Investments

By: Bodie, ZviContributor(s): Marcus, Alan J | Kane, AlexMaterial type: TextTextSeries: Irwin series in financePublication details: Chicago : Irwin, ©1996Edition: 3rd edDescription: xxxii, 936p. : color illustrationsISBN: 9780256146387; 0256146381 ; 9780071144728; 0071144722 Subject(s): Investments | Portfolio managementDDC classification: 332.6
Contents:
The Investment Environment -- Markets and Instruments -- How Securities Are Traded -- Mutual Funds and Other Investment Companies -- History of Interest Rates and Risk Premiums -- Portfolio Theory -- Risk and Risk Aversion -- Capital Allocation between the Risky Asset and the Risk-Free Asset -- Optimal Risky Portfolios -- Equilibrium in Capital Markets -- The Capital Asset Pricing Model -- Single-Index and Multifactor Models -- Arbitrage Pricing Theory -- Market Efficiency -- Empirical Evidence on Security Returns -- Fixed-Income Securities -- Bond Prices and Yields -- The Term Structure of Interest Rates -- Managing Bond Portfolios -- Security Analysis -- Macroeconomic and Industry Analysis -- Equity Valuation Models -- Financial Statement Analysis -- Options, Futures, and Other Derivatives -- Options Markets: Introduction -- Option Valuation -- Futures Markets -- Futures and Swaps: A Closer Look -- Active Portfolio Management -- Portfolio Performance Evaluation -- International Diversification -- The Process of Portfolio Management -- The Theory of Active Portfolio Management -- Quantitative Review -- CFA Citations.
Summary: Organized around a central core of consistent fundamental concepts, this work focuses on the importance of building an efficient portfolio, utilizing an asset allocation strategy. Pricing and trading concepts are covered, and are then applied to portfolio planning in real-world securities markets
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Item type Current library Collection Call number Status Date due Barcode Item holds
Reference Books Reference Books Main Library
Reference 		Reference 332.6 BOD (Browse shelf(Opens below)) Available 005063
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Appendix index annexed

The Investment Environment --
Markets and Instruments --
How Securities Are Traded --
Mutual Funds and Other Investment Companies --
History of Interest Rates and Risk Premiums --
Portfolio Theory --
Risk and Risk Aversion --
Capital Allocation between the Risky Asset and the Risk-Free Asset --
Optimal Risky Portfolios --
Equilibrium in Capital Markets --
The Capital Asset Pricing Model --
Single-Index and Multifactor Models --
Arbitrage Pricing Theory --
Market Efficiency --
Empirical Evidence on Security Returns --
Fixed-Income Securities --
Bond Prices and Yields --
The Term Structure of Interest Rates --
Managing Bond Portfolios --
Security Analysis --
Macroeconomic and Industry Analysis --
Equity Valuation Models --
Financial Statement Analysis --
Options, Futures, and Other Derivatives --
Options Markets: Introduction --
Option Valuation --
Futures Markets --
Futures and Swaps: A Closer Look --
Active Portfolio Management --
Portfolio Performance Evaluation --
International Diversification --
The Process of Portfolio Management --
The Theory of Active Portfolio Management --
Quantitative Review --
CFA Citations.

Organized around a central core of consistent fundamental concepts, this work focuses on the importance of building an efficient portfolio, utilizing an asset allocation strategy. Pricing and trading concepts are covered, and are then applied to portfolio planning in real-world securities markets

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