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Risk Adjusted Returns
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Book Synopsis Quantitative Value, + Web Site by : Wesley R. Gray
Download or read book Quantitative Value, + Web Site written by Wesley R. Gray and published by John Wiley & Sons. This book was released on 2012-12-26 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.
Book Synopsis Risk-Adjusted Returns by : William Johnson
Download or read book Risk-Adjusted Returns written by William Johnson and published by HiTeX Press. This book was released on 2024-10-08 with total page 615 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Risk-Adjusted Returns: Maximizing Profit with Smart Investment Strategies" is an illuminating guide for investors seeking to fuse traditional financial wisdom with modern technological advancements. This book demystifies the complex interplay between risk and return, providing readers with a comprehensive understanding of how to optimize their investment portfolios for long-term success. Each chapter meticulously breaks down fundamental concepts, such as financial markets and asset allocation, before advancing to cutting-edge topics like algorithmic trading and machine learning. By blending these elements, the book equips investors with the tools needed to navigate the ever-evolving financial landscape with confidence and precision. In addition to fostering a solid grounding in the technical aspects of investing, the work delves into the psychological and ethical dimensions of financial decision-making. Through an exploration of behavioral finance and the growing momentum of sustainable investing, it challenges readers to consider how their investment choices impact both their portfolios and the broader world. With insights drawn from current trends and future projections, "Risk-Adjusted Returns" offers a holistic approach to investment strategy, ensuring that readers are well-prepared to seize opportunities and manage uncertainties in the pursuit of enhanced profitability.
Download or read book Broken Pie Chart written by Derek Moore and published by Emerald Group Publishing. This book was released on 2018-02-09 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment outcomes and strategies have changed considerably since 2008. Broken Pie Chart demonstrates the failures of classical diversification and asset allocation, pointing out that the backward-looking methods used by traditional financial professionals will not work moving forward.
Book Synopsis Practical Risk-Adjusted Performance Measurement by : Carl R. Bacon
Download or read book Practical Risk-Adjusted Performance Measurement written by Carl R. Bacon and published by John Wiley & Sons. This book was released on 2021-10-22 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished risk and investment expert Carl R. Bacon delivers an insightful, accessible, and real-world guide to ex-post risk measurement. The author bridges the gap between theory and practice, showing you how to apply the former to the latter without introducing unnecessary mathematical complexity. The book describes the fundamentals of risk in the asset management context and the descriptive statistics used to describe it. It builds on that foundation with detailed examinations of concepts like regression, drawdown, and partial moments, before moving on to topics like fixed income risk and Prospect Theory. With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers: A practical classification of all ex-post risk measures and how they connect to one another An explanation of how risk-adjusted performance measures impact performance fees A discussion of risk measure dashboard designs Instructions on how appraisal measures should be used for manager selection Perfect for portfolio managers, asset owners, risk controllers, and investment performance analysts, Practical Risk-Adjusted Performance Measurement is an indispensable resource for anyone looking for a hands-on exploration of the buy-side, asset management perspective.
Book Synopsis Fusion Analysis: Merging Fundamental and Technical Analysis for Risk-Adjusted Excess Returns by : V. John Palicka
Download or read book Fusion Analysis: Merging Fundamental and Technical Analysis for Risk-Adjusted Excess Returns written by V. John Palicka and published by McGraw Hill Professional. This book was released on 2011-12-30 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Question: What is the best way to make money on your investments? Answer: There is no one single quick answer. That’s why you need Fusion Analysis. One of the fastest-growing trends in investment today, fusion analysis combines the best of all possible strategies into one powerful, unified system. Based on the now-famous NYIF investment course taught by renowned portfolio manager V. John Palicka CFA CMT, this all-in-one guide shows you how to: Manage fundamental trends like gold investing and small-cap investing Master technical tools such as price forecasts and market data histories Recognize behavioral patterns like fear, greed, impulse, and sentiment Utilize quant systems to adapt, evolve, and balance your investments Whether you’re a hedge fund manager, a portfolio professional, or an individual investor, you’ll find a complete range of techniques that can work together for you. By combining the very best of all investment approaches, Palicka’s integrated system provides the perfect fusion of theory and practice. You’ll learn how to capitalize on the repeating nature of investment psychology—and avoid the emotional fallout that can rattle the market. You’ll learn how to strengthen and diversify your portfolio with strategic buys such as gold and other metals. You’ll learn how to identify future growth companies, evaluate real-estate opportunities, and evaluate your assets for the bigger picture. Once you fuse a strategy together, you can adjust your risks for the highest return possible. In today’s market, you need more than one strategy to grow your investments. You need the full-range potential of Fusion Analysis.
Book Synopsis Specification Searches by : E. E. Leamer
Download or read book Specification Searches written by E. E. Leamer and published by . This book was released on 1978-04-24 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a radically new approach to inference with nonexperimental data when the statistical model is ambiguously defined. Examines the process of model searching and its implications for inference. Identifies six different varieties of specification searches, discussing the inferential consequences of each in detail.
