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Student-Managed Investment Funds (2nd Ed.) Organization, Policy, and Portfolio Management

Langue : Anglais

Auteur :

Couverture de l’ouvrage Student-Managed Investment Funds

Student-Managed Investment Funds: Organization, Policy, and Portfolio Management, Second Edition, helps students work within a structured investment management organization, whatever that organizational structure might be. It aids them in developing an appreciation for day-to-day fund operations (e.g., how to get portfolio trade ideas approved, how to execute trades, how to reconcile investment performance), and it addresses the management of the portfolio and the valuation/selection process for discriminating between securities. No other book covers the "operational" related issues in SMIFs, like organizations, tools, data, presentation, and performance evaluation. With examples of investment policy statements, presentation slides, and organizational structures from other schools, Student-Managed Investment Funds can be used globally by students, instructors, and administrators alike.

1. Investment Philosophy and Process 2. Stock Selection 3. ETFs, Bonds, Derivatives 4. Portfolio Construction 5. Performance Evaluation 6. Trading 7. Presentations 8. Tools

Appendix 1. Advisors Guide to the Organization of a SMIF 2. Forums, Symposiums, and Competitions

Undergraduates and graduate (MBA) students taking classes in student managed investment funds or studying asset management and portfolio management.

Mr. Brian R. Bruce has been the President, Chief Executive Officer, and Director of Hillcrest Asset Management, LLC since 2008 and has been its Chief Investment Officer since October 2007. Mr. Bruce served as a Director of Encap Investment & LCM Group Alternative Asset Management Center at Southern Methodist University from 2006 to 2010. He is a member of the Illinois State University College of Business Hall of Fame and a Visiting Professor of Investments at Baylor University. He was a Professor at Southern Methodist University's Cox Business School. Mr. Bruce is winner of the University of Chicago Graduate School of Business CEO Award and is Editor-in-Chief of Journal of Behavioral Finance. He received an M.B.A. from the University of Chicago, an M.S. in Computer Science from DePaul University and a B.S. in Business Administration from Illinois State University.
  • Addresses the basics of valuation as well as issues related to maintaining compliance, philosophy, performance measurement, and evaluation
  • Provides explanations and examples about organizing a student-managed fund
  • Reviews fundamental stock valuation approaches like multi-stage DDM, FCF, and price multiples

Date de parution :

Ouvrage de 602 p.

15.2x22.8 cm

Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).

98,24 €

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Mots-clés :

Active; Active weights; Algorithmic decision-making process; Algorithmic trading; Allocation effect; Alpha; Analyst reports; Arithmetic expected return; Arithmetic linking; Asset allocation; Asset class; Asset mix; Benchmark; Bottom-up attribution; Business development; Buy decisions; Client; Client review; Client service; Conditional value at risk; Constrained RBSA; Correlation; Correlation matrix; Covariance; Covariance matrix; Discounted cash flow model; Dividend discount model; Dollar-weighted return; Downside deviation; Downside risk; Earnings; Efficient markets; Endowment; ETF SMIF; ETFs; Excel; Fama-French 3-factor model; Free cash flow; Fundamental analysis; Geometric expected return; Geometric linking; HML factor; Holdings-based style analysis; Information ratio; Institutional investment manager; Interaction effect; Intrinsic value; Investment management; Investment philosophy; Investment process; Lower-partial moment; Market impact; Mean-variance optimization; Menchero method; Modern portfolio theory; Multifactor model; Organizations and financial analysis; P/CF; P/E; P/S; Performance analysis; Performance attribution; Performance reporting; Philosophy; Portfolio construction; Portfolios; Presentations; Price-to-cash flow; Price-to-earnings; Price-to-sales; Process and strategy; Quantitative analysis; Ranking; RBSA; Reports; Research report; Returns-based performance analysis; Returns-based style analysis; Security analysis; Security reports; Security selection; Selection effect; Sell decisions; Semideviation; Semivariance; Sharpe ratio; Single factor model; SMB factor; Stock presentations and stock reports; Stock screen; Student managed investment fund; Student-managed investment funds; Style Box; Time-weighted return; Tools; Top-down analysis; Top-down attribution; Top-down investment model; Transaction costs; Unconstrained RBSA; Valuation and Z-score; Value-at-risk