Читать книгу Competitive Advantage in Investing - Steven Abrahams - Страница 3

1 Chapter 6Table 6.1 Examples of portfolios with different amounts and types of leverageTable 6.2 The impact of shifting rates depends on leverageTable 6.3 Candidates for hedgingTable 6.4 Assets with sensitivity to different risks

2 Chapter 7Table 7.1 The level of a risk can take on a different value in each future st...Table 7.2 Examples of risk levels in hypothetical future states

3 Chapter 8Table 8.1 Rules for including securities in the Bloomberg Barclays US Aggrega...Table 8.2 Grinold and Kahn's estimate of information ratios across managersTable 8.3 The Bloomberg Barclays Aggregate US Credit Index is a subset of the...Table 8.4 Regressing a more diversified index such as the Bloomberg Barclays ...

4 Chapter 9Table 9.1 Corrections for survivor and backfill bias lower average hedge fund...Table 9.2 Hedge fund alpha and systematic beta estimates January 1995–2008Table 9.3 Fung-Hsieh seven-factor model January 1995–December 2009

5 Chapter 10Table 10.1 The aggregate US bank balance sheetTable 10.2 A stylized example of a bank balance sheetTable 10.3 Bank risk weights for selected assetsTable 10.4 Accounting classifications for fixed income securitiesTable 10.5 A range of US bank business models as of early 2019Table 10.6 A sample of bank balance sheetsTable 10.7 A simple bank balance sheet invested in mark-to-market securitiesTable 10.8 A simple bank balance sheet after a shift in rates

6 Chapter 11Table 11.1 Average insurer balance sheet (1999–2009)Table 11.2 A simple insurance exampleTable 11.3 Components of insurer risk-based capital, or RBCTable 11.4 Contributions to life insurer RBCTable 11.5 Asset risk requirementTable 11.6 RBC and target ROE lead to minimum acceptable asset yieldsTable 11.7 Asset accounting treatment

7 Chapter 12Table 12.1 Broker ROE shows aleveraged return to fixed income (2.51x) and a d...

8 Chapter 13Table 13.1 REITs have to meet asset, income, and ownership requirements

9 Chapter 14Table 14.1 The world's largest sovereign wealth funds in 2019

10 Chapter 16Table 16.1 Europe invested heavily in corporate debt and structured products ...