Book Synopsis Risk-Based and Factor Investing by : Emmanuel Jurczenko
Download or read book Risk-Based and Factor Investing written by Emmanuel Jurczenko and published by Elsevier. This book was released on 2015-11-24 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. - Contains up-to-date research from the areas of RBFI - Features contributions from leading academics and practitioners in this field - Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students
Book Synopsis Option Strategy Risk / Return Ratios by : Brian Johnson
Download or read book Option Strategy Risk / Return Ratios written by Brian Johnson and published by . This book was released on 2014-04-22 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by Brian Johnson, a professional investment manager with many years of trading and teaching experience, Option Strategy Risk/Return Ratios introduces a revolutionary new framework for evaluating, comparing, adjusting, and optimizing option income strategies. Drawing on his extensive background in option-pricing and on decades of experience in investment management and trading, Brian Johnson developed these tools specifically to manage option income strategies. Unlike crude rules-of-thumb, these revolutionary new tools can be applied to any option income strategy, on any underlying security, in any market environment. Risk and return are timeless concepts in finance and trading, but this is the first time both concepts have been integrated successfully into a consistent approach for managing option income strategies. Option Strategy Risk/Return Ratios is written in a clear, easy-to-understand fashion and explains how to apply risk/return ratios to condors, butterflies, calendars, double diagonals, and even hybrid income strategies. Created especially for investors who have some familiarity with options, this practical guide begins with an examination of option income strategies and is followed by a review of the option Greeks, the building blocks of option risk management. Next, a critique of common adjustment triggers lays the foundation for a detailed explanation of these exciting new tools: option strategy risk/return ratios. Each option income strategy is explained, evaluated, and ranked using these new tools with complete descriptions and graphical examples. The book includes over sixty separate graphs and tables to illustrate how risk/return ratios behave using specific strategy examples in actual market conditions. The risk/return ratios are then used to introduce a new hybrid strategy that combines the best characteristics of the other income strategies. Finally, the last chapter examines practical considerations and prospective applications of these innovative new tools. Not only are the formulas provided for every calculation, but each risk/return ratio is explained intuitively and depicted graphically. For traders who are not mathematically inclined, Option Strategy Risk/Return Ratios also includes a link to an Excel spreadsheet with macros designed to calculate all of the risk/return ratios introduced in the book. About the Author: Brian Johnson designed, programmed, and implemented the first return sensitivity based parametric framework actively used to control risk in fixed income portfolios. He further extended the capabilities of this approach by designing and programming an integrated series of option valuation, prepayment, and optimization models. Based on this technology, Mr. Johnson founded Lincoln Capital Management's fixed income index business, where he ultimately managed over $13 billion in assets for some of the largest and most sophisticated institutional clients in the U.S. and around the globe. He later served as the President of a financial consulting and software development firm, designing artificial intelligence-based forecasting and risk management systems for institutional investment managers. Mr. Johnson is now a full-time proprietary trader in options, futures, stocks, and ETFs primarily using algorithmic trading strategies. In addition to his professional investment experience, he also designed and taught courses in financial derivatives for both MBA and undergraduate business programs. He has written articles for the Financial Analysts Journal, Active Trader, and Seeking Alpha and he regularly shares his trading insights and research ideas as the editor of www.TraderEdge.Net. Mr. Johnson holds a B.S. degree in finance with high honors from the University of Illinois at Urbana-Champaign and an MBA degree with a specialization in Finance from the University of Chicago Booth School of Business.
Book Synopsis Investment Analysis and Portfolio Management by : Frank K. Reilly
Download or read book Investment Analysis and Portfolio Management written by Frank K. Reilly and published by . This book was released on 2006 with total page 1174 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by a widely respected author team, this investments text takes an empirical approach to explaining current, real-world practice. Providing the most comprehensive coverage available, the text emphasizes investment alternatives and teaches students how to analyze these choices and manage their portfolios.
Book Synopsis A Tea Reader by : Katrina Avila Munichiello
Download or read book A Tea Reader written by Katrina Avila Munichiello and published by Tuttle Publishing. This book was released on 2017-03-21 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.
Book Synopsis Strategic and Tactical Asset Allocation by : Henrik Lumholdt
Download or read book Strategic and Tactical Asset Allocation written by Henrik Lumholdt and published by Springer. This book was released on 2018-07-21 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation? The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.
Book Synopsis High Returns from Low Risk by : Pim van Vliet
Download or read book High Returns from Low Risk written by Pim van Vliet and published by John Wiley & Sons. This book was released on 2017-01-17 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: Believing "high-risk equals high-reward" is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns. Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed premise; it fails to see beyond the monthly horizon, and ignores compounding returns. This book updates the thinking and brings reality to modelling to show how low-risk stocks actually outperform high-risk stocks by an order of magnitude. Easy to read and easy to implement, the plan presented here will help you construct a portfolio that delivers higher returns per unit of risk, and explains how to achieve excellent investment results over the long term. Do you still believe that investors are rewarded for bearing risk, and that the higher the risk, the greater the reward? That old axiom is holding you back, and it is time to start seeing the whole picture. This book shows you, through deep historical simulation, how to reap the rewards of smarter investing. Learn how and why low-risk, low-volatility stocks beat the market Discover the formula that outperforms Greenblatt's Construct your own low-risk portfolio Select the right ETF or low-risk fund to manage your money Great returns and lower risk sound like a winning combination — what happens once everyone is doing it? The beauty of the low-risk strategy is that it continues to work even after the paradox is widely known; long-term investment success is possible for anyone who can shake off the entrenched wisdom and go low-risk. High Returns from Low Risk provides the proof, model and strategy to reign in your exposure while raking in the profit.
