Theory and Practice of Investment Management Workbook
Theory and Practice of Investment Management Workbook
Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management
Markowitz, Harry M.; Fabozzi, Frank J.; Kostovetsky, Leonard
John Wiley and Sons Ltd
02/2004
420
Mole
Inglês
9780471489504
646
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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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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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