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The Theory and Practice of Investment Management Book

The Theory and Practice of Investment Management
The Theory and Practice of Investment Management, In the challenging post–financial crisis environment, investment managers require 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, The Theory and Practice of Investment Management has a rating of 4 stars
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The Theory and Practice of Investment Management, In the challenging post–financial crisis environment, investment managers require 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, The Theory and Practice of Investment Management
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  • The Theory and Practice of Investment Management
  • Written by author Frank J. Fabozzi
  • Published by Wiley, John & Sons, Incorporated, March 2011
  • In the challenging post–financial crisis environment, investment managers require 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
  • The changing nature and rapid growth of the investment management industry, along with new theoretical developments in the field of finance, have led to a need for higher-quality investment management practices and better qualified professionals. The Theo
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Foreword
Sect. 1Foundations of Investment Management1
Ch. 1Investment Management3
Ch. 2Portfolio Selection15
Ch. 3Applying Mean-Variance Analysis43
Ch. 4Asset Pricing Models65
Ch. 5Calculating Investment Returns91
Sect. 2Investing in Common Stock119
Ch. 6Common Stock Markets, Trading Arrangements, and Trading Costs121
Ch. 7Tracking Error and Common Stock Portfolio Management163
Ch. 8Common Stock Portfolio Management Strategies181
Ch. 9Traditional Fundamental Analysis I: Sources of Information209
Ch. 10Traditional Fundamental Analysis II: Financial Ratio Analysis227
Ch. 11Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models275
Ch. 12Security Analysis Using Value-Based Metrics317
Ch. 13Multi-Factor Equity Risk Models343
Ch. 14Equity Derivatives I: Features and Valuation373
Ch. 15Equity Derivatives II: Portfolio Management Applications409
Sect. 3Investing in Fixed-Income Securities437
Ch. 16Fixed-Income Securities439
Ch. 17Real Estate-Backed Securities465
Ch. 18General Principles of Bond Valuation501
Ch. 19Yield Measures and Forward Rates525
Ch. 20Valuation of Bonds with Embedded Options549
Ch. 21Measuring Interest Rate Risk583
Ch. 22Fixed-Income Portfolio Strategies615
Ch. 23Bond Portfolio Analysis Relative to a Benchmark653
Ch. 24Multi-Factor Fixed-Income Risk Models and Their Applications665
Ch. 25Fixed-Income Derivatives and Risk Control697
Sect. 4Investment Companies and Exchange-Traded Funds725
Ch. 26Investment Companies727
Ch. 27Exchange-Traded Funds747
Sect. 5Investing in Real Estate and Alternative Investments761
Ch. 28Real Estate Investment763
Ch. 29Hedge Funds785
Ch. 30Private Equity815
Sect. 6Asset Allocation839
Ch. 31Active Asset Allocation841
Index859


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