Investment Management
2nd Edition
Published on 4. November 1998
Book
Hardback
864 pages
978-0-13-889155-8 (ISBN)
Description
Skillfully tying together theory and practice, this text deals with the management of funds of institutional investors (depository institutions, insurance companies, investment companies, pension funds, and endowment funds and foundations). Building a solid understanding of the investment objectives and policies of these investors, it offers detailed coverage on fixed-income analysis and strategies, discusses the use of derivative instruments, and now contains a much broader coverage of common stock analysis and portfolio management.
More details
Edition
2nd edition
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 252 mm
Width: 198 mm
Thickness: 36 mm
Weight
1489 gr
ISBN-13
978-0-13-889155-8 (9780138891558)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
Frank J. Fabozzi
Investment Management 1 Color Reprint
Book
12/1997
Prentice-Hall
€33.37
Article exhausted; check different version
Content
I. BACKGROUND.
1. Introduction.
2. Overview of Financial Markets and Investments.
II. PORTFOLIO THEORY AND ASSET PRICING.
3. Portfolio Theory.
4. Capital Market Theory and the Capital Asset Pricing Model.
5. Other Asset Pricing Models.
III. INSTITUTIONAL INVESTORS AND THEIR OBJECTIVES.
6. General Principles of Asset/Liability Management.
7. Insurance Companies.
8. Pension Funds and Endowment Funds.
9. Investment Companies.
10. Depository Institutions.
IV. COMMON STOCK ANALYSIS AND PORTFOLIO MANAGEMENT.
11. Overview of Equity Portfolio Management.
12. Fundamental Analysis.
13. Forecasting Earnings.
14. Equity Indexing.
15. Dividend Discount Models.
16. Equity Style Management.
17. Factor-Based Approach to Equity Portfolio Management.
18. Equity Trading.
19. Using Stock Index Futures in Investment Management.
20. Using Equity Options in Investment Management.
21. Equity Option Pricing Models.
V. FIXED INCOME ANALYSIS AND PORTFOLIO MANAGEMENT.
22. Fixed Income Securities.
23. Bond Pricing.
24. Bond Price Volatility.
25. Factors Affecting Bond Yields.
26. Valuation of Bonds with Embedded Options.
27. Bond Portfolio Management Strategies.
28. Liability Funding Strategies.
29. Using Interest Rate Futures and Options in Investment Management.
30. Using Swaps, Caps, and Floors in Investment Management.
VI. ASSET ALLOCATION AND PERFORMANCE EVALUATION.
31. Asset Allocation.
32. Measuring Performance.
33. Evaluating Performance.
APPENDICES.
A. Statistical Concepts.
B. Review of the Income Statement and Balance Sheet.
Glossary.
Name Index.
Subject Index.
1. Introduction.
2. Overview of Financial Markets and Investments.
II. PORTFOLIO THEORY AND ASSET PRICING.
3. Portfolio Theory.
4. Capital Market Theory and the Capital Asset Pricing Model.
5. Other Asset Pricing Models.
III. INSTITUTIONAL INVESTORS AND THEIR OBJECTIVES.
6. General Principles of Asset/Liability Management.
7. Insurance Companies.
8. Pension Funds and Endowment Funds.
9. Investment Companies.
10. Depository Institutions.
IV. COMMON STOCK ANALYSIS AND PORTFOLIO MANAGEMENT.
11. Overview of Equity Portfolio Management.
12. Fundamental Analysis.
13. Forecasting Earnings.
14. Equity Indexing.
15. Dividend Discount Models.
16. Equity Style Management.
17. Factor-Based Approach to Equity Portfolio Management.
18. Equity Trading.
19. Using Stock Index Futures in Investment Management.
20. Using Equity Options in Investment Management.
21. Equity Option Pricing Models.
V. FIXED INCOME ANALYSIS AND PORTFOLIO MANAGEMENT.
22. Fixed Income Securities.
23. Bond Pricing.
24. Bond Price Volatility.
25. Factors Affecting Bond Yields.
26. Valuation of Bonds with Embedded Options.
27. Bond Portfolio Management Strategies.
28. Liability Funding Strategies.
29. Using Interest Rate Futures and Options in Investment Management.
30. Using Swaps, Caps, and Floors in Investment Management.
VI. ASSET ALLOCATION AND PERFORMANCE EVALUATION.
31. Asset Allocation.
32. Measuring Performance.
33. Evaluating Performance.
APPENDICES.
A. Statistical Concepts.
B. Review of the Income Statement and Balance Sheet.
Glossary.
Name Index.
Subject Index.