Portfolio management : theory and application
著者
書誌事項
Portfolio management : theory and application
（McGraw-Hill series in finance）
McGraw-Hill, c1997
2nd ed
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注記
Rev. ed. of: Guide to portfolio management. c1983
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
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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