The Theory and Practice of Investment Management Workbook

Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management
1. Auflage 2004
ISBN: 978-0-471-48950-4
Verlag: Wiley & Sons

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Autoren

Autoren

Markowitz, Harry M.

Fabozzi, Frank J.

Kostovetsky, Leonard

Über den Autor

Markowitz, Harry M.
Harry M. Markowitz wurde 1927 in Chicago geboren. Als 25-jähriger Student veröffentlichte er zum ersten Mal auf 14 Seiten seine Theorie der Portfolio Selection. Nach seiner Dissertation an der Universität von Chicago arbeitete er einige Jahre bei der RAND Corporation in Santa Monica und kehrte dann an die Universität zurück. Markowitz, heute Professor am Baruch College in New York City, erhielt 1989 den Von-Neumann-Preis des "Institut of Management Sciences" und wurde 1990 mit dem Nobelpreis azsgezeichnet.

Inhaltsverzeichnis

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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