Portfolio management : theory and application

Author(s)

Bibliographic Information

Portfolio management : theory and application

James L. Farrell, Jr. with the collaboration of Walter J. Reinhart

(McGraw-Hill series in finance)

McGraw-Hill, c1997

2nd ed

Available at  / 10 libraries

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Note

Rev. ed. of: Guide to portfolio management. c1983

Includes bibliographical references and index

Description and Table of Contents

Description

This text presents the modern theories of portfolio management and clearly explains and illustrates their practical applications. It avoids elaborate discussions of narrowly-based investment techniques. Instead, the exposition is clear, practical, and enriched with illustrations and examples. The text is unique in its presentation of a systematic approach to portfolio management, relying on modern techniques and emphasizing the need for greater structure and discipline in the investment process.

Table of Contents

PART I: INTRODUCTION1. Systematic Portfolio ManagementPART II: PORTFOLIO CONSTRUCTION AND ANALYSIS2. Portfolio Construction.3. Capital Market Theory and Applied Portfolio Analysis4. Arbitrage Pricing Theory/Multi-Index ModelPART III: SECURITY VALUATION AND RISK ANALYSIS5. Bond Valuation and Risk Analysis6. Applying Valuation Model Methods7. Simplified Valuation ModelsPART IV: ASSET CLASS MANAGEMENT8. Disciplined Stock Selection9. Asset Allocation/Market Timing10. Equity Investment Styles11. International InvestingPART V: DERIVATIVES VALUATION AND PORTFOLIO APPLICATIONS12. Financial Futures13. Options14. Managing the Bond PortfolioPART VI: PORTFOLIO EVALUATION15. Evaluating Portfolio Performance

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Details

  • NCID
    BA30966079
  • ISBN
    • 0070200823
  • LCCN
    96022194
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York
  • Pages/Volumes
    xvi, 560 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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