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This book covers key discussions involving major US and European multinational companies (MNCs) that source products from suppliers in developing countries. Due to the transfer of production from developed to developing nations, there is an urgent need to establish social compliance as a new form of Corporate Social Responsibility (CSR) and a means by which MNCs can meet expected social standards. The cases described are internationally relevant and can be seen to reflect or represent the behavior of many MNCs and their suppliers in developing nations. The discussion offers essential insights into how different levels of social compliance risk and pressure (including broader stakeholder concerns) move managers to adopt or embrace particular social compliance accounting, reporting and auditing strategies. The book will help readers to understand the major concerns, challenges and dilemmas faced by management in the supply chains of MNCs, and proposes measures that can be taken to resolve those dilemmas. Most importantly, it develops a systematic method of assessing the social compliance performance of suppliers to MNCs. This includes highly detailed accounts of the social compliance performance of suppliers within the clothing industry (in a developing nation) that supply goods to the extensive US and European markets. The book offers a valuable guide, not only for corporate managers but also for practitioners, researchers, academics, and undergraduate and postgraduate business students.
Geoff Cutmore offers a fresh approach to the age-old battle of profitable investing in uncertain times. With most experts now predicting volatile stock market conditions in the years ahead, many old, tried-and-true investment strategies no longer work. Cutmore reveals how some well-known investors continue to make money in these difficult economic times.
""Through the biggest equity bubble and bear market in a generation Geoff Cutmore has been a pivotal commentator on these unfolding events in his role as main anchorman for CNBC Europe's award winning business breakfast programme Squawk Box."
"In this book Geoff provides a fascinating insight into some of
the leading characters in the investment industry and how their
alternative investment styles have worked during the biggest bear
market in a generation. It is essential reading for all those
people who have an interest in investment and can help investors
understand some of the different investment approaches which have
evolved during this tumultuous period.""
""Is the bear market in stocks over or are we in for many more
tough years, and what does that mean for our hard-earned pension
portfolios? By talking to some of the great original thinkers in
investing, Geoff skillfully draws out some fascinating answers. An
absolute pleasure to read ""
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagin type maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.
The Sixteenth Edition of Real Estate Finance and Investments prepares students to understand the risks and rewards associated with investing in and financing both residential and commercial real estate. Concepts and techniques included in the chapters and problem sets are used in many careers related to real estate. The material in this edition is also relevant to individuals who want to better understand real estate for their own personal investment and financing decisions.
"Finance and the Economics of Uncertainty "explores the growing
range of economic decisions that are conducted under uncertainty
both on the personal level, as well as by large firms.
Run Time: 90 minutes. In this engaging DVD, Bill Kraft, author of Trade Your Way to Wealth, will discuss his own path to success, showing you how he has used low risk, measured risk, and even zero risk trades to achieve big profits.
Fluctuating between stories and set-ups, Bill will discuss what he considers to be the basic and essential principles of trading including critical concepts of risk awareness and aversion, money management, and exit strategies. Through the use of current examples, you'll see how he creates limited risk, and even no risk trades, to protect capital while putting himself in a position to enjoy significant profits.
Some of the specific concepts you will learn: trend line use, the principles of disciplined trading, how to let profits run, the use of collars and protective puts for your portfolio, and how to effectively use stop losses.
Let Bill teach you the tricks of the trade so that you re just not making money, you re managing it like a true professional.
For more than six decades, Fundamental Accounting Principles has helped introductory accounting students succeed. With its step-by-step approach, FAP streamlines complex accounting processes and helps students build confidence by mastering key concepts and procedures. Chapter opening vignettes using dynamic entrepreneurs appeal to all students and show the relevance of accounting. Students are encouraged to think like a businessperson and apply what they learn. A wide variety of assignments provide instructors with materials to teach, assess, and challenge students on several levels. Join your colleagues and the millions of students that have used this best-selling learning system to advance their education and careers.
