内容

目次

About the Editors. Contributing Authors. Foreword (Peter L.Bernstein). SECTION ONE: FOUNDATIONS OF INVESTMENT MANAGEMENT. Chapter 1.Investment Management (Frank J. Fabozzi and Harry M. Markowitz). Chapter 2.Portfolio Selection (Frank J. Fabozzi, et al.). Chapter 3. Applying MeanVariance Analysis (Frank J. Fabozzi, et al.). Chapter 4. Asset PricingModels (Frank J. Fabozzi). Chapter 5. Calculating Investment Returns (BruceFeibel). SECTION TWO: INVESTING IN COMMON STOCK. Chapter 6. Common StockMarkets, Trading Arrangements, and Trading Costs (Frank J. Fabozzi, et al.).Chapter 7. Tracking Error and Common Stock Portfolio Management (RamanVardharaj, et al.). Chapter 8. Common Stock Portfolio Management Strategies(Frank J. Fabozzi and James L. Grant). Chapter 9. Traditional FundamentalAnalysis I: Sources of Information (Pamela P. Peterson and Frank J. Fabozzi).Chapter 10. Traditional Fundamental Analysis II: Financial Ratio Analysis(Pamela P. Peterson and Frank J. Fabozzi). Chapter 11. TraditionalFundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, andDividend Discount Models (Pamela P. Peterson and Frank J. Fabozzi). Chapter12. Security Analysis Using Value Based Metrics (James A. Abate and James L.Grant). Chapter 13. Multi Factor Equity Risk Models. Chapter 14. EquityDerivatives I: Features and Valuation (Bruce M. Collins and Frank J.Fabozzi). Chapter 15. Equity Derivatives II: Portfolio ManagementApplications (Bruce M. Collins and Frank J. Fabozzi). SECTION THREE:INVESTING IN FIXED INCOME SECURITIES. Chapter 16. Fixed Income Securities(Frank J. Fabozzi). Chapter 17. Real Estate Backed Securities (Frank J.Fabozzi). Chapter 18. General Principles of Bond Valuation (Frank J. Fabozziand Steven V. Mann). Chapter 19. Yield Measures and Forward Rates (Frank J.Fabozzi and Steven V. Mann). Chapter 20. Valuation of Bonds with EmbeddedOptions (Frank J. Fabozzi and Steven V. Mann). Chapter 21. MeasuringInterest Rate Risk (Frank J. Fabozzi and Steven V. Mann). Chapter 22. FundIncome Portfolio Strategies (Frank J. Fabozzi). Chapter 23. Bond PortfolioAnalysis Relative to a Benchmark (Lev Dynkin, et al.). Chapter 24. MultiFactor Fixed Income Risk Models and Their Applications (Lev Dynkin and JayHyman). Chapter 25. Fixed Income Derivatives and Risk Control (Frank J.Fabozzi). SECTION FOUR: INVESTMENT COMPANIES AND EXCHANGE TRADED FUNDS.Chapter 26. Investment Companies (Frank J. Jones and Frank J. Fabozzi).Chapter 27. Exchange Traded Funds (Gary L. Gastineau). SECTION FIVE:INVESTING IN REAL ESTATE AND ALTERNATIVE INVESTMENTS. Chapter 28. RealEstate Investment (Susan Hudson Wilson). Chapter 29. Hedge Funds (Mark J. P.Anson). Chapter 30. Private Equity (Mark J. P. Anson). SECTION SIX: ASSETALLOCATION. Chapter 31. Active Asset Allocation (Robert D. Arnott). Index.