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Produktbild: Investment Management 2e

Investment Management 2e Asset Allocation, Valuation, Portfolio Construction, and Strategies

88,99 €

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

18.03.2011

Herausgeber

Fabozzi Frank J. + weitere

Verlag

John Wiley & Sons

Seitenzahl

704

Maße (L/B/H)

23,5/15,7/4,2 cm

Gewicht

1158 g

Auflage

2nd Revised edition

Sprache

Englisch

ISBN

978-0-470-92990-2

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

18.03.2011

Herausgeber

Verlag

John Wiley & Sons

Seitenzahl

704

Maße (L/B/H)

23,5/15,7/4,2 cm

Gewicht

1158 g

Auflage

2nd Revised edition

Sprache

Englisch

ISBN

978-0-470-92990-2

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: Investment Management 2e
  • About the Editors.
     
    Contributing Authors.
     
    Foreword.
     
    PART ONE: Instruments, Asset Allocation, Portfolio Selection, and Asset Pricing.
     
    CHAPTER 1: Overview of Investment Management (Frank J. Fabozzi and Harry M. Markowitz).
     
    Setting Investment Objectives.
     
    Establishing an Investment Policy.
     
    Selecting a Portfolio Strategy.
     
    Constructing the Portfolio.
     
    Measuring and Evaluating Performance.
     
    Key Points.
     
    CHAPTER 2: Asset Classes, Alternative Investments, Investment Companies, and Exchange-Traded Funds (Mark J. P. Anson, Frank J. Fabozzi, and Frank J. Jones).
     
    Asset Classes.
     
    Overview of Alternative Asset Products.
     
    Investment Companies.
     
    Exchange-Traded Funds.
     
    Mutual Funds vs. ETFs: Relative Advantages.
     
    Key Points.
     
    Questions.
     
    CHAPTER 3: Portfolio Selection (Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm, and Francis Gupta).
     
    Some Basic Concepts.
     
    Measuring a Portfolio's Expected Return.
     
    Measuring Portfolio Risk.
     
    Portfolio Diversification.
     
    Choosing a Portfolio of Risky Assets.
     
    Issues in Portfolio Selection.
     
    Key Points.
     
    Questions.
     
    CHAPTER 4: Capital Asset Pricing Models (Frank J. Fabozzi and Harry M. Markowitz).
     
    Sharpe-Lintner CAPM.
     
    Roy CAPM.
     
    Confusions Regarding the CAPM.
     
    Two Meanings of Market Efficiency.
     
    CAPM Investors Do Not Get Paid for Bearing Risk.
     
    The "Two Beta" Trap.
     
    Key Points.
     
    Questions.
     
    CHAPTER 5: Factor Models (Guofu Zhou and Frank J. Fabozzi).
     
    Arbitrage Pricing Theory.
     
    Types of Factor Models.
     
    Factor Model Estimation.
     
    Keypoints.
     
    Appendix: Principal Component Analysis in Finance.
     
    Questions.
     
    CHAPTER 6: Modeling Asset Price Dynamics (Dessislava A. Pachamanova and Frank J. Fabozzi).
     
    Financial Time Series.
     
    Binomial Trees.
     
    Arithmetic Random Walks.
     
    Geometric Random Walks.
     
    Mean Reversion.
     
    Advanced Random Walk Models.
     
    Stochastic Processes.
     
    Key Points.
     
    Questions.
     
    CHAPTER 7: Asset Allocation and Portfolio Construction (Noël Amenc, Felix Goltz, Lionel Martellini, and Vincent Milhau).
     
    Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Performance-Seeking Portfolio.
     
    Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Liability-Hedging Portfolio.
     
    Dynamic Allocation Decisions to the Performance-Seeking and Liability-Hedging Portfolios.
     
    Key Points.
     
    Appendix.
     
    Questions.
     
    PART TWO: Equity Analysis and Portfolio Management.
     
    CHAPTER 8: Fundamentals of Common Stock (Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson, and Pamela P. Drake).
     
    Earnings.
     
    Dividends.
     
    The U.S. Equity Markets.
     
    Trading Mechanics.
     
    Trading Costs.
     
    Stock Market Indicators.
     
    Key Points.
     
    Questions.
     
    CHAPTER 9: Common Stock Portfolio Management Strategies (Frank J. Fabozzi, James L. Grant, and Raman Vardharaj).
     
    Integrating the Equity Portfolio Management Process.
     
    Capital Market Price Efficiency.
     
    Tracking Error and Related Measures.
     
    Active vs. Passive Portfolio Management.
     
    Equity Style Management.
     
    Passive Strategies.
     
    Active Investing.
     
    Performance Evaluation.
     
    Key Points.
     
    Questions.