Koha online

Institutional Investment Management: equity and bond portfolio strategies and applications

By: Fabozzi, Frank JMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John Wiley ; 2009Description: 856 p; ilISBN: 978-0-470-40094-4Subject(s): Portfolio management | Institucional investment | Investment analysisLOC classification: HG/4529.5/F33/2009
Contents:
Contiene: 1. Overview of investment managemet.- 2. Theory of portfolio selection.- 3. Applying mean-variance analysis.- 4. Issues in the theory of portfolio selection.- 5. Asset pricing theories.- 6. The U.S. equity markets.- 7. Common stock strategies and performance evaluation.- 8. Financial analysis.- 9. Applied equity valuation.- 10. Forecasting stock returns.- 11. Managing a common stock portfolio with fundamental factor models.- 12. Transaction costs and trade execution in common stock portfolio management.- 13. Using stock index futures and equity sdwaps in equity portfolio management.- 14. Using equity options in investment management.- 15. Equity option pricing models.- 16. Bond fundamentals and risks.- 17. Treasury and agency securities, corporate bonds, and municipal bonds.- 18. Structured products: RMBS, CMBS, AND ABS.- 19. The structure of interest rates.- 20. Bond pricing and yield measures.- 21. Bond price volatility and the measurement of interest rate risk.- 22. Valuing bonds with embedded options.- 23. Bond portfolio strategies.- 24. Using derivatives in bond portfolio management.- 25. Investment companies, exchange-traded funds, and investment-oriented life insurance.- 26. Alternative assets.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Call number Status Date due Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4529.5/F33/2009 (Browse shelf) Available 00002936

Contiene: 1. Overview of investment managemet.- 2. Theory of portfolio selection.- 3. Applying mean-variance analysis.- 4. Issues in the theory of portfolio selection.- 5. Asset pricing theories.- 6. The U.S. equity markets.- 7. Common stock strategies and performance evaluation.- 8. Financial analysis.- 9. Applied equity valuation.- 10. Forecasting stock returns.- 11. Managing a common stock portfolio with fundamental factor models.- 12. Transaction costs and trade execution in common stock portfolio management.- 13. Using stock index futures and equity sdwaps in equity portfolio management.- 14. Using equity options in investment management.- 15. Equity option pricing models.- 16. Bond fundamentals and risks.- 17. Treasury and agency securities, corporate bonds, and municipal bonds.- 18. Structured products: RMBS, CMBS, AND ABS.- 19. The structure of interest rates.- 20. Bond pricing and yield measures.- 21. Bond price volatility and the measurement of interest rate risk.- 22. Valuing bonds with embedded options.- 23. Bond portfolio strategies.- 24. Using derivatives in bond portfolio management.- 25. Investment companies, exchange-traded funds, and investment-oriented life insurance.- 26. Alternative assets.

There are no comments on this title.

to post a comment.