Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. The Portable Financial Analyst, Second Edition is a unique collection of essays that address the heart of every analyst s and investor s dilemma: how to make decisions in the face of unknown forces and how to assert some control over the outcome
Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. The Portable Financial Analyst, Second Edition is a unique collection of essays that address the heart of every analyst s and investor s dilemma: how to make decisions in the face of unknown forces and how to assert some control over the outcome
MARK P. KRITZMAN is Managing Partner of Windham Capital Management Boston, a Senior Partner of State Street Associates, and Research Director of the AIMR Research Foundation. He also serves on the boards of the Institute for Quantitative Research in Finance and the International Securities Exchange, and on the editorial boards of Emerging Markets Review, Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Asset Management, the Journal of Derivatives, and the Journal of Investment Management. Mr. Kritzman has written numerous articles for academic and professional journals and is the author of six books including Puzzles of Finance (Wiley).
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Foreword: Time and Magic: What This Book Is About. Preface. Chapter 1. The Noble Prize. Chapter 2. Uncertainty. Chapter 3. Utility. Chapter 4. Lognormality. Chapter 5. Return and Risk. Chapter 6. Higher Moments. Chapter 7. Duration and Convexity. Chapter 8. The Term Structure of Interest Rates. Chapter 9. Serial Dependence. Chapter 10. Time Diversification. Chapter 11. Regressions. Chapter 12. Factor Methods. Chapter 13. Estimating Volatility: Part I. Chapter 14. Estimating Volatility: Part II. Chapter 15. Hypothesis Testing. Chapter 16. Future Value and Risk of Loss. Chapter 17. Event Studies. Chapter 18. Simulation. Chapter 19. Value at Risk. Chapter 20. Optimization. Chapter 21. Risk Budgets. Chapter 22. Hedging. Chapter 23. Opton Valuation and Replication. Chapter 24. Commodity Futures Conracts. Chapter 25. Currencies. Glossary. Notes. Index.
