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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.
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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.
Produktdetails
- Produktdetails
- Frank J. Fabozzi Series
- Verlag: Wiley & Sons
- 1. Auflage
- Seitenzahl: 766
- Erscheinungstermin: 15. September 1998
- Englisch
- Abmessung: 240mm x 161mm x 45mm
- Gewicht: 1134g
- ISBN-13: 9781883249410
- ISBN-10: 1883249414
- Artikelnr.: 14870735
- Frank J. Fabozzi Series
- Verlag: Wiley & Sons
- 1. Auflage
- Seitenzahl: 766
- Erscheinungstermin: 15. September 1998
- Englisch
- Abmessung: 240mm x 161mm x 45mm
- Gewicht: 1134g
- ISBN-13: 9781883249410
- ISBN-10: 1883249414
- Artikelnr.: 14870735
Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.
Contributing Authors. List of Advertisers. SECTION I: BACKGROUND
INFORMATION. 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).
SECTION II: EQUITY PORTFOLIO MANGEMENT. 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.). SECTION III: FIXED
INCOME PORTFOLIO MANAGEMENT. 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). SECTION IV: PERFORMANCE MEASUREMENT AND EVALUATION. 32. Stock
Portfolio Attribution Analysis (F. Jones and R. Kahn). 33. Fixed Income
Attribution Analysis (F. Jones and L. Peltzman). Index.
INFORMATION. 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).
SECTION II: EQUITY PORTFOLIO MANGEMENT. 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.). SECTION III: FIXED
INCOME PORTFOLIO MANAGEMENT. 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). SECTION IV: PERFORMANCE MEASUREMENT AND EVALUATION. 32. Stock
Portfolio Attribution Analysis (F. Jones and R. Kahn). 33. Fixed Income
Attribution Analysis (F. Jones and L. Peltzman). Index.
Contributing Authors. List of Advertisers. SECTION I: BACKGROUND
INFORMATION. 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).
SECTION II: EQUITY PORTFOLIO MANGEMENT. 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.). SECTION III: FIXED
INCOME PORTFOLIO MANAGEMENT. 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). SECTION IV: PERFORMANCE MEASUREMENT AND EVALUATION. 32. Stock
Portfolio Attribution Analysis (F. Jones and R. Kahn). 33. Fixed Income
Attribution Analysis (F. Jones and L. Peltzman). Index.
INFORMATION. 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).
SECTION II: EQUITY PORTFOLIO MANGEMENT. 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.). SECTION III: FIXED
INCOME PORTFOLIO MANAGEMENT. 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). SECTION IV: PERFORMANCE MEASUREMENT AND EVALUATION. 32. Stock
Portfolio Attribution Analysis (F. Jones and R. Kahn). 33. Fixed Income
Attribution Analysis (F. Jones and L. Peltzman). Index.