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The Resource Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets, by Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu, (electronic resource)

Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets, by Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu, (electronic resource)

Creator
Author
Contributor
Summary
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.--
Language
eng
Work
Publication
Edition
1st ed. 2015.
Extent
1 online resource (XVII, 476 pages)
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
Isbn
9783642554445
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-642-55444-5
Instance
Label
Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
Title
Applied Asset and Risk Management
Title remainder
A Guide to Modern Portfolio Management and Behavior-Driven Markets
Statement of responsibility
by Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu
Creator
Contributor
Author
Author
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Schulmerich, Marcus
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • TomwPwt4RMY
  • _sHP2atmNAg
  • rvDOhNutKd0
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Leporcher, Yves-Michel
  • Eu, Ching-Hwa
Series statement
  • Management for Professionals,
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Finance
  • Economics, Mathematical
  • Industrial psychology
  • Business mathematics
  • Personal finance
  • Pension plans
  • Computer science—Mathematics
  • Computer mathematics
Label
Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets, by Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-642-55444-5
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
978-3-642-55444-5
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (XVII, 476 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783642554445
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-55444-5
Other physical details
129 illustrations, 22 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1112920596
Label
Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets, by Marcus Schulmerich, Yves-Michel Leporcher, Ching-Hwa Eu, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-642-55444-5
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
978-3-642-55444-5
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (XVII, 476 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783642554445
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-55444-5
Other physical details
129 illustrations, 22 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1112920596

Subject

Member of

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