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" Investment theory and risk management "
Steven P. Peterson
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BL
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| Record Number
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640376
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| Doc. No
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dltt
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| Main Entry
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Peterson, Steven P
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| Title & Author
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Investment theory and risk management\ Steven P. Peterson
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| Publication Statement
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Hoboken, N.J. :: Wiley and Sons,, c2012
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| Series Statement
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Wiley finance series
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| Page. NO
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1 online resource (1 v.) :: ill
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| ISBN
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9781118238417
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: 1118238419
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9781118129593
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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Discount rates and returns -- Fixed income securities -- Term structure -- Equity -- Portfolio construction -- Optimal portfolios -- Data and applications -- Anomalies -- Factor models -- Active portfolio management -- Risk -- Monte Carlo methods -- Systemic risk -- Incorporating subjective views -- Futures, forwards, and swaps -- Introduction to options -- Models of stock price dynamics -- Hedging portfolio risk -- Private equity -- Structured credit -- Optimal rebalancing -- Data problems
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| Subject
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Investment analysis
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Portfolio management
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Risk management
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| LC Classification
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HG4529.P478 2012
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| Added Entry
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Ohio Library and Information Network
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