The theory and practice of investment management [Texte imprimé] : asset allocation, valuation, portfolio construction, and strategies / Frank J. Fabozzi, Harry M. Markowitz, editors.

Edition: 2nd ed.
ISBN: 978-0-470-92990-2 (rel)
0-470-92990-1 (rel)
Note de bibliographie: Index.
Table des matières: P. 1 Part one, Instruments, asset allocation, portfolio selection and asset pricing P. 3 Chapter 1, Overview of investment management / Frank J. Fabozzi and Harry M. Markowitz P. 15 Chapter 2, Asset classes, alternative investments, investment companies and exchange-traded funds / Mark J. P. Anson, Frank J. Fabozzi and Frank J. Jones P. 45 Chapter 3, Portfolio selection / Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm and Francis Gupta P. 79 Chapter 4, Capital asset pricing models / Frank J. Fabozzi and Harry M. Markowitz P. 103 Chapter 5, Factor models / Guofu Zhou and Frank J. Fabozzi P. 125 Chapter 6, Modeling asset price dynamics / Dessislava A. Pachamanova and Frank J. Fabozzi P. 159 Chapter 7, Asset allocation and portfolio construction / Noël Amenc, Felix Goltz, LIonel Martellini and Vincent Milhau P. 205 Part two, Equity analysis and portfolio management P. 207 Chapter 8, Fundamentals of common stock / Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson and Pamela P. Drake P. 229 Chapter 9, Common stock portfolio management strategies / Frank J. Fabozzi, James L. Grant and Raman Vardharaj P. 271 Chapter 10, Approaches to common stock validation / Pamela P. Drake, Frank J. Fabozzi and Glen A. Larsen Jr. P. 287 Chapter 11, Quantitative equity portfolio management / Andrew Alford, Robert Jones and Terence Lim P. 307 Chapter 12, Long-short equity portfolios / Bruce I. Jacobs and Kenneth N. Levy P. 327 Chapter 13, Multifactor equity risk models / Frank J. Fabozzi, Raman Vardharaj and Frank J. Jones P. 345 Chapter 14, Fundamentals of equity derivatives / Bruce M. Collins and Frank J. Fabozzi P. 383 Chapter 15, Using equity derivatives in portfolio management / Bruce M. Collins and Frank J. Fabozzi P. 415 Part three, Bond analysis and portfolio management P. 417 Chapter 16, Bonds, asset-backed securities and mortgage-backed securities / Frank J. Fabozzi P. 457 Chapter 17, Bond analytics / Frank J. Fabozzi P. 489 Chapter 18, Bond analytics / Frank J. Fabozzi and Steven V. Mann P. 535 Chapter 19, Bond portfolio strategies for outperforming a benchmark / Bülent Baygün and Robert Tzucker P. 557 Chapter 20, The art of fixed income portfolio investing / Chris P. Dialynas and Ellen J. Rachlin P. 585 Chapter 21, Multifactor fixed income risk models and their applications / Anthony Lazanas, Antonio Baldaque da Silva, Radu Gabudean and Arne D. Staal P. 623 Chapter 22, Interest rate derivatives and risk control / Frank J. Fabozzi P. 647 Chapter 23, Credit default swaps and the indexes / Stephen J. Antczak, Douglas J. Lucas and Frank J. Fabozzi
Résumé ou extrait: "An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena."--Provided by publisher
Bibliothèque Cote Statut Date de retour prévue Code barres Format
BU Vauban EDHEC Business School Lille  131.28 THE  Disponible   --   00054343   Monographie imprimée