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Investments / Zvi Bodie, Alex Kane, Alan J. Marcus.
LIBRA HG4521 .B564 2002
Available from offsite location
- Format:
- Book
- Author/Creator:
- Bodie, Zvi.
- Series:
- McGraw-Hill/Irwin series in finance, insurance, and real estate
- The McGraw-Hill/Irwin series in finance, insurance, and real estate
- Language:
- English
- Subjects (All):
- Investments.
- Portfolio management.
- Physical Description:
- xxviii, 1015 pages : illustrations ; 26 cm.
- Edition:
- Fifth edition.
- Place of Publication:
- Boston : McGraw-Hill/Irwin, [2002]
- Contents:
- 1 The Investment Environment 2
- 2 Markets and Instruments 27
- 3 How Securities Are Traded 64
- 4 Mutual Funds and Other Investment Companies 103
- 5 History of Interest Rates and Risk Premiums 131
- Part 2 Portfolio Theory 153
- 6 Risk and Risk Aversion 154
- 7 Capital Allocation between the Risky Asset and the Risk-Free Asset 183
- 8 Optimal Risky Portfolios 207
- Part 3 Equilibrium in Capital Markets 257
- 9 The Capital Asset Pricing Model 258
- 10 Single-Index and Multifactor Models 292
- 11 Arbitrage Pricing Theory 320
- 12 Market Efficiency 340
- 13 Empirical Evidence on Security Returns 382
- Part 4 Fixed-Income Securities 413
- 14 Bond Prices and Yields 414
- 15 The Term Structure of Interest Rates 452
- 16 Managing Bond Portfolios 482
- Part 5 Security Analysis 531
- 17 Macroeconomic and Industry Analysis 532
- 18 Equity Valuation Models 562
- 19 Financial Statement Analysis 606
- Part 6 Options, Futures, and Other Derivatives 647
- 20 Options Markets: Introduction 648
- 21 Option Valuation 696
- 22 Futures Markets 739
- 23 Futures and Swaps: A Closer Look 766
- Part 7 Active Portfolio Management 805
- 24 Portfolio Performance Evaluation 806
- 25 International Diversification 848
- 26 The Process of Portfolio Management 873
- 27 The Theory of Active Portfolio Management 916
- Appendix A Quantitative Review 939
- Appendix B CFA Citations 976.
- Notes:
- Includes bibliographical references and indexes.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Rosengarten Family Fund.
- ISBN:
- 0072339160
- 0071123059
- OCLC:
- 48003371
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