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Handbook of Portfolio Management



Handbook of Portfolio Management

Frank J. Fabozzi

ISBN: 978-1-883-24941-0 September 1998 756 Pages

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This authoritative, all-in-one resource gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today's volatile market environment. From an overview of monetary policy to detailed descriptions of hedging risk through use of derivatives, Fabozzi's Handbook of Portfolio Management covers a wide range of investment portfolio management skills.
Contributing Authors.

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1. Overview of Portfolio Management (F. Fabozzi).

2. Monetary Policy: How the Fed Sets, Implements, and Measures Policy Choices (D. Jones and E. Rachlin).

3. The Changing Framework and Methods of Investment Management (S. Focardi).

4. Mean-Variance Optimization for Practitioners of Asset Allocation (F. Gupta and D. Eichhorn).

5. Foreign Exchange Hedging by Managers of International Fixed Income and Equity Portfolios (D. DeRosa).

6. Investment Management for Taxable Investors (D. Stein and J. Garland).


7. Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy).

8. Investment Analysis Profiting from Complex Equity Market (B. Jacobs and K. Levy).

9. Dividend Discount Models (W. Hurley and F. Fabozzi).

10. Factor-Based Approach to Equity Portfolio Management (F. Fabozzi).

11. Review of Financial Statements (F. Fabozzi, et al.).

12. Introduction to Fundamental Analysis (F. Fabozzi, et al.).

13. Security Analysis Using EVA(r) (J. Grant).

14. Overview of Equity Style Management (F. Fabozzi).

15. Enhanced Equity Indexing (J. Loftus).

16. The Asian Growth Paradigm as an Investment Tool (K. Bhala).

17. Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards).

18. The Use of Derivatives in Managing Equity Portfolios (R. Clarke, et al.).


19. Fixed Income Analytics: Valuation and Risk Measurement (F. Fabozzi).

20. Quantitative Analysis of Fixed Income Portfolios Relative to Indices (L. Dynkin and J. Hyman).

21. A Return Attribution Model for Fixed Income Securities (L. Dynkin, et al.).

22. Credit Analysis for Corporate Bonds (J. Howe).

23. Term Structure Factor Models (R. Kuberek).

24. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).

25. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin).

26. Manging Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).

27. Global Corporate Bond Portfolio Management (J. Malvey).

28. International Bond Portfolio Management (C. Steward and H. Lynch).

29. Emerging Fixed Income and Local Currency: An Investment Management View (L. Luis).

30. Hedging Corporate Securities with Treasury and Derivative Instruments (M. Rooney).

31. Index Total Return Swaps and Their Fixed Income Portfolio Management Applications (M. Rooney).


32. Stock Portfolio Attribution Analysis (F. Jones and R. Kahn).

33. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).