000			02109nam a2200265 a 4500
020			_a9780256146387
020			_a0256146381
020			_a9780071144728
020			_a0071144722
082			_a332.6 _bBOD
100			_aBodie, Zvi
245			_aInvestments
250			_a3rd ed.
260			_aChicago : _bIrwin, _c©1996.
300			_axxxii, 936p. : _bcolor illustrations ;
490			_aIrwin series in finance.
500			_aAppendix index annexed
505			_aThe 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.
520			_aOrganized 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
650			_aInvestments.
650			_aPortfolio management.
700			_aMarcus, Alan J.
700			_aKane, Alex
942			_cREF
999			_c36291 _d36291