The Institute of Chartered Accountants Australia's Financial Reporting Handbook 2013 incorporates a comprehensive listing of Australian Accounting Standards and Interpretations applicable at 30 June 2013, as issued at 1 December 2012. The 2013 edition contains: The AASB conceptual framework, Accounting Standards and Interpretations applicable for the 2013 reporting season, including the compiled versions of Standards issued to 1 December 2012. AASB 10 Consolidated Financial Statements, AASB 11 Joint Arrangements, AASB 12 Disclosure of Interests in Other Entities, AASB 13 Fair Value Measurement and AASB 119 Employee Benefi ts, applicable from 1 January 2013, and AASB 9 Financial Instruments applicable from 1 January 2015. A chapter explaining the AASB's Reduced Disclosure Regime, together with AASB 1053 Application of Tiers of Australian Accounting Standards and AASB 2010-2 Amendments to Australian Accounting Standards arising from Reduced Disclosure Requirements. The companion volume to this handbook, the Institute of Chartered Accountants Australia's Auditing, Assurance and Ethics Handbook 2013, brings together all of the new and revised Australian Auditing Standards in Clarity format, Guidance Statements and professional and ethical standards as issued at 1 December 2012. For latest information relating to Australian Accounting Standards, refer to www.aasb.gov.au, which is regularly updated throughout the year. The AASB website also contains the AASB's versions of Standards and Interpretations amended for early adopters of the Reduced Disclosure Regime, which have not been included in this handbook.
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few. In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modeling.
Essential guidance on the revised COSO internal controls framework
Need the latest on the new, revised COSO internal controls framework? "Executive's Guide to COSO Internal Controls" provides a step-by-step plan for installing and implementing effective internal controls with an emphasis on building improved IT as well as other internal controls and integrating better risk management processes. The COSO internal controls framework forms the basis for establishing Sarbanes-Oxley compliance and internal controls specialist Robert Moeller looks at topics including the importance of effective systems on internal controls in today's enterprises, the new COSO framework for effective enterprise internal controls, and what has changed since the 1990s internal controls framework.Written by Robert Moeller, an authority in internal controls and IT governancePractical, no-nonsense coverage of all three dimensions of the new COSO frameworkHelps you change systems and processes when implementing the new COSO internal controls frameworkIncludes information on how ISO internal control and risk management standards as well as COBIT can be used with COSO internal controlsOther titles by Robert Moeller: "IT Audit, Control, and Security, Executives Guide to IT Governance"
Under the Sarbanes-Oxley Act, every corporation has to assert that their internal controls are adequate and public accounting firms certifying those internal controls are attesting to the adequacy of those same internal controls, based on the COSO internal controls framework. "Executive's Guide to COSO Internal Controls" thoroughly considers improved risk management processes as part of the new COSO framework; the importance of IT systems and processes; and risk management techniques.
Back Cover Copy]. .
Finance and Investing. .
Capitalize on Today's Most Powerful Quantitative Methods . to Construct and Manage a High-Performance Equity Portfolio!. .
Praise for Quantitative Equity Portfolio Management
A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management.. ERIC ROSENFELD, Principal And Co-founder of JWM Partners. .
This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice.. _STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology. .
The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor. . _DAVID BLITZER, Managing Director and Chairman, Standard And Poor's Index Committee. .
Making the transition from the walls of academia to Wall Street has traditionally been a difficult taskThis book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.. _MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors. .
This text provides an excellent synthesis of a broad range of quantitative portfolio management methodsIn addition, there are a number of insightful innovations that extend and improve current techniques.. _DAN DIBARTOLOMEO, President and Founder, Northfield InformationServices, Inc.. . .
[Flap Copy. .
"Quantitative Equity Portfolio Management" is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.. .
Financial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging from basic models, factors and factor choice, and stock screening and rankingto fundamental factor models, economic factor models, and forecasting factor premiums and exposures.. .
Readers will also find step-by-step coverage of portfolio weights rebalancing and transaction coststax managementleveragemarket neutralBayesian _performance measurement and attributionthe back testing processand portfolio performance.. .
Filled with proven investment strategies and tools for developing new ones, "Quantitative Equity Portfolio Management" features: . . A complete, easy-to-apply methodology for creating an equity portfolio. that maximizes returns and minimizes risks. The latest techniques for building optimization into a professionally. managed portfolio. An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data. An excellent melding of financial theory with real-world practice. A wealth of down-to-earth financial examples and case studies. .
Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas. In addition, the book as a whole has appendices coveringa brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials.. .
An essential reference for professional money managers and students taking advanced investment courses, "Quantitative Equity Portfolio Management" offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients. . . .
About the Authors. .
Ludwig B. Chincarini, Ph.D., CFA, is a professor of finance at Georgetown University as well as a financial consultant to institutional investors. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company. Prior to that, Dr. Chincarini was director of research at FOLIOfn, a brokerage firm that pioneered basket trading. He also worked at the Bank for International Settlements and holds a Ph.D. in economics from the Massachusetts Institute of Technology. . .
Daehwan Kim, Ph.D., is a professor of economics at the American University in Bulgaria. Previously, he was employed as a financial economist for FOLIOfn. Dr. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph.D. in economics from Harvard University.. .
Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work in financial economics has employed the multivariate Student (and other) distributions which are members of the elliptically symmetric class. There is also a growing body of work which is based on skew-elliptical distributions. These probability models all exhibit the property that the marginal distributions differ only by location and scale parameters or are restrictive in other respects. Very often, such models are not supported by the empirical evidence that the marginal distributions of asset returns can differ markedly. Copula theory is a branch of statistics which provides powerful methods to overcome these shortcomings. This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. Multivariate non-Gaussian dependence is a fact of life for many problems in financial econometrics. This book describes the state of the art in tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has become a popular choice for applications where classical processes cannot model these non-trivial properties; for instance long memory, which is also known as persistence, is of fundamental importance for financial data and in internet traffic. The mathematical theory of fBm is currently being developed vigorously by a number of stochastic analysts, in various directions, using complementary and sometimes competing tools. This book is concerned with several aspects of fBm, including the stochastic integration with respect to it, the study of its supremum and its appearance as limit of partial sums involving stationary sequences, to name but a few. The book is addressed to researchers and graduate students in probability and mathematical statistics. With very few exceptions (where precise references are given), every stated result is proved.
Praise for "Praise for Performance Management: Integrating Strategy Execution, Methodologies, Risk, and Analytics"
"A highly accessible collection of essays on contemporary
thinking in performance management. Readers will get excellent
overviews on the Balanced Scorecard, strategy maps, incentives,
management accounting, activity-based costing, customer lifetime
value, and sustainable shareholder value creation."
"Gary Cokins demonstrates in this book that performance
management is not a mysterious black art, but a structured,
process-oriented discipline. If you want your performance
management system to be a smoothly running analytical machine, read
and apply the ideas in this book--it's all you need."
"Drawing on a deep reservoir of knowledge and experience gained
from hundreds of customer engagements around the world, Gary Cokins
offers an authoritative examination of the major dimensions of
performance management. Cokins not only paints a rich and textured
view of the major principles and concepts driving performance
management implementations, he offers a nuanced look at the
important subtleties that can spell the difference between success
and failure. This is an informative and enjoyable text to read
" In this] very insightful book, the view of an integrated
performance management framework with a goal to link various
operational activities with business strategy is an excellent
approach to manage and improve business. Gary's explanation of
risk-based performance management, for providing the capability to
achieve long-term objectives with reliably calculated risks, is
definitely thought provoking."
"Gary Cokins is clearly one of the world's thought leaders in
the area of performance management, and the need for integrated
performance management, improvement and execution is clearly at a
premium in these challenging economic times. This book is a must
read for CEOs, CFOs, and management accountants around the globe
seeking higher levels of sustainable business performance for their
Get authoritative accounting and auditing guidance. Educate staff on the property and liability insurance industry, its products and regulatory issues, and the related transaction cycles an insurance entity is involved with. This guide contains updates on current GAAP and statutory accounting and audit guidance, as well as relevant guidance contained in standards issued through September 1, 2018 which have a major impact on insurance entities, including: FASB ASU No. 2016-01 and AICPA Q&A Section 7100.15: Insurance Companies and the Definition of Public Business Entity Revenue Recognition Implementation Issue: Considerations for Applying the Scope Exception in FASB ASC 606-10-15-2 and 606-10-15-4 to Contracts Within the Scope of FASB ASC 944
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