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Portfolio Construction, Management, and Protection, 4/E
Robert A. Strong
This applications-oriented text transitions from theory to practice ina clear, straightforward manner. An ideal text for schools that do nothave a "pure" portfolio course, it accomplishes the objectives of botha traditional investments course and a portfolio theory course. Thebook balances coverage of both the small and large investor, and offersunique coverage of topics not found in other texts, such as fiduciaryduty and investment policy. Numerous references and questions from theCFA exam are also included.
PART I: BACKGROUND, BASIC PRINCIPLES, AND INVESTMENT POLICY.
1. The Process of Portfolio Management.
2. Valuation, Risk, Return, and Uncertainty
3. Setting Portfolio Objectives.
4. Investment Policy.
PART II: PORTFOLIO CONSTRUCTION.
5. The Mathematics of Diversification.
6. Why Diversification is a Good Idea.
7. International Investment and Diversification.
8. The Capital Markets and Market Efficiency.
9. Picking the Equity Players.
10. Security Screening.
11. Bond Pricing and Selection.
12. The Role of Real Assets.
PART III: PORTFOLIO MANAGEMENT.
13. Revision of the Equity Portfolio.
14. Revision of the Fixed Income Portfolio.
15. Principles of Options and Option Pricing.
16. Option Overwriting.
17. Performance Evaluation.
18. Fiduciary Duties and Responsibilities.
PART IV: PORTFOLIO PROTECTION AND EMERGING TOPICS.
19. Principles of the Futures Market.
20. Benching the Equity Players.
21. Removing Interest Rate Risk.
22. Integrating Derivative Assets and Portfolio Management.
23. Contemporary Issues in Portfolio Management.
Robert A. Strongis University Foundation Professor of Investment Education andProfessor of Finance at the University of Maine. He holds a Bachelor ofScience degree in engineering from the United States Military Academyat West Point, a Master of Science degree in business administrationfrom Boston University, and a PhD in finance from Penn StateUniversity. He has also been a visiting professor of finance at MaineMaritime Academy and at Harvard University, where he was DeputyDirector of the Summer Economics Program from 1997?1999. He is aChartered Financial Analyst. Dr. Strong has consulted on riskmanagement and asset valuation for organizations such as Eastern MaineHealthcare, Bangor Hydro Electric Company, Maine Public ServiceCompany, Energy Atlantic, the Maine State Police, the Maine ForestService, Irving Oil, James W. Sewall Company, and Texas Instruments. Hehas been a conference speaker for the Chicago Board Options Exchange,the Chicago Board of Trade, and the American Stock Exchange. Hiscurrent research interests center on investor asset allocation. Inaddition to four successful textbooks, he has published in journalsranging from the JOURNAL OF FINANCE and THE JOURNAL OF PORTFOLIOMANAGEMENT to the trade journals PENSIONS & INVESTMENTS and FUTURES.
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