The theory and practice of investment management / Frank J. Fabozzi, Harry M. Markowitz, editors.

Format:

Book

Contributor:

Fabozzi, Frank J.

Markowitz, Harry M., 1927-2023.

Series:

Frank J. Fabozzi series

The Frank J. Fabozzi series

Language:

English

Subjects (All):

Investments--Management.

Investments.

Business enterprises--Finance.

Business enterprises.

Physical Description:

xviii, 894 pages : illustrations ; 24 cm.

Place of Publication:

Hoboken : Wiley, [2002]

Summary:

In today's financial environment, investment management requires an understanding of a multitude of different issues, from how investment objectives are determined to the best way to construct a portfolio given an investment strategy. The Theory and Practice of Investment Management recognizes these needs and addresses them with sharp, innovative insights from some of the most respected experts in the field of investment management.

Led by financial experts Frank Fabozzi and Harry Markowitz, the contributors to this book -- successful practitioners with hands-on expertise -- combine real-world financial knowledge with investment management theory to provide the practical guidance you need to succeed within the investment management arena.

The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles, and is essential reading for practitioners and students alike. Take this opportunity to use proven investment management techniques to protect and grow any portfolio.

Contents:

Section 1 Foundations of Investment Management 1

Chapter 1 Investment Management / Frank J. Fabozzi, Harry M. Markowitz 3

Chapter 2 Portfolio Selection / Frank J. Fabozzi, Harry M. Markowitz, Francis Gupta 15

Chapter 3 Applying Mean-Variance Analysis / Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz 43

Chapter 4 Asset Pricing Models / Frank J. Fabozzi 65

Chapter 5 Calculating Investment Returns / Bruce Feibel 91

Section 2 Investing in Common Stock 119

Chapter 6 Common Stock Markets, Trading Arrangements, and Trading Costs / Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson, Bruce M. Collins 121

Chapter 7 Tracking Error and Common Stock Portfolio Management / Raman Vardharaj, Frank J. Jones, Frank J. Fabozzi 163

Chapter 8 Common Stock Portfolio Management Strategies / Frank J. Fabozzi, James L. Grant 181

Chapter 9 Traditional Fundamental Analysis I: Sources of Information / Pamela P. Peterson, Frank J. Fabozzi 209

Chapter 10 Traditional Fundamental Analysis II: Financial Ratio Analysis / Pamela P. Peterson, Frank J. Fabozzi 227

Chapter 11 Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models / Pamela P. Peterson, Frank J. Fabozzi 275

Chapter 12 Security Analysis Using Value-Based Metrics / James A. Abate, James L. Grant 317

Chapter 13 Multi-Factor Equity Risk Models / Frank J. Fabozzi, Frank J. Jones, Raman Vardharaj 343

Chapter 14 Equity Derivatives I: Features and Valuation / Bruce M. Collins, Frank J. Fabozzi 373

Chapter 15 Equity Derivatives II: Portfolio Management Applications / Bruce M. Collins, Frank J. Fabozzi 409

Section 3 Investing in Fixed-Income Securities 437

Chapter 16 Fixed-Income Securities / Frank J. Fabozzi 439

Chapter 17 Real Estate-Backed Securities / Frank J. Fabozzi 465

Chapter 18 General Principles of Bond Valuation / Frank J. Fabozzi, Steven V. Mann 501

Chapter 19 Yield Measures and Forward Rates / Frank J. Fabozzi, Steven V. Mann 525

Chapter 20 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Steven V. Mann 549

Chapter 21 Measuring Interest Rate Risk / Frank J. Fabozzi, Steven V. Mann 583

Chapter 22 Fixed-Income Portfolio Strategies / Frank J. Fabozzi 615

Chapter 23 Bond Portfolio Analysis Relative to a Benchmark / Lev Dynkin, Jay Hyman, Vadim Konstantinovsky 653

Chapter 24 Multi-Factor Fixed-Income Risk Models and Their Applications / Lev Dynkin, Jay Hyman 665

Chapter 25 Fixed-Income Derivatives and Risk Control / Frank J. Fabozzi 697

Section 4 Investment Companies and Exchange-Traded Funds 725

Chapter 26 Investment Companies / Frank J. Jones, Frank J. Fabozzi 727

Chapter 27 Exchange-Traded Funds / Gary L. Gastineau 747

Section 5 Investing in Real Estate and Alternative Investments 761

Chapter 28 Real Estate Investment / Susan Hudson-Wilson 763

Chapter 29 Hedge Funds / Mark J. P. Anson 785

Chapter 30 Private Equity / Mark J. P. Anson 815

Section 6 Asset Allocation 839

Chapter 31 Active Asset Allocation / Robert D. Arnott 841.

Notes:

Includes bibliographical references and index.

ISBN:

0471228990

OCLC:

50269891