Book Synopsis Practical Portfolio Performance Measurement and Attribution by : Carl R. Bacon
Download or read book Practical Portfolio Performance Measurement and Attribution written by Carl R. Bacon and published by John Wiley & Sons. This book was released on 2011-02-23 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.
Book Synopsis Global Handbook of Impact Investing by : Elsa De Morais Sarmento
Download or read book Global Handbook of Impact Investing written by Elsa De Morais Sarmento and published by John Wiley & Sons. This book was released on 2020-12-30 with total page 1331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover how to invest your capital to achieve a powerful, lasting impact on the world. The Global Handbook of Impact Investing: Solving Global Problems Via Smarter Capital Markets Towards A More Sustainable Society is an insightful guide to the growing world-wide movement of Impact Investing. Impact investors seek to realize lasting, beneficial improvements in society by allocating capital to sources of impactful and sustainable profit. This Handbook is a how-to guide for institutional investors, including family offices, foundations, endowments, governments, and international organizations, as well as academics, students, and everyday investors globally. The Handbook´s wide-ranging contributions from around the world make a powerful case for positive impact and profit to fund substantive, lasting solutions that solve critical problems across the world. Edited by two experienced and distinguished professionals in the sustainable investing arena and authored by two dozen renowned experts from finance, academia, and multilateral organizations from around the world, the Global Handbook of Impact Investing educates, inspires, and spurs action towards more responsible investing across all asset classes, resulting in smarter capital markets, including how to: · Realize positive impact and profit · Integrate impact into investment decision-making and portfolio · Allocate impactful investments across all asset classes · Apply unique Impact Investing frameworks · Measure, evaluate and report on impact · Learn from case examples around the globe · Pursue Best Practices in Impact Investing and impact reporting While other resources may take a local or limited approach to the subject, this Handbook gathers global knowledge and results from public and private institutions spanning five continents. The authors also make a powerful case for the ability of Impact Investing to lead to substantive and lasting change that addresses critical problems across the world.
Book Synopsis Heterogeneity and Persistence in Returns to Wealth by : Andreas Fagereng
Download or read book Heterogeneity and Persistence in Returns to Wealth written by Andreas Fagereng and published by International Monetary Fund. This book was released on 2018-07-27 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide a systematic analysis of the properties of individual returns to wealth using twelve years of population data from Norway’s administrative tax records. We document a number of novel results. First, during our sample period individuals earn markedly different average returns on their financial assets (a standard deviation of 14%) and on their net worth (a standard deviation of 8%). Second, heterogeneity in returns does not arise merely from differences in the allocation of wealth between safe and risky assets: returns are heterogeneous even within asset classes. Third, returns are positively correlated with wealth: moving from the 10th to the 90th percentile of the financial wealth distribution increases the return by 3 percentage points - and by 17 percentage points when the same exercise is performed for the return to net worth. Fourth, wealth returns exhibit substantial persistence over time. We argue that while this persistence partly reflects stable differences in risk exposure and assets scale, it also reflects persistent heterogeneity in sophistication and financial information, as well as entrepreneurial talent. Finally, wealth returns are (mildly) correlated across generations. We discuss the implications of these findings for several strands of the wealth inequality debate.
Book Synopsis Absolute Returns by : Alexander M. Ineichen
Download or read book Absolute Returns written by Alexander M. Ineichen and published by John Wiley & Sons. This book was released on 2002-11-29 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Absolute Returns" ist ein praktischer Leitfaden zu den Risiken und Gewinnmöglichkeiten im Bereich Hedge Funds. Mit diesem Buch lernen Sie, solide Entscheidungen für Investitionen in Hedge Funds zu treffen. Autor Alexander Ineichen erläutert ausführlich, was Hedge Funds sind, wie diese Fonds den Markt übertreffen können, und welche Risiken sie für den Investor bergen. Er erklärt auch, wie Hedge Funds als alternative Investments mit traditionellen Portfolios kombiniert werden können, um auf diese Weise hervorragende Risiko-Rendite-Eigenschaften zu erreichen. Ausserdem beschreibt er, welche neuen Strategien Hedge Funds einsetzen, um überdurchschnittliche Renditen zu erzielen. Einfach, verständlich und nachvollziehbar geschrieben.
Book Synopsis Bayesian Theory and Applications by : Paul Damien
Download or read book Bayesian Theory and Applications written by Paul Damien and published by Oxford University Press. This book was released on 2013-01-24 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.
