Understanding Investment Risk and Return - Couverture rigide

Couverture rigide

ISBN 10 : 1035339714 ISBN 13 : 9781035339716

Editeur : Edward Elgar Publishing Ltd, 2025

Synopsis

This timely book explores investment risk and return as fundamental concepts that underpin financial decision-making and portfolio management. With contributions from scholars and practitioners, it combines conceptual frameworks with real-world applications, providing insights into the consequences of past miscalculations of risk and returns and how advanced techniques help to improve decision-making.

Understanding Investment Risk and Return outlines how investors can measure and manage both concepts to achieve their financial goals, such as controlling inflation and maximizing risk-adjusted performance. It integrates theoretical frameworks for portfolio optimization, including the efficient frontier, the capital asset pricing model (CAPM), and more advanced factor models that explain asset returns and risk exposures. Chapters explore how these models evolve with the integration of less traditional benefits such as derivatives and digital assets alongside technological advancements including AI and machine learning.

With discussion questions at the end of each chapter to provoke further consideration and understanding of the topics, this book is a valuable tool for advanced students of financial economics and educators in the field alike.

A propos du livre

À propos de l'auteur

Edited by Greg Filbeck, Samuel P. Black III Professor of Finance and Risk Management, Black School of Business, Vice Chancellor and Associate Dean for Academic Affairs, Penn State Behrend and Hunter Holzhauer, Robert L. Maclellan & UC Foundation Associate Professor of Finance, Gary W. Rollins College of Business, University of Tennessee at Chattanooga, USA

Détails de l'édition

• Éditeur: Edward Elgar Publishing Ltd
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 1035339714
• ISBN 13: 9781035339716
• Reliure: Relié
• Nombre de pages: 314
• Éditeur: Filbeck Greg, Holzhauer Hunter
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible