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 …

compendium on the financial theory, the empirical evidence and the mathematical tools that form the underlying principles of …

, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why … experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and … documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical … research is presented on the development of alternate portfolio models and their relative performance in the risk …

microfinance investments are efficient especially for risk-averse investor categories …

return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return …, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern … portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …

repo rate -- 26 Investment Accounts Objectives and Strategies -- Part 7. Risk Management Practice -- 27 Trading Accounts … investment objectives and rationales, some of the most frequently applied trading and investment strategies, and risk management … gaining deeper insights into the Chinese market so as to develop or strengthen their global strategy application and risk …