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The Portable Financial Analyst Mark P. Kritzman (Windham Capital Management Boston State Street Associates AIMR Research Foundation)

The Portable Financial Analyst By Mark P. Kritzman (Windham Capital Management Boston State Street Associates AIMR Research Foundation)

Summary

Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. This title presents a collection of essays that shows how to make decisions in the face of unknown forces and how to assert some control over the outcome.

The Portable Financial Analyst Summary

The Portable Financial Analyst: What Practitioners Need to Know by Mark P. Kritzman (Windham Capital Management Boston State Street Associates AIMR Research Foundation)

Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. The Portable Financial Analyst, Second Edition is a unique collection of essays that address the heart of every analyst's and investor's dilemma: how to make decisions in the face of unknown forces and how to assert some control over the outcome

About Mark P. Kritzman (Windham Capital Management Boston State Street Associates AIMR Research Foundation)

MARK P. KRITZMAN is Managing Partner of Windham Capital Management Boston, a Senior Partner of State Street Associates, and Research Director of the AIMR Research Foundation. He also serves on the boards of the Institute for Quantitative Research in Finance and the International Securities Exchange, and on the editorial boards of Emerging Markets Review, Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Asset Management, the Journal of Derivatives, and the Journal of Investment Management. Mr. Kritzman has written numerous articles for academic and professional journals and is the author of six books including Puzzles of Finance (Wiley).

Table of Contents

Foreword: Time and Magic: What This Book Is About.

Preface.

Chapter 1. The Noble Prize.

Chapter 2. Uncertainty.

Chapter 3. Utility.

Chapter 4. Lognormality.

Chapter 5. Return and Risk.

Chapter 6. Higher Moments.

Chapter 7. Duration and Convexity.

Chapter 8. The Term Structure of Interest Rates.

Chapter 9. Serial Dependence.

Chapter 10. Time Diversification.

Chapter 11. Regressions.

Chapter 12. Factor Methods.

Chapter 13. Estimating Volatility: Part I.

Chapter 14. Estimating Volatility: Part II.

Chapter 15. Hypothesis Testing.

Chapter 16. Future Value and Risk of Loss.

Chapter 17. Event Studies.

Chapter 18. Simulation.

Chapter 19. Value at Risk.

Chapter 20. Optimization.

Chapter 21. Risk Budgets.

Chapter 22. Hedging.

Chapter 23. Opton Valuation and Replication.

Chapter 24. Commodity Futures Conracts.

Chapter 25. Currencies.

Glossary.

Notes.

Index.

Additional information

NPB9780471267607
9780471267607
0471267600
The Portable Financial Analyst: What Practitioners Need to Know by Mark P. Kritzman (Windham Capital Management Boston State Street Associates AIMR Research Foundation)
New
Hardback
John Wiley & Sons Inc
2003-10-17
272
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

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