Leseprobe
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Streetwise
Frank J. Fabozzi (Hrsg.), Peter L. Bernstein (Hrsg.)
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Sachbuch / Geld, Bank, Börse
Beschreibung
Streetwise brings together classic articles from the publication that helped revolutionize the way Wall Street does business. During the recession of the early 1970s, investment professionals turned to the theories of a small band of mathematical economists, whose ideas on such topics as portfolio development and risk management eventually led to the reform and maintenance of entire economies. This was the first time economists and practitioners had joined forces to such remarkable effect. Economist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM). For this present volume, Bernstein and JPM editor Frank Fabozzi have selected forty-one of the most influential articles to appear in the journal over the past twenty-five years, some of them written by Nobel laureates and all aimed at stimulating dialogue between academic economists wishing to understand the real-world problems of finance and investment professionals wanting to bring the most advanced theoretical work to bear on commerce.
Financial economics is a youthful but vital field. Streetwise not only reflects its fascinating history but through articles on topics ranging from stock prices and risk management to bonds and real estate also offers relevant insights for today.
The contributors are: R. Akhoury, R. D. Arnott, G. L. Bergstrom, G. O. Bierwag, F. Black, R. Bookstaber, K. Cholerton, R. Clarke, D. M. Cutler, C. P. Dialynas, P. O. Dietz, D. H. Edington, M. W. Einhorn, J. Evnine, R. Ferguson, P. M. Firstenberg, H. R. Fogler, F. Garrone, R. Grieves, R. C. Grinold, D. J. Hardy, D. P. Jacob, B. I. Jacobs, R. H. Jeffrey, R. N. Kahn, G. G. Kaufman, M. Kritzman, R. Lanstein, C. M. Latta, M. L. Leibowitz, K. N. Levy, R. Lochoff, R. W. McEnally, K. R. Meyer, E. M. Miller, A. F. Perold, P. Pieraerts, J. M. Poterba, K. Reid, R. R. Reitano, R. Roll, B. Rosenberg, S. A. Ross, M. Rubinstein, A. Rudd, P. A. Samuelson, R. Schweitzer, C. Seix, W. F. Sharpe, B. Solnik, L. H. Summers, A. L. Toevs, J. L. Treynor, A. Weinberger, and R. C. Zisler.
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Contingent Immunization, Cushion Bond, Standard deviation, Efficient-market hypothesis, Total loss, Implementation shortfall, Diversification (finance), Exhaustion, Random walk hypothesis, Interest Rate Sensitivity, Modern portfolio theory, Benchmark Error, Real versus nominal value (economics), Information ratio, Price Change, Coupon, Zero-coupon bond, Income, Short sale (real estate), Capital asset, Trading strategy, Speculation, Basis risk, Reinvestment risk, Risk premium, Sharpe ratio, Performance Drag, Stock market, Kelly criterion, Stock Pick, Indexation, Inflation hedge, High-yield debt, Repurchase agreement, Capital gain, Interest rate, Investment, Dividend, Institutional investor, Beta (finance), Put option, Cash, Portfolio manager, Asset, Market portfolio, Present value, Probability, Risk aversion, Tracking error, Yield curve, Share price, Capital asset pricing model, Market liquidity, Fair value, Opportunity cost, Shortfall, Dividend puzzle, Reinvestment Rate, Pension fund, Reinvestment, Cash flow, Tax, Dividend policy, Portfolio optimization, Geometric mean, Leverage (finance), Rate of return, Utility, Inflation, Investor