PORTFOLIO MGMT 2E/ISE
2nd Edition
Published on 16. October 1996
Book
Paperback/Softback
512 pages
978-0-07-114244-1 (ISBN)
Description
This text for courses in Portfolio Management presents the modern theories of portfolio management and clearly explains and illustrates their practical applications. This textbook avoids elaborate discussions of narrowly-based investment techniques. Instead, the exposition is clear, practical, and enriched with illustrations and examples. The text is unique in its presentation of a systematic approach to portfolio management, relying on modern techniques and emphasizing the need for greater structure and discipline in the investment process.
More details
Edition
2nd edition
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 241 mm
Width: 165 mm
Thickness: 18 mm
Weight
885 gr
ISBN-13
978-0-07-114244-1 (9780071142441)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
James Farrell
Portfolio Management: Theory and Applications
Book
11/1996
2nd Edition
McGraw-Hill Professional
€75.51
Article exhausted; check for reprint
Content
PART I: INTRODUCTION1. Systematic Portfolio ManagementPART II: PORTFOLIO CONSTRUCTION AND ANALYSIS2. Portfolio Construction.3. Capital Market Theory and Applied Portfolio Analysis4. Arbitrage Pricing Theory/Multi-Index ModelPART III: SECURITY VALUATION AND RISK ANALYSIS5. Bond Valuation and Risk Analysis6. Applying Valuation Model Methods7. Simplified Valuation ModelsPART IV: ASSET CLASS MANAGEMENT8. Disciplined Stock Selection9. Asset Allocation/Market Timing10. Equity Investment Styles11. International InvestingPART V: DERIVATIVES VALUATION AND PORTFOLIO APPLICATIONS12. Financial Futures13. Options14. Managing the Bond PortfolioPART VI: PORTFOLIO EVALUATION15. Evaluating Portfolio Performance