4S _dUKDOC _dRECBK _dTEFOD _dDG1 _dOCLCQ _dDEBBG _dOCLCQ _dBD-SySUS
019			_a794706699 _a852469975 _a852491287 _a864909583 _a877884811 _a900317332
020			_a9781119205197 _q(electronic bk.)
020			_a1119205190 _q(electronic bk.)
020			_z9781118224960
020			_z1118224965
020			_z9781118238417
020			_z1118238419
020			_z9781118263044
020			_z1118263049
020			_z9781118129593 _q(hardback)
020			_z1118129598 _q(hbk.)
024	8		_a9786613620248
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035			_a(OCoLC)772363841 _z(OCoLC)794706699 _z(OCoLC)852469975 _z(OCoLC)852491287 _z(OCoLC)864909583 _z(OCoLC)877884811 _z(OCoLC)900317332
037			_a362024 _bMIL
037			_aAD678AFA-E2AF-48EA-AE71-F85C6FCB4A70 _bOverDrive, Inc. _nhttp://www.overdrive.com
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050	0	0	_aHG4529
072		7	_aBUS _x036000 _2bisacsh
082	0	0	_a332.601 _223
084			_aBUS036000 _2bisacsh
049			_aMAIN
100	1		_aPeterson, Steven P.
245	1	0	_aInvestment theory and risk management + website / _cSteven P. Peterson.
260			_aHoboken, N.J. : _bWiley, _c2012.
300			_a1 online resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aWiley finance series
500			_aIncludes index.
520			_a"A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can be evaluated, using Jensen's Alpha, Sharpe's Ratio, and DDM, he delves into four types of optimal portfolios (one that is fully invested, one with targeted returns, another with no short sales, and one with capped investment allocations). In addition, the book provides valuable insights on risk, and topics such as anomalies, factor models, and active portfolio management. Other chapters focus on private equity, structured credit, optimal rebalancing, data problems, and Monte Carlo simulation. Contains investment theory and risk management spreadsheet models based on the author's own real-world experience with stock, bonds, and alternative assets Offers a down-to-earth guide that can be used on a daily basis for making common financial decisions with a new level of quantitative sophistication and rigor Written by the Director of Research and Senior Risk Officer for the Virginia Retirement System and an Associate Professor at Virginia Commonwealth University's School of Business Investment Theory and Risk Management empowers both the technical and non-technical reader with the essential knowledge necessary to understand and manage risks in any corporate or economic environment"-- _cProvided by publisher.
588	0		_aPrint version record and CIP data provided by publisher.
504			_aIncludes bibliographical references and index.
505	0		_aCover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration.
650		0	_aInvestment analysis.
650		0	_aPortfolio management.
650		0	_aRisk management.
650		4	_aInvestment analysis.
650		4	_aPortfolio management.
650		4	_aRisk management.
650		7	_aBUSINESS & ECONOMICS _xInvestments & Securities. _2bisacsh
650		7	_aInvestment analysis. _2fast _0(OCoLC)fst00978180
650		7	_aPortfolio management. _2fast _0(OCoLC)fst01072072
650		7	_aRisk management. _2fast _0(OCoLC)fst01098164
650		7	_aInvestment analysis. _2local
650		7	_aPortfolio management. _2local
650		7	_aRisk management. _2local
655		4	_aElectronic books.
655		0	_aElectronic books.
776	0	8	_iPrint version: _aPeterson, Steven P. _tInvestment theory and risk management + website. _dHoboken, N.J. : Wiley, 2012 _z9781118129593 _w(DLC) 2011050888
830		0	_aWiley finance series.
856	4	0	_uhttp://onlinelibrary.wiley.com/book/10.1002/9781119205197 _zWiley Online Library [Free Download only for SUST IP]
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