Fabozzi / Markowitz The Theory and Practice of Investment Management

1. Auflage 2002
ISBN: 978-0-471-44565-4
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 912 Seiten, E-Book

Reihe: Frank J. Fabozzi Series

Expert advice that applies the theory and practice of investmentmanagement to today's financial environment
The changing nature and rapid growth of the investmentmanagement industry, along with new theoretical developments in thefield of finance, have led to a need for higher quality investmentmanagement practices and better qualified professionals. TheTheory and Practice of Investment Management recognizesthese needs and addresses them with sharp, innovative insights fromsome of the most respected experts in the field of investmentmanagement.
The Theory and Practice of Investment Managementdiscusses and describes the full scope of investment products andstrategies available in today's market. Led by financial expertsFrank Fabozzi and Harry Markowitz, the contributors to this bookare active, successful practitioners with hands-on expertise. Bycombining real-world financial knowledge with investment managementtheory, this book provides a complete analysis of all pertinentinvestment products-including hedge funds and private equity-andexplores a wide range of investment strategies. Tying togethertheoretical advances in investment management with actualapplications, this book gives readers an opportunity to use proveninvestment management techniques to protect and grow a portfoliounder many different circumstances.

Autoren/Hrsg.

Fabozzi, Frank J.

Markowitz, Harry M.

Inhaltsverzeichnis

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 Mean-Variance Analysis (Frank J. Fabozzi, etal.).
Chapter 4. Asset Pricing Models (Frank J. Fabozzi).
Chapter 5. Calculating Investment Returns (Bruce Feibel).
SECTION TWO: INVESTING IN COMMON STOCK.
Chapter 6. Common Stock Markets, Trading Arrangements, and TradingCosts (Frank J. Fabozzi, et al.).
Chapter 7. Tracking Error and Common Stock Portfolio Management(Raman Vardharaj, et al.).
Chapter 8. Common Stock Portfolio Management Strategies (Frank J.Fabozzi and James L. Grant).
Chapter 9. Traditional Fundamental Analysis I: Sources ofInformation (Pamela P. Peterson and Frank J. Fabozzi).
Chapter 10. Traditional Fundamental Analysis II: Financial RatioAnalysis (Pamela P. Peterson and Frank J. Fabozzi).
Chapter 11. Traditional Fundamental Analysis III: EarningsAnalysis, Cash Analysis, Dividends, and Dividend Discount Models(Pamela P. Peterson and Frank J. Fabozzi).
Chapter 12. Security Analysis Using Value-Based Metrics (James A.Abate and James L. Grant).
Chapter 13. Multi-Factor Equity Risk Models.
Chapter 14. Equity Derivatives 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 andSteven V. Mann).
Chapter 20. Valuation of Bonds with Embedded Options (Frank J.Fabozzi and Steven V. Mann).
Chapter 21. Measuring Interest Rate Risk (Frank J. Fabozzi andSteven V. Mann).
Chapter 22. Fund-Income Portfolio Strategies (Frank J.Fabozzi).
Chapter 23. Bond Portfolio Analysis Relative to a Benchmark (LevDynkin, et al.).
Chapter 24. Multi-Factor Fixed-Income Risk Models and TheirApplications (Lev Dynkin and Jay Hyman).
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 ALTERNATIVEINVESTMENTS.
Chapter 28. Real Estate Investment (Susan Hudson-Wilson).
Chapter 29. Hedge Funds (Mark J. P. Anson).
Chapter 30. Private Equity (Mark J. P. Anson).
SECTION SIX: ASSET ALLOCATION.
Chapter 31. Active Asset Allocation (Robert D. Arnott).
Index.

Über Autor(innen)

FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of PortfolioManagement and an Adjunct Professor of Finance at Yale University'sSchool of Management. Dr. Fabozzi is on the board of directors ofthe Guardian Life family of funds and the BlackRock complex offunds. He is an Advisory Analyst for Global Asset Management (GAM)with responsibilities as Consulting Director for portfolioconstruction, risk control, and evaluation.
HARRY M. MARKOWITZ, PhD, is a consultant in the finance area. In1990, he shared the Nobel Prize in Economics for his work inportfolio theory. In 1989, he received the John von Neumann Awardfrom the Operations Research Society of America for his work inportfolio theory and other applications of mathematics andcomputers to business practice.