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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance

Emons, Ben - 2015

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …

Persistent link: https://www.econbiz.de/10014018467

Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Karimov, Azar - 2017

This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using...

Persistent link: https://www.econbiz.de/10012397431

Portfolio Construction, Measurement, and Efficiency : Essays in Honor of Jack Treynor

Guerard, Jr., John B. (ed.) - 2017

-- Ch 13 The Behavior of Sentiment-Induced Share Returns: Measurement when Fundamentals are Observable -- Ch 14 Constructing …

Persistent link: https://www.econbiz.de/10014020959

Predictability of the Swiss Stock Market with Respect to Style

Scheurle, Patrick - 2010

Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion

Persistent link: https://www.econbiz.de/10013522809

Portfolio Analytics : An Introduction to Return and Risk Measurement

Marty, Wolfgang - 2013

This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of 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...

Persistent link: https://www.econbiz.de/10013523036

Portfolio Analytics : An Introduction to Return and Risk Measurement

Marty, Wolfgang - 2015 - 2nd ed. 2015

Persistent link: https://www.econbiz.de/10012401982

Fixed Income Analytics : Bonds in High and Low Interest Rate Environments

Marty, Wolfgang - 2017

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …

Persistent link: https://www.econbiz.de/10012397527

New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...

Persistent link: https://www.econbiz.de/10012396848

Analyzing Financial Data and Implementing Financial Models Using R

Ang, Clifford S. - 2015

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...

Persistent link: https://www.econbiz.de/10012402086

The Complete Options Trader : A Strategic Reference for Derivatives Profits

Thomsett, Michael C. - 2018

Options traders rely on a vast array of information concerning probability, risk, strategy components, calculations, and trading rules. Traders at all levels, as well as portfolio managers, must refer to numerous print and online sources, each source only providing part of the information they...

Persistent link: https://www.econbiz.de/10012397614