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The Theory and Practice of Investment Management Workbook: Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management

The Theory and Practice of Investment Management Workbook: Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management

Harry M. Markowitz, Frank J. Fabozzi, Leonard Kostovetsky

ISBN: 978-0-471-48950-4

Feb 2004

420 pages

Select type: Paperback

$60.00

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Description

A practical workbook that promotes the understanding of investment management
The Workbook includes a full answer key and brief chapter summaries, making the information that readers attain from The Theory and Practice of Investment Management (0-471-22889-0) that much more valuable.
Harry M. Markowitz, PhD (San Diego, CA), is a consultant in the finance area. In 1990 he shared the Nobel Prize in Economics for his work in portfolio theory.
Leonard Kostovetsky (Woodmere, NY) is a PhD student in finance at Princeton University. He is the founder of the Princeton Finance and Economics Forum.

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PART ONE: Questions and Problems.

CHAPTER 1: Investment Management.

CHAPTER 2: Portfolio Selection.

CHAPTER 3: Applying Mean-Variance Analysis.

CHAPTER 4: Asset Pricing Models.

CHAPTER 5: Calculating Investment Returns.

CHAPTER 6: Common Stock Markets, Trading Arrangements, and Trading Costs.

CHAPTER 7: Tracking Error and Common Stock Portfolio Management.

CHAPTER 8: Common Stock Portfolio Management Strategies.

CHAPTER 9: Traditional Fundamental Analysis I: Sources of Information.

CHAPTER 10: Traditional Fundamental Analysis II: Financial Ratio Analysis.

CHAPTER 11: Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models.

CHAPTER 12: Security Analysis Using Value-Based Metrics.

CHAPTER 13: Multi-Factor Equity Risk Models.

CHAPTER 14: Equity Derivatives I: Features and Valuation.

CHAPTER 15: Equity Derivatives II: Portfolio Management Applications.

CHAPTER 16: Fixed-Income Securities.

CHAPTER 17: Real Estate-Backed Securities.

CHAPTER 18: General Principles of Bond Valuation.

CHAPTER 19: Yield Measures and Forward Rates.

CHAPTER 20: Valuation of Bonds with Embedded Options.

CHAPTER 21: Measuring Interest Rate Risk.

CHAPTER 22: Fixed-Income Portfolio Strategies.

CHAPTER 23: Bond Portfolio Analysis Relative to a Benchmark.

CHAPTER 24: Multi-Factor Fixed-Income Risk Models and Their Applications.

CHAPTER 25: Fixed-Income Derivatives and Risk Control.

CHAPTER 26: Investment Companies.

CHAPTER 27: Exchange-Traded Funds.

CHAPTER 28: Real Estate Investment.

CHAPTER 29: Hedge Funds.

CHAPTER 30: Private Equity.

CHAPTER 31: Active Asset Allocation.

PART TWO: Solutions.

CHAPTER 1: Investment Management.

CHAPTER 2: Portfolio Selection.

CHAPTER 3: Applying Mean-Variance Analysis.

CHAPTER 4: Asset Pricing Models.

CHAPTER 5: Calculating Investment Returns.

CHAPTER 6: Common Stock Markets, Trading Arrangements, and Trading Costs.

CHAPTER 7: Tracking Error and Common Stock Portfolio Management 341

CHAPTER 8: Common Stock Portfolio Management Strategies 343

CHAPTER 9: Traditional Fundamental Analysis I: Sources of Information 347

CHAPTER 10: Traditional Fundamental Analysis II: Financial Ratio Analysis 349

CHAPTER 11: Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models.

CHAPTER 12: Security Analysis Using Value-Based Metrics.

CHAPTER 13: Multi-Factor Equity Risk Models.

CHAPTER 14: Equity Derivatives I: Features and Valuation.

CHAPTER 15: Equity Derivatives II: Portfolio Management Applications.

CHAPTER 16: Fixed-Income Securities.

CHAPTER 17: Real Estate-Backed Securities.

CHAPTER 18: General Principles of Bond Valuation.

CHAPTER 19: Yield Measures and Forward Rates.

CHAPTER 20: Valuation of Bonds with Embedded Options.

CHAPTER 21: Measuring Interest Rate Risk.

CHAPTER 22: Fixed-Income Portfolio Strategies.

CHAPTER 23: Bond Portfolio Analysis Relative to a Benchmark.

CHAPTER 24: Multi-Factor Fixed-Income Risk Models and Their Applications.

CHAPTER 25: Fixed-Income Derivatives and Risk Control.

CHAPTER 26: Investment Companies.

CHAPTER 27: Exchange-Traded Funds.

CHAPTER 28: Real Estate Investment.

CHAPTER 29: Hedge Funds.

CHAPTER 30: Private Equity.

CHAPTER 31: Active Asset Allocation.

  • TESTS THE READER'S KNOWLEDGE OF THE INFORMATION CONTAINED IN THE THEORY AND PRACTICE OF INVESTMENT MANAGEMENT. Tests students and readers by giving them practical guidance to succeed in the arena of investment management.
  • READERS TEST THEIR UNDERSTANDING OF MAIN INVESTMENT MANAGEMENT BASICS. From the foundations of investment management, investing in common stocks and fixed-income securities to the companies, ETFs, real estate and alternative investment areas, this book will test it all.
  • CAN BE USED BY STUDENTS, PROFESSORS, AND/OR PROFESSIONAL INVESTORS.