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Books on the topic 'Risk-return analysis'

Author: Grafiati

Published: 5 June 2025

Last updated: 16 July 2025

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1

Mayr, Dominik Stephan. Return and risk analysis in multinational firms. Difo-Druck GmbH, 2008.

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2

Cloonan, James B. Maximum return, minimum risk: A practical approach. 2nd ed. American Association of Individual Investors, 2005.

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3

Cloonan, James B. Maximum return, minimum risk: A practical approach. 3rd ed. American Association of Individual Investors, 2011.

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4

Darrer, James. Value versus growth, risk, return and market volatility. University College Dublin, Graduate School of Business, 1998.

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5

Ludvigson, Sydney C. The empirical risk-return relation: A factor analysis approach. National Bureau of Economic Research, 2005.

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6

Ludvigson, Sydney C. The empirical risk-return relation: A factor analysis approach. National Bureau of Economic Research, 2005.

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7

United States. National Aeronautics and Space Administration., ed. Risk analysis of earth return options for the Mars Rover/sample return mission. Eagle Engineering, Inc., 1988.

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8

Mecagni, Mauro. Efficiency and risk-return analysis for the Egyption stock exchange. The Egyptian Center for Economic Studies, 1999.

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9

al-Iqtiṣādīyah, Markaz al-Miṣrī lil-Dirāsāt, and Shawky Maged, eds. Efficiency and risk-return analysis for the Egyptian stock exchange. Egyptian Center for Economic Studies, 1999.

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10

Spaulding, David. Measuring investment performance: Calculating and evaluating investment risk and return. McGraw-Hill, 1997.

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11

Suarez, Ronny. Modeling of extreme events and stress testing analysis. VDM Verlag Dr. Müller, 2010.

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12

Rotblut, Charles. Better good than lucky: How savvy investors create fortune with the risk-reward ratio. W&A Publishing, 2010.

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13

Epaulard, Anne. Agents' preferences, the equity premium, and the consumption-saving trade-off: An application to French data. International Monetary Fund, IMF Institute, 2001.

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14

Shanken, Jay. Risk, mispricing, and asset allocation: Conditioning on dividend yield. National Bureau of Economic Research, 2001.

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15

1932-, Sortino Frank Alphonse, ed. The Sortino framework for constructing portfolios: Focusing on desired target return to optimize upside potential relative to downside risk. Elsevier, 2010.

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16

Tharp, Van K. Van Tharp's definitive guide to position sizing: How to evaluate your system and use position sizing to meet your objectives. International Institute of Trading Mastery, Inc., 2008.

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17

Michael, O'Higgins. Beating the Dow: A high-return, low-risk method for investing in the Dow Jones industrial stocks with as little as $5,000. HarperCollins, 1991.

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18

Chan-Lau, Jorge A. Corporate bond risk and real activity: An empirical analysis of yield spreads and their systematic components. International Monetary Fund, International Capital Markets Department, 2001.

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19

Daniel, Kent. Covariance risk, mispricing, and the cross section of security returns. National Bureau of Economic Research, 2000.

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20

Roulstone, D. Brian. ROI for technology projects: Measuring and delivering value. Butterworth-Heinemann, 2008.

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21

Travers, Frank J. Hedge fund analysis: An in-depth guide to evaluating return potential and assessing risks. Wiley, 2012.

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22

MARKOWITZ. Risk-Return Analysis Book 4. McGraw-Hill Education, 2022.

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23

Markowitz, H. Risk-Return Analysis Volume 3. McGraw-Hill Education, 2020.

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24

Cloonan, James B. Maximum Return, Minimum Risk: A Practical Approach. American Association of Individual Investors, 2003.

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25

Yield curve analysis: The fundamentals of risk and return. New York Institute of Finance, 1988.

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26

Markowitz, H. Risk-return analysis: The theory and practice of rational investing. 2014.

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27

Advanced portfolio attribution analysis: New approaches to return and risk. Risk Books, 2007.

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28

Brealey, Richard A. An Introduction to Risk and Return from Common Stocks. Blackwell Publishers, 1985.

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29

Markowitz, H. Risk-Return Analysis, Volume 2: The Theory and Practice of Rational Investing. McGraw-Hill Education, 2016.

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30

Sharpe Ratio: Statistics and Applications. CRC Press LLC, 2023.

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31

Sharpe Ratio: Statistics and Applications. Taylor & Francis Group, 2021.

