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Portfolio Theory and Management: An Overview

H. Kent Baker and Greg Filbeck

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0001
Subject:
Economics and Finance, Financial Economics

This chapter provides an overview of portfolio theory and management. It discusses the three major steps in the portfolio management process—planning, execution, and feedback—and the key tasks ... More


Portfolio Theory and Management

H. Kent Baker and Greg Filbeck (eds)

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.001.0001
Subject:
Economics and Finance, Financial Economics

The world of portfolio management has expanded greatly over the past three decades, and along with it, so have the theoretical tools necessary to appropriately service the needs of both private ... More


How Do You Manage That Much Money?

Christopher Balding

in Sovereign Wealth Funds: The New Intersection of Money and Politics

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199842902
eISBN:
9780199932498
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199842902.003.0003
Subject:
Economics and Finance, Financial Economics

Though a good problem to have, sovereign wealth funds struggle with how to manage the amount of money entrusted to them. Sovereign wealth funds have competing financial, economic, political, and ... More


The European Funds

Christopher Balding

in Sovereign Wealth Funds: The New Intersection of Money and Politics

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199842902
eISBN:
9780199932498
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199842902.003.0005
Subject:
Economics and Finance, Financial Economics

The two largest European sovereign wealth funds are in Norway and Russia. While each gain their sovereign wealth fund capital from natural resource extraction each country targets different ... More


Futures Prices

Hendrik S. Houthakker and Peter J. Williamson

in The Economics of Financial Markets

Published in print:
1996
Published Online:
November 2003
ISBN:
9780195044072
eISBN:
9780199832958
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019504407X.003.0010
Subject:
Economics and Finance, Financial Economics

The previous chapter outlined the nature of futures contracts and some of the institutional aspects of the markets in which they are traded; this chapter analyzes the forces that determine the prices ... More


Private Equity Portfolio Management: Challenges, Approaches, and Implementation

Thomas Meyer and Tom Weidig

in Private Equity: Opportunities and Risks

Published in print:
2015
Published Online:
August 2015
ISBN:
9780199375875
eISBN:
9780199375899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199375875.003.0011
Subject:
Economics and Finance, Financial Economics

Private equity (PE) does not fit easily into the standard risk-return Markowitz portfolio optimization framework used in the investment portfolios of institutional and other investors. The concepts ... More


Recombinant Property in East European Capitalism

Gernot Grabher and David Stark

in Restructuring Networks in Post-Socialism: Legacies, Linkages and Localities

Published in print:
1996
Published Online:
October 2011
ISBN:
9780198290209
eISBN:
9780191684791
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198290209.003.0002
Subject:
Business and Management, Organization Studies, Political Economy

Recombinant property is a form of organizational hedging, or portfolio management, in which actors respond to uncertainty in the organizational environment by diversifying their assets, and ... More


Portfolio Managers

Erik Devos, Andrew C. Spieler, and Joseph M. Tenaglia

in Financial Behavior: Players, Services, Products, and Markets

Published in print:
2017
Published Online:
May 2017
ISBN:
9780190269999
eISBN:
9780190270025
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190269999.003.0008
Subject:
Economics and Finance, Financial Economics

In the oversight of most funds, the portfolio manager holds the key decision-making power. Often regarded as foundational to the investment process, a few select managers can attract billions of ... More


Delegated Investing

Andrew Ang

in Asset Management: A Systematic Approach to Factor Investing

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199959327
eISBN:
9780199382323
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199959327.003.0015
Subject:
Economics and Finance, Financial Economics

What is best for the asset owner (principal) is usually not best for the delegated fund manager (agent). Principal–agent conflicts can be mitigated by appropriate governance structures and contracts. ... More


Quantitative Asset Managers and Their Chains

Diane-Laure Arjaliès, Philip Grant, Iain Hardie, Donald MacKenzie, and Ekaterina Svetlova

in Chains of Finance: How Investment Management is Shaped

Published in print:
2017
Published Online:
July 2017
ISBN:
9780198802945
eISBN:
9780191841385
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198802945.003.0004
Subject:
Business and Management, Finance, Accounting, and Banking

Chapter 4 discusses a particular set of fund managers and analysts, those who follow investment strategies which are based on quantitative research. They might be expected to be more solitary in ... More


Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

Mark Carey

in Prudential Supervision: What Works and What Doesn't

Published in print:
2002
Published Online:
February 2013
ISBN:
9780226531885
eISBN:
9780226531939
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226531939.003.0006
Subject:
Economics and Finance, Financial Economics

This chapter uses the Monte Carlo resampling method of Carey (1998) to provide nonparametric empirical evidence about the practical importance to portfolio bad-tail loss rates of several different ... More


Debt Portfolio Management

Zachary Jersky and He Li

in Debt Markets and Investments

Published in print:
2019
Published Online:
June 2020
ISBN:
9780190877439
eISBN:
9780190877460
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190877439.003.0035
Subject:
Economics and Finance, Financial Economics

Debt portfolio management has received increasing attention over time as both academics and practitioners have become aware of its unique challenges. This chapter discusses the common risk factors ... More


Reimagining the Central Office

Paul T. Hill and Ashley E. Jochim

in A Democratic Constitution for Public Education

Published in print:
2014
Published Online:
May 2015
ISBN:
9780226200545
eISBN:
9780226200712
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226200712.003.0006
Subject:
Education, Educational Policy and Politics

This chapter describes how the work of the central office will change from a bureaucracy designed to administer many functions and serve many masters to a more strategic and streamlined agency. The ... More


Models for Research and Development in Manufacturing Industry and University

Tadaaki Tani

in Photographic Science: Advances in Nanoparticles, J-Aggregates, Dye Sensitization, and Organic Devices

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199572953
eISBN:
9780191731266
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199572953.003.0011
Subject:
Physics, Atomic, Laser, and Optical Physics

The rise and fall of photographic industry is analyzed in the light of Product Portfolio Management to indicate the appropriate attitude of a manufacturing company. A photographic company at its ... More


Asset Owners

Andrew Ang

in Asset Management: A Systematic Approach to Factor Investing

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199959327
eISBN:
9780199382323
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199959327.003.0001
Subject:
Economics and Finance, Financial Economics

Stocks and bonds? Real estate? Hedge funds? Private equity? The conventional way of allocating across asset classes fails to account for the overlapping risks that they represent. Investors must ... More


Introduction

Joseph E. Stiglitz

in Sovereign Wealth Funds and Long-Term Investing

Published in print:
2011
Published Online:
November 2015
ISBN:
9780231158633
eISBN:
9780231530286
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231158633.003.0042
Subject:
Economics and Finance, Financial Economics

This chapter introduces the panel entitled “Managing Risk During Macroeconomic Uncertainty” by making two distinctions between the challenges facing sovereign wealth funds (SWFs) and those facing ... More


Bank Trading Risk and Systemic Risk

Philippe Jorion

in The Risks of Financial Institutions

Published in print:
2007
Published Online:
February 2013
ISBN:
9780226092850
eISBN:
9780226092980
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226092980.003.0002
Subject:
Economics and Finance, Financial Economics

This chapter provides evidence that practitioner and regulatory use of market value at risk (VaR) measures is not likely to be destabilizing. It specifically presents a review of VaR and herding ... More


Commodities: An Overview

H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris

in Commodities: Markets, Performance, and Strategies

Published in print:
2018
Published Online:
March 2018
ISBN:
9780190656010
eISBN:
9780190656041
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656010.003.0001
Subject:
Economics and Finance, Financial Economics

This chapter provides background information about commodities. The first section provides an introduction consisting of a discussion of benefits and risk and commodity investment strategies. The ... More


Mutual Funds and Other 40-Act Funds

Andrew Ang

in Asset Management: A Systematic Approach to Factor Investing

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199959327
eISBN:
9780199382323
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199959327.003.0016
Subject:
Economics and Finance, Financial Economics

Mutual fund managers are talented, but, on average, none of that skill enriches asset owners. The average mutual fund underperforms the market after fees, investors chase funds with high past returns ... More


Institutional Real Estate Markets

Glenn R. Mueller

in Private Real Estate Markets and Investments

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199388752
eISBN:
9780199388783
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199388752.003.0002
Subject:
Economics and Finance, Financial Economics

Institutional real estate investors consist of defined benefit pension funds, endowments, insurance companies, and publicly traded real estate companies, mostly real estate investment trusts (REITs). ... More


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