A career’s worth of portfolio management knowledge in one thorough, efficient guide Portfolio Management is an authoritative guide for those who wish to manage money professionally. This invaluable resource presents effective portfolio management practices supported by their underlying theory, providing the tools and instruction required to meet investor objectives and deliver superior performance. Highlighting a practitioner’s view of portfolio management, this guide offers real-world perspective on investment processes, portfolio decision making, and the business of managing money for real clients. Real world examples and detailed test cases—supported by sophisticated Excel templates and true client situations—illustrate real investment scenarios and provide insight into the factors separating success from failure. The book is an ideal textbook for courses in advanced investments, portfolio management or applied capital markets finance. It is also a useful tool for practitioners who seek hands-on learning of advanced portfolio techniques. Managing other people’s money is a challenging and ever-evolving business. Investment professionals must keep pace with the current market environment to effectively manage their client’s assets while students require a foundation built on the most relevant, up-to-date information and techniques. This invaluable resource allows readers to: Learn and apply advanced multi-period portfolio methods to all major asset classes. Design, test, and implement investment processes. Win and keep client mandates. Grasp the theoretical foundations of major investment tools Teaching and learning aids include: Easy-to-use Excel templates with immediately accessible tools. Accessible PowerPoint slides, sample exam and quiz questions and sample syllabi Video lectures Proliferation of mathematics in economics, growing sophistication of investors, and rising competition in the industry requires advanced training of investment professionals. Portfolio Management provides expert guidance to this increasingly complex field, covering the important advancements in theory and intricacies of practice.

A comprehensive theory of selective opacity effects—configurations in which syntactic domains are opaque to some processes but transparent to others—within a Minimalist framework. In this book, Stefan Keine investigates in detail “selective opacity”— configurations in which syntactic domains are opaque to some processes but transparent to others—and develops a comprehensive theory of these syntactic configurations within a contemporary Minimalist framework. Although such configurations have traditionally been analyzed in terms of restrictions on possible sequences of movement steps, Keine finds that analogous restrictions govern long-distance dependencies that do not involve movement. He argues that the phenomenon is more widespread and abstract than previously assumed. He proposes a new approach to such effects, according to which probes that initiate the operation Agree are subject to “horizons,” which terminate their searches. Selective opacity effects raise important questions about the nature of locality in natural language, the representation of movement-type asymmetries, correlations between clause structure and locality, and possible interactions between syntactic dependencies. With a focus on in-depth case studies of Hindi-Urdu and German, Keine offers detailed investigations of movement dependencies, long-distance agreement, wh-dependencies, the A/A' distinction, restructuring, freezing effects, successive cyclicity, and phase theory. Keine's account offers a thorough understanding of selective opacity and the systematic overarching generalizations to which it is subject.

"Between 1850 and 1950, the Indian Ocean teemed with people, commodities and ideas ... Sugata Bose finds in these intricate social and economic webs evidence of the interdependence of the peoples of the lands beyond the horizon, from the Middle East to East Africa to Southeast Asia"--Jacket.