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32

Pav, Steven E. Sharpe Ratio: Statistics and Applications. Taylor & Francis Group, 2021.

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33

Pav, Steven E. Sharpe Ratio: Statistics and Applications. Taylor & Francis Group, 2021.

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34

Pav, Steven E. Sharpe Ratio. Taylor & Francis Group, 2021.

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35

Safe, Debt-Free, and Rich!: High-Return, Low-Risk Investing Strategies to Grow Your Wealth. Humanix Books, 2017.

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36

Pommeret, Aude, and Anne Epaulard. Agents' Preferences, the Equity Premium, and the Consumption-Saving Trade-Off: An Application to French Data. International Monetary Fund, 2001.

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37

Pommeret, Aude, and Anne Epaulard. Agents' Preferences, the Equity Premium, and the Consumption-Saving Trade-Off: An Application to French Data. International Monetary Fund, 2001.

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38

Pommeret, Aude, and Anne Epaulard. Agents' Preferences, the Equity Premium, and the Consumption-Saving Trade-Off: An Application to French Data. International Monetary Fund, 2001.

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39

Fabozzi, Frank J., and Steven V. Mann. Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation. Wiley & Sons, Incorporated, John, 2012.

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40

Fabozzi, Frank J., and Steven V. Mann. Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation. Wiley & Sons, Limited, John, 2010.

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41

Fabozzi, Frank J., and Steven V. Mann. Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation. Wiley & Sons, Incorporated, John, 2010.

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42

Fabozzi, Frank J., and Steven V. Mann. Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation. Wiley & Sons, Limited, John, 2010.

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43

Fabozzi, Frank J., and Steven V. Mann. Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation. Wiley & Sons, Limited, John, 2011.

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44

Surz, Ron, David Hand, Frank A. Sortino, Robert van der Meer, and Neil Riddles. Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk. Elsevier Science & Technology Books, 2009.

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45

The Sortino framework for portfolio construction: Focusing on desired target return to optimize upside potential relative to downside risk. Elsevier, 2010.

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46

Back, Kerry E. Mean-Variance Analysis. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0005.

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The mean‐variance frontier is characterized with and without a risk‐free asset. The global minimum variance portfolio and tangency portfolio are defined, and two‐fund spanning is explained. The frontier is characterized in terms of the return defined from the SDF that is in the span of the assets. This is related to the Hansen‐Jagannathan bound. There is an SDF that is an affine function of a return if and only if the return is on the mean‐variance frontier. Separating distributions are defined and shown to imply two‐fund separation and mean‐variance efficiency of the market portfolio.

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47

McCumber, William R., and Jyotsaana Parajuli. Style Analysis and Consistency. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0028.

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This chapter explores the degree to which hedge funds’ performance is attributable to a self-declared style that broadly describes managers’ primary investment focus. Hedge funds’ self-declared styles and strategies are meant to be descriptive and to attract investor capital seeking exposure to that strategy and opportunity. Hedge fund strategies have evolved as managers uncover and exploit new opportunities. In practice, even when a majority of investor capital is dedicated to a primary strategy, managers complement a primary strategy with other positions in an attempt to earn positive returns. The freedom with which managers can operate regarding regulation and the breadth of financial instruments available make long-term and clear categorization of hedge fund styles difficult. Although research shows that many funds consistently deliver superior returns in a given style, many also deliver alpha, a positive return that is not attributable to any style or risk factor.

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48

Bayart-De-Germont, Paul-Henri, and Daniel Capocci. Multistrategy Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0015.

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This chapter examines single multistrategy hedge funds and multistrategy funds of hedge funds. The chapter’s purpose is to explain, illustrate, and differentiate both offerings. It offers a complete quantitative analysis of multistrategy hedge funds over a 15-year period, which includes difficult market conditions. The analysis includes a comparative risk-return analysis in absolute terms and relative to traditional investments and hedge funds. A rolling statistical analysis is also performed that focuses on correlation and beta relative to traditional markets. The results indicate that for investors multistrategy hedge funds offer a particularly attractive profile that differentiates multistrategy hedge funds from most single hedge fund strategies. The findings also explain why this strategy recently attracted attention, particularly for multistrategy funds offering an attractive risk-return ratio with limited volatility.

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49

Roi for Technology Projects. Routledge, 2007.

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50

ROI for Technology Projects: Measuring and Delivering Value. Butterworth-Heinemann, 2007.

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