This book provides an overview of the evolution of investment and risk, together with a synthesis of research on these developments. It explores how exposures can be modified by measuring and managing them and introduces readers to the latest strategies and trends in investment. Broad in scope, the book covers the most important aspects of investment risk management, including the time value of money, financial markets, equity markets, bond markets, and portfolio theory. Accordingly, it offers a valuable asset for advanced undergraduate and graduate finance students, investors and academics alike.
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1 | (10) |
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5 | (6) |
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11 | (18) |
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14 | (5) |
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15 | (3) |
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18 | (1) |
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19 | (10) |
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21 | (6) |
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27 | (2) |
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29 | (22) |
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30 | (6) |
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36 | (15) |
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3.2.1 Instruments Presented on the Capital Market |
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41 | (3) |
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44 | (1) |
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45 | (6) |
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51 | (32) |
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4.1 Value and Price of the Stocks |
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54 | (5) |
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59 | (8) |
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63 | (2) |
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65 | (2) |
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4.3 Dividend Valuation Models |
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67 | (6) |
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69 | (1) |
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4.3.2 Constant Growth Model |
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70 | (1) |
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4.3.3 Multiple Growth Model |
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71 | (2) |
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4.4 Valuation Based on a Finite Holding Period |
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73 | (10) |
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77 | (2) |
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79 | (4) |
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83 | (22) |
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85 | (2) |
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87 | (5) |
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5.2.1 International Bonds |
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90 | (2) |
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5.3 Clauses Associated with the Bonds |
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92 | (2) |
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94 | (1) |
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5.5 Factors that Influence and Determine the Value of Bonds |
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95 | (2) |
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5.6 Financial Evaluation of the Bonds |
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97 | (8) |
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99 | (3) |
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102 | (3) |
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105 | (22) |
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6.1 One and Two-Stock Portfolios |
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105 | (8) |
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6.1.1 Risk and Return of a Portfolio |
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107 | (1) |
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108 | (3) |
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111 | (2) |
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6.2 Three-Stock Portfolios |
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113 | (5) |
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114 | (3) |
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117 | (1) |
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6.3 Efficient Portfolios Consisting of Two Risky Assets |
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118 | (9) |
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6.3.1 Minimum Risk for a Fixed Return |
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118 | (2) |
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120 | (3) |
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123 | (1) |
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124 | (1) |
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125 | (2) |
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127 | (24) |
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133 | (1) |
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134 | (6) |
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7.2.1 Interest Rate Contracts |
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135 | (5) |
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140 | (2) |
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142 | (2) |
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144 | (7) |
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7.5.1 Strategies for Hedge |
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144 | (1) |
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7.5.2 Options Trading Strategies on Spread |
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145 | (4) |
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7.5.3 Strategies Using Combinations of Call and Options Put |
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149 | (2) |
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151 | |
Mihail Busu is an Associate Professor at the Faculty of Business Administration in Foreign Languages, Bucharest University of Economic Studies, Romania. His research focuses on Statistics and Econometrics, Economic Modelling, Circular Economy, Competition Policy, Decisional Processes, Financial Risks and Risk Management. He has published many articles in peer-reviewed journals, including Mathematics, Symmetry, Physica A: Statistical Mechanics and its Applications, Amfiteatru Economic, and Energies and Processes. Dr. Busu also serves as a reviewer for several international journals such as Management & Marketing, Challenges for the Knowledge Society, Amfiteatru Economic, Mathematics, Economies, Energies, and Journal of Risk and Financial Management. In 2019, he received the Georgescu Roegen Award for outstanding scientific research. He has been a member of the Romanian Actuarial Society since 2015.
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