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Books on the topic 'Risk-adjusted performance'

Author: Grafiati
Published: 4 June 2021
Last updated: 22 February 2023

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1

Bacon, Carl R. Practical risk-adjusted performance measurement. Hoboken, N.J: Wiley, 2013.

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2

Magowan, Lisa. Unit trust: Risk-adjusted performance. (s.l: The Author), 2001.

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3

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Oxford, UK: John Wiley & Sons Ltd, 2012. http://dx.doi.org/10.1002/9781118673621.

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4

Bohm, Christoph. Risk-adjusted performance and bank governance structures. Frankfurt, Germany: Peter Lang, 2013.

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5

Groh, Alexander Peter. Measuring the risk-adjusted performance of us buyouts. Cambridge, MA: National Bureau of Economic Research, 2008.

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6

Value added risk management in financial institutions: Leveraging basel II & risk adjusted performance management. Singapore: Hoboken, NJ, 2004.

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7

Value at risk and bank capital management: [risk adjusted performances, capital management and capital allocation decision making]. Amsterdam: Elsevier Academic Press, 2007.

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8

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2012.

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9

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2012.

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10

Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2021.

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11

Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2021.

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12

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2012.

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13

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2012.

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14

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Limited, John, 2013.

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15

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Incorporated, John, 2021.

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16

Bacon, Carl R. Practical Risk-Adjusted Performance Measurement. Wiley & Sons, Limited, John, 2021.

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17

Risk Capital Attribution and Risk-Adjusted Performance Measurement. New York: McGraw-Hill, 2010.

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18

Risk-Adjusted Performance and Bank Governance Structures. Lang Publishing, Incorporated, Peter, 2013.

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19

Böhm, Christoph. Risk-Adjusted Performance and Bank Governance Structures. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2013.

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20

Lauerbach, Maximilian. Investitionssteuerung Mit Risk Adjusted Performance Measures Im Nicht-Finanzbereich. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2012.

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21

Lauerbach, Maximilian. Investitionssteuerung Mit Risk Adjusted Performance Measures Im Nicht-Finanzbereich. Lang Publishing, Incorporated, Peter, 2012.

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22

Lauerbach, Maximilian. Investitionssteuerung Mit Risk Adjusted Performance Measures Im Nicht-Finanzbereich. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2012.

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23

Öztürk, Hakki, and Tayfun Özkan. Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2022.

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24

Öztürk, Hakkı. Asset Management and The Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Peter Lang D, 2022. http://dx.doi.org/10.3726/9783631881552.003.0001.

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25

Öztürk, Hakkı. Asset Management and The Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Peter Lang D, 2022. http://dx.doi.org/10.3726/9783631881552.003.0002.

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26

Öztürk, Hakkı. Asset Management and The Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Peter Lang D, 2022. http://dx.doi.org/10.3726/9783631881552.003.0004.

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27

Öztürk, Hakkı. Asset Management and The Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Peter Lang D, 2022. http://dx.doi.org/10.3726/9783631881552.003.0003.

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28

Öztürk, Hakki, and Tayfun Özkan. Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2022.

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29

Öztürk, Hakki, and Tayfun Özkan. Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2022.

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30

Fernández-Villaverde, Jesús, Pablo Guerrón-Quintana, and Juan Rubio-Ramírez. Futures markets, Bayesian forecasting and risk modelling. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.14.

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This article demonstrates the utility of the Bayesian approach in forecasting and risk modelling regarding speculative trading strategies in financial futures markets. It first provides an overview of subjective expectations that are motivated as fair prices of futures contracts before discussing the futures markets and a portfolio mean-variance efficiency generalization. In particular, it considers the critical role of hedging to ensue attractive risk-adjusted performance. It also describes general Bayesian dynamic models and specific Bayesian dynamic linear models for assessing risk models in terms of their hedging effectiveness in the context of the risk-adjusted performance of trading strategies. The article showcases applied Bayesian thinking in the context of financial investment management, highlighting the corresponding concepts of betting and investing, prices and expectations, and coherence and arbitrage-free pricing in futures markets over the period 1990–2008.
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31

Saita, Francesco. Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making. Elsevier Science & Technology Books, 2010.

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32

Camilo, Gustavo. Commodity Mutual Funds. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0014.

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The chapter describes the main institutional features of commodity mutual funds, including active management, the assets in which these funds invest, the process through which shares are bought and sold, the fees borne by investors, as well as the risks associated with investing in the funds. It also examines trends in fund flows and the correlations to commodity returns. Correlations to commodity returns are positive but lower than those of commodity exchange-traded funds that invest directly in underlying commodities, as opposed to commodity mutual funds, which invest largely in equities. Lastly, the chapter examines data on fees and net-of-expense commodity mutual fund performance between 1996 and 2016. The data show a decline in fund expense ratios over time, with the exception of large funds, negative average risk-adjusted performance using a four-factor model, and evidence consistent with lack of persistence in fund returns over the sample period.
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33

Mauck, Nathan. Behavioral Aspects of Portfolio Investments. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0021.

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Investors are inextricably linked to financial institutions, money managers, and the products they market. Mutual funds, exchange-traded funds (ETFs), hedge funds, and pension funds manage or hold roughly $55 trillion in combined wealth. This chapter examines these topics with a behavioral finance approach, focusing on two main ideas: the performance and rationality of each group, and the behavioral biases that relate to individuals’ selection of particular investments within each group. Research indicates that actively managed mutual funds and hedge funds underperform passive investments. Pension funds generate alpha of roughly zero on a risk-adjusted basis. The fees involved in investing in such funds exacerbate the observed underperformance in mutual funds and hedge funds. Behavioral biases provide one perspective on sources of underperformance. Further, individuals exhibit a wide range of behavioral biases that may lead to suboptimal asset allocation, including the selection of mutual funds, ETFs, and hedge funds.
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34

Saita, Francesco. Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced ... (Academic Press Advanced Finance Series). Academic Press, 2007.

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35

Saita, Francesco. Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced ... (Academic Press Advanced Finance Series). Academic Press, 2007.

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