Home > Business and Economics > Finance and accounting > Finance and the finance industry > Investment and securities > Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)
14%
Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)

Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)

          
5
4
3
2
1

Out of Stock


Premium quality
Premium quality
Bookswagon upholds the quality by delivering untarnished books. Quality, services and satisfaction are everything for us!
Easy Return
Easy return
Not satisfied with this product! Keep it in original condition and packaging to avail easy return policy.
Certified product
Certified product
First impression is the last impression! Address the book’s certification page, ISBN, publisher’s name, copyright page and print quality.
Secure Checkout
Secure checkout
Security at its finest! Login, browse, purchase and pay, every step is safe and secured.
Money back guarantee
Money-back guarantee:
It’s all about customers! For any kind of bad experience with the product, get your actual amount back after returning the product.
On time delivery
On-time delivery
At your doorstep on time! Get this book delivered without any delay.
Notify me when this book is in stock
Add to Wishlist
X

About the Book

The most comprehensive coverage of institutional investment management issues This comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here, respected investment expert Frank Fabozzi moves on to cover a wide array of issues in this evolving field. From valuation and fixed income analysis to alternative investments and asset allocation, Fabozzi provides the best in cutting-edge information for new and seasoned practitioners, as well as professors and students of finance. Contains practical, real-world applications of investment management theories and concepts Uses unique illustrations of factor models to highlight how to build a portfolio Includes insights on execution and measurement of transaction costs Covers fixed income (particularly structured products) and derivatives Institutional Investment Management is an essential read for anyone who needs to hone their skills in this discipline.

Table of Contents:
Preface. Acknowledgments. About the Author. CHAPTER 1 Overview of Investment Management. Setting Investment Objectives. Establishing an Investment Policy. Selecting a Portfolio Strategy. Constructing and Monitoring the Portfolio. Measuring and Evaluating Performance. References. PART ONE Portfolio Theory and Asset Pricing. CHAPTER 2 Theory of Portfolio Selection. Some Basic Concepts. Measuring a Portfolio’s Expected Return. Measuring Portfolio Risk. Portfolio Diversification. Choosing a Portfolio of Risky Assets. Index Model’s Approximations to the Covariance Structure. Summary. References. CHAPTER 3 Applying Mean-Variance Analysis. Using Historical Data to Estimate Inputs. Application of Portfolio Theory to Asset Allocation. Implementing the Optimal Portfolio. Summary. References. CHAPTER 4 Issues in the Theory of Portfolio Selection. Quick Review of Probability Theory. Limitations of the Variance as a Risk Measure. Desirable Features of Investment Risk Measures. Alternative Risk Measures for Portfolio Selection. Extensions of the Theory of Portfolio Selection. Behavioral Finance Attack on the Theory of Portfolio. Summary. References. CHAPTER 5 Asset Pricing Theories. Characteristics of an Asset Pricing Model. Capital Asset Pricing Model. Arbitrage Pricing Theory Model. Some Principles to Take Away. Summary. Appendix. References. PART TWO Common Stock Analysis and Portfolio Management. CHAPTER 6 The U.S. Equity Markets. Exchange Market Structures. The U.S. Stock Markets: Exchanges and OTC Markets. Off-Exchange Markets and Alternative Electronic Markets. Evolving Stock Market Practices. Basic Functioning of Stock Markets