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The Theory and Practice of Investment Management-2ed-2011.pdf
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| Title: | The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies | Volume: | |
| Author(s): | Frank J. Fabozzi CFA, Harry M. Markowitz (editors) | ||
| Series: | Frank J. Fabozzi Series | Periodical: | |
| Publisher: | Wiley | City: | |
| Year: | 2011 | Edition: | 2 |
| Language: | English | Pages: | 761 |
| ISBN: | 0470929901, 9780470929902, 9781118267028 | ID: | |
Content:
Chapter 1 Overview of Investment Management (pages 1–14): Frank J. Fabozzi and Harry M. Markowitz
Chapter 2 Asset Classes, Alternative Investments, Investment Companies, and Exchange?Traded Funds (pages 15–44): Mark J. P. Anson, Frank J. Fabozzi and Frank J. Jones
Chapter 3 Portfolio Selection (pages 45–78): Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm and Francis Gupta
Chapter 4 Capital Asset Pricing Models (pages 79–101): Frank J. Fabozzi and Harry M. Markowitz
Chapter 5 Factor Models (pages 103–124): Guofu Zhou and Frank J. Fabozzi
Chapter 6 Modeling Asset Price Dynamics (pages 125–158): Dessislava A. Pachamanova and Frank J. Fabozzi
Chapter 7 Asset Allocation and Portfolio Construction (pages 159–203): Noel Amenc, Felix Goltz, Lionel Martellini and Vincent Milhau
Chapter 8 Fundamentals of Common Stock (pages 205–227): Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson and Pamela P. Drake
Chapter 9 Common Stock Portfolio Management Strategies (pages 229–270): Frank J. Fabozzi, James L. Grant and Raman Vardharaj
Chapter 10 Approaches to Common Stock Valuation (pages 271–286): Pamela P. Drake, Frank J. Fabozzi and Glen A. Larsen
Chapter 11 Quantitative Equity Portfolio Management (pages 287–306): Andrew Alford, Robert Jones and Terence Lim
Chapter 12 Long?Short Equity Portfolios (pages 307–326): Bruce I. Jacobs and Kenneth N. Levy
Chapter 13 Multifactor Equity Risk Models (pages 327–343): Frank J. Fabozzi, Raman Vardharaj and Frank J. Jones
Chapter 14 Fundamentals of Equity Derivatives (pages 345–382): Bruce M. Collins and Frank J. Fabozzi
Chapter 15 Using Equity Derivatives in Portfolio Management (pages 383–414): Bruce M. Collins and Frank J. Fabozzi
Chapter 16 Bonds, Asset?Backed Securities, and Mortgage?Backed Securities (pages 417–456): Frank J. Fabozzi
Chapter 17 Bond Analytics: Basic Valuation, Yield Measures, and Interest Rate Risk Measures (pages 457–488): Frank J. Fabozzi
Chapter 18 Bond Analytics: Spot Rates, Forward Rates, Yield Spreads, and Valuation (pages 489–534): Frank J. Fabozzi and Steven V. Mann
Chapter 19 Bond Portfolio Strategies for Outperforming a Benchmark (pages 535–555): Bulent Baygun and Robert Tzucker
Chapter 20 The Art of Fixed Income Portfolio Investing (pages 557–584): Chris P. Dialynas and Ellen J. Rachlin
Chapter 21 Multifactor Fixed Income Risk Models and Their Applications (pages 585–622): Anthony Lazanas, Antonio Baldaque da Silva, Radu Gabudean and Arne D. Staal
Chapter 22 Interest Rate Derivatives and Risk Control (pages 623–645): Frank J. Fabozzi
Chapter 23 Credit Default Swaps and the Indexes (pages 647–659): Stephen J. Antczak, Douglas J. Lucas and Frank J. Fabozzi
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