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Author: John Guerard
Publisher: JAI Press(NY)
Published: 1993
Total Pages: 264
ISBN-13:
DOWNLOAD EBOOKPart of a series on contemporary studies in economic and financial analysis, this volume focuses on security analyst forecasting and asset allocation. Topics include market response to earning forecasts; and the effectiveness of security analysts' forecasts; among others.
Author: R.A. Jarrow
Publisher: Elsevier
Published: 1995-12-15
Total Pages: 1204
ISBN-13: 9780444890849
DOWNLOAD EBOOKHardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expository treatments are suitable for masters and PhD students, with discussions leading from first principles to current research, with reference to important research works in the area. The Handbook is intended to be a synopsis of the current state of various aspects of the theory of financial economics and its application to important financial problems. The coverage consists of thirty-three chapters written by leading experts in the field. The contributions are in two broad categories: capital markets and corporate finance.
Author: Kenneth D. Lawrence
Publisher: Emerald Group Publishing
Published: 2016-07-25
Total Pages: 271
ISBN-13: 1786355337
DOWNLOAD EBOOKVolume 11 of Advances in Business and Management Forecasting presents state-of-the-art studies in the application of forecasting methodologies to areas including Marketing and Sales, Health Care and Business and Economics.
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
Published: 2004-11-17
Total Pages: 434
ISBN-13: 0471704334
DOWNLOAD EBOOKThe latest theoretical and empirical evidence on short selling in the United States and throughout the world To get the most success out of what the finance community regards as a risky business, short sellers need high-level information. The Theory and Practice of Short Selling offers managers and investors the information they need to maximize and enhance their short selling capabilities for bigger profits. Frank Fabozzi collects a group of market experts who share their knowledge on everything from the basics to the complex in the world of short sales, including mechanics of short selling, the empirical evidence on short-selling, the implications or restrictions on short selling for investment strategies, short-selling strategies pursued by institutional investors, and identifying short-selling candidates. Frank J. Fabozzi, PhD, CFA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and Editor of the Journal of Portfolio Management. He is the author or editor of over 100 books on finance and investing.
Author: Robert T. McGee
Publisher: Springer
Published: 2016-01-12
Total Pages: 265
ISBN-13: 113740180X
DOWNLOAD EBOOKThe absolute and relative performance of various asset classes is systematically related to macroeconomic trends. In this new book, Robert McGee provides a thorough guide to each stage of the business cycle and analyzes the investment implications using real-world examples linking economic dynamics to investment results.
Author: John R.M. Hand
Publisher: OUP Oxford
Published: 2003-02-20
Total Pages: 558
ISBN-13: 0191588954
DOWNLOAD EBOOKAuthor: Cleveland S. Patterson
Publisher: Bloomsbury Publishing USA
Published: 1995-04-30
Total Pages: 342
ISBN-13: 0313035717
DOWNLOAD EBOOKKnowledge about the magnitude of the cost of capital invested in an asset and its determinants is essential for the analysis of corporate investment decisions and for assessing profitability. This book provides a clear conceptual understanding of the cost of capital, the characteristics of an asset that influence it, and a critical, comprehensive, and up-to-date evaluation of practical means for estimating its magnitude. It is intended primarily for use by professional managers, but will also be valuable to future managers in advanced capital budgeting courses. The focus of the discussion is on estimation methods that are theoretically sound and consistent with a corporate goal of value creation. Three methods are analyzed in depth: the discounted cash flow model, the capital asset pricing model, and arbitrage pricing theory. For each method, the basic theory is set out in a nontechnical manner and empirical evidence in support of the model is critically reviewed. The bulk of the discussion then focuses on practical means for implementing the methods for decision-making purposes. Later chapters focus on the effects of the debt-supporting characteristics of assets, on the valuation of options embedded in securities, and on the estimation of the cost of capital for evaluating international investments. The final chapter discusses certain aspects of the use of cost of capital in public utility regulation. Care is taken to separate out key issues from more peripheral material through a comprehensive set of supplementary notes.
Author: John Eatwell
Publisher: Springer
Published: 1992-10-14
Total Pages: 869
ISBN-13: 1349117218
DOWNLOAD EBOOKThe first reference work ever to be awarded the Eccles Prize for Excellence in Economic Writing from Columbia Business School. Continuing in the tradition of The New Palgrave , this 3-volume set provides an unparalleled guide to modern money, banking and finance. In over 1,000 substantial essays by leading academic and professional authorities, it provides the most comprehensive analysis available of contemporary theory and the fast-evolving global monetary and financial framework. In its scope and depth of coverage, it is indispensable for the academic and practitioner alike.
Author: W. T. Ziemba
Publisher: World Scientific
Published: 2012
Total Pages: 607
ISBN-13: 9814405450
DOWNLOAD EBOOKThis book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk' arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month. January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating in the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include some of these as well as presidential election, factor models based on fundamental anomalies and other effects. The ideas have been used successfully by the author in personal and managed accounts and hedge funds. Book jacket.
Author: John B. Guerard, Jr.
Publisher: Springer Science & Business Media
Published: 2009-12-12
Total Pages: 796
ISBN-13: 0387774394
DOWNLOAD EBOOKPortfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today’s most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.
