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Quantitative Investment Analysis Workbook, 2nd Edition

ISBN: 978-1-118-04484-1
216 pages
December 2010
Quantitative Investment Analysis Workbook, 2nd Edition (1118044843) cover image
In Quantitative Investment Analysis Workbook, Second Edition, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide—which parallels the main book chapter by chapter—contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.
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PART 1 Learning Outcomes, Summary Overview, and Problems

CHAPTER 1 The Time Value of Money 3

Learning Outcomes 3

Summary Overview 3

Problems 4

CHAPTER 2 Discounted Cash Flow Applications 7

Learning Outcomes 7

Summary Overview 7

Problems 8

CHAPTER 3 Statistical Concepts andMarket Returns 11

Learning Outcomes 11

Summary Overview 11

Problems 13

CHAPTER 4 Probability Concepts 21

Learning Outcomes 21

Summary Overview 21

Problems 23

CHAPTER 5 Common Probability Distributions 29

Learning Outcomes 29

Summary Overview 30

Problems 31

CHAPTER 6 Sampling and Estimation 37

Learning Outcomes 37

Summary Overview 37

Problems 39

CHAPTER 7 Hypothesis Testing 43

Learning Outcomes 43

Summary Overview 44

Problems 46

CHAPTER 8 Correlation and Regression 53

Learning Outcomes 53

Summary Overview 53

Problems 55

CHAPTER 9 Multiple Regression and Issues in Regression Analysis 67

Learning Outcomes 67

Summary Overview 68

Problems 70

CHAPTER 10 Time-Series Analysis 83

Learning Outcomes 83

Summary Overview 84

Problems 85

CHAPTER 11 Portfolio Concepts 97

Learning Outcomes 97

Summary Overview 98

Problems 102

PART 2 Solutions

CHAPTER 1 The Time Value of Money 111

Solutions 111

CHAPTER 2 Discounted Cash Flow Applications 129

Solutions 129

CHAPTER 3 Statistical Concepts andMarket Returns 135

Solutions 135

CHAPTER 4 Probability Concepts 149

Solutions 149

CHAPTER 5 Common Probability Distributions 155

Solutions 155

CHAPTER 6 Sampling and Estimation 161

Solutions 161

CHAPTER 7 Hypothesis Testing 167

Solutions 167

CHAPTER 8 Correlation and Regression 175

Solutions 175

CHAPTER 9 Multiple Regression and Issues in Regression Analysis 185

Solutions 185

CHAPTER 10 Time-Series Analysis 193

Solutions 193

CHAPTER 11 Portfolio Concepts 199

Solutions 199

About the CFA Program 205

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RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville. He earned his CFA charter in 1999.

DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.

JERALD E. PINTO, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. Before coming to CFA Institute in 2002, he consulted in investment planning, portfolio analysis, and quantitative analysis. He holds an MBA from Baruch College and a PhD in finance from the Stern School. Pinto earned his CFA charter in 1992.

DAVID E. RUNKLE, CFA, is Vice President and Research Manager at U.S. Bancorp Piper Jaffray. He is an adjunct professor of finance in the Carlson School of Management at the University of Minnesota. Runkle received a BA in economics from Carleton College and a PhD in economics from MIT.

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