Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

Első borító
John Wiley & Sons, 2009. aug. 25. - 856 oldal

The most comprehensive coverage of institutional investment management issues

This comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here, respected investment expert Frank Fabozzi moves on to cover a wide array of issues in this evolving field. From valuation and fixed income analysis to alternative investments and asset allocation, Fabozzi provides the best in cutting-edge information for new and seasoned practitioners, as well as professors and students of finance.

  • Contains practical, real-world applications of investment management theories and concepts
  • Uses unique illustrations of factor models to highlight how to build a portfolio
  • Includes insights on execution and measurement of transaction costs
  • Covers fixed income (particularly structured products) and derivatives

Institutional Investment Management is an essential read for anyone who needs to hone their skills in this discipline.

 

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Tartalomjegyzék

Equity and Bond Portfolio Strategies and Applications Chapter 1 Overview of Investment Management
1
Equity and Bond Portfolio Strategies and Applications Chapter 2 Theory of Portfolio Selection
15
Equity and Bond Portfolio Strategies and Applications Chapter 3 Applying MeanVariance Analysis
41
Equity and Bond Portfolio Strategies and Applications Chapter 4 Issues in the Theory of Portfolio Selection
59
Equity and Bond Portfolio Strategies and Applications Chapter 5 Asset Pricing Theories
89
Equity and Bond Portfolio Strategies and Applications Chapter 6 The US Equity Markets
121
Equity and Bond Portfolio Strategies and Applications Chapter 7 Common Stock Strategies and Performance Evaluation
147
Equity and Bond Portfolio Strategies and Applications Chapter 8 Financial Analysis
193
Equity and Bond Portfolio Strategies and Applications Chapter 16 Bond Fundamentals and Risks
457
Equity and Bond Portfolio Strategies and Applications Chapter 17 Treasury and Agency Securities Corporate Bonds and Municipal Bonds
487
Equity and Bond Portfolio Strategies and Applications Chapter 18 Structured Products RMBS CMBS and ABS
507
Equity and Bond Portfolio Strategies and Applications Chapter 19 The Structure of Interest Rates
549
Equity and Bond Portfolio Strategies and Applications Chapter 20 Bond Pricing and Yield Measures
567
Equity and Bond Portfolio Strategies and Applications Chapter 21 Bond Price Volatility and the Measurement of Interest Rate Risk
593
Equity and Bond Portfolio Strategies and Applications Chapter 22 Valuing Bonds with Embedded Options
613
Equity and Bond Portfolio Strategies and Applications Chapter 23 Bond Portfolio Strategies
635

Equity and Bond Portfolio Strategies and Applications Chapter 9 Applied Equity Valuation
245
Equity and Bond Portfolio Strategies and Applications Chapter 10 Forecasting Stock Returns
277
Equity and Bond Portfolio Strategies and Applications Chapter 11 Managing a Common Stock Portfolio with Fundamental Factor Models
299
Equity and Bond Portfolio Strategies and Applications Chapter 12 Transaction Costs and Trade Execution in Common Stock Portfolio Management
331
Equity and Bond Portfolio Strategies and Applications Chapter 13 Using Stock Index Futures and Equity Swaps in Equity Portfolio Management
365
Equity and Bond Portfolio Strategies and Applications Chapter 14 Using Equity Options in Investment Management
397
Equity and Bond Portfolio Strategies and Applications Chapter 15 Equity Option Pricing Models
429
Equity and Bond Portfolio Strategies and Applications Chapter 24 Using Derivatives in Bond Portfolio Management
683
Equity and Bond Portfolio Strategies and Applications Chapter 25 Investment Companies ExchangeTraded Funds and InvestmentOriented Life Insur...
725
Equity and Bond Portfolio Strategies and Applications Chapter 26 Alternative Assets
767
Equity and Bond Portfolio Strategies and Applications Appendix Measuring and Forecasting Yield Volatility
809
Equity and Bond Portfolio Strategies and Applications Index
827
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A szerzőről (2009)

Frank J. Fabozzi, PhD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management, Editor of the Journal of Portfolio Management, and Associate Editor of the Journal of Structured Finance and the Journal of Fixed Income.

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