The theory and practice of investment management workbook : step-by-step exercises and tests to help you master the Theory and practice of investment management
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書誌事項
The theory and practice of investment management workbook : step-by-step exercises and tests to help you master the Theory and practice of investment management
(The Frank J. Fabozzi series)
John Wiley & Sons, c2004
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Workbook to accompany: The theory and practice of investment management. 2002
内容説明・目次
内容説明
A practical workbook that promotes the understanding of investment management
The Workbook includes a full answer key and brief chapter summaries, making the information that readers attain from The Theory and Practice of Investment Management (0-471-22889-0) that much more valuable.
Harry M. Markowitz, PhD (San Diego, CA), is a consultant in the finance area. In 1990 he shared the Nobel Prize in Economics for his work in portfolio theory.
Leonard Kostovetsky (Woodmere, NY) is a PhD student in finance at Princeton University. He is the founder of the Princeton Finance and Economics Forum.
目次
PART ONE: Questions and Problems.
CHAPTER 1: Investment Management.
CHAPTER 2: Portfolio Selection.
CHAPTER 3: Applying Mean-Variance Analysis.
CHAPTER 4: Asset Pricing Models.
CHAPTER 5: Calculating Investment Returns.
CHAPTER 6: Common Stock Markets, Trading Arrangements, and Trading Costs.
CHAPTER 7: Tracking Error and Common Stock Portfolio Management.
CHAPTER 8: Common Stock Portfolio Management Strategies.
CHAPTER 9: Traditional Fundamental Analysis I: Sources of Information.
CHAPTER 10: Traditional Fundamental Analysis II: Financial Ratio Analysis.
CHAPTER 11: Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models.
CHAPTER 12: Security Analysis Using Value-Based Metrics.
CHAPTER 13: Multi-Factor Equity Risk Models.
CHAPTER 14: Equity Derivatives I: Features and Valuation.
CHAPTER 15: Equity Derivatives II: Portfolio Management Applications.
CHAPTER 16: Fixed-Income Securities.
CHAPTER 17: Real Estate-Backed Securities.
CHAPTER 18: General Principles of Bond Valuation.
CHAPTER 19: Yield Measures and Forward Rates.
CHAPTER 20: Valuation of Bonds with Embedded Options.
CHAPTER 21: Measuring Interest Rate Risk.
CHAPTER 22: Fixed-Income Portfolio Strategies.
CHAPTER 23: Bond Portfolio Analysis Relative to a Benchmark.
CHAPTER 24: Multi-Factor Fixed-Income Risk Models and Their Applications.
CHAPTER 25: Fixed-Income Derivatives and Risk Control.
CHAPTER 26: Investment Companies.
CHAPTER 27: Exchange-Traded Funds.
CHAPTER 28: Real Estate Investment.
CHAPTER 29: Hedge Funds.
CHAPTER 30: Private Equity.
CHAPTER 31: Active Asset Allocation.
PART TWO: Solutions.
CHAPTER 1: Investment Management.
CHAPTER 2: Portfolio Selection.
CHAPTER 3: Applying Mean-Variance Analysis.
CHAPTER 4: Asset Pricing Models.
CHAPTER 5: Calculating Investment Returns.
CHAPTER 6: Common Stock Markets, Trading Arrangements, and Trading Costs.
CHAPTER 7: Tracking Error and Common Stock Portfolio Management 341
CHAPTER 8: Common Stock Portfolio Management Strategies 343
CHAPTER 9: Traditional Fundamental Analysis I: Sources of Information 347
CHAPTER 10: Traditional Fundamental Analysis II: Financial Ratio Analysis 349
CHAPTER 11: Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models.
CHAPTER 12: Security Analysis Using Value-Based Metrics.
CHAPTER 13: Multi-Factor Equity Risk Models.
CHAPTER 14: Equity Derivatives I: Features and Valuation.
CHAPTER 15: Equity Derivatives II: Portfolio Management Applications.
CHAPTER 16: Fixed-Income Securities.
CHAPTER 17: Real Estate-Backed Securities.
CHAPTER 18: General Principles of Bond Valuation.
CHAPTER 19: Yield Measures and Forward Rates.
CHAPTER 20: Valuation of Bonds with Embedded Options.
CHAPTER 21: Measuring Interest Rate Risk.
CHAPTER 22: Fixed-Income Portfolio Strategies.
CHAPTER 23: Bond Portfolio Analysis Relative to a Benchmark.
CHAPTER 24: Multi-Factor Fixed-Income Risk Models and Their Applications.
CHAPTER 25: Fixed-Income Derivatives and Risk Control.
CHAPTER 26: Investment Companies.
CHAPTER 27: Exchange-Traded Funds.
CHAPTER 28: Real Estate Investment.
CHAPTER 29: Hedge Funds.
CHAPTER 30: Private Equity.
CHAPTER 31: Active Asset Allocation.
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