Portfolio Management: Theory and Applications
2nd Edition
Published on 30. November 1996
Book
Hardback
560 pages
978-0-07-020082-1 (ISBN)
Description
This text presents the modern theories of portfolio management and clearly explains and illustrates their practical applications. It 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
Illustrations
Illustrations
Dimensions
Height: 241 mm
Width: 165 mm
Thickness: 25 mm
Weight
862 gr
ISBN-13
978-0-07-020082-1 (9780070200821)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
FARRELL
PORTFOLIO MGMT 2E/ISE
Book
10/1996
2nd Edition
McGraw-Hill Professional
€58.17
Article is exhausted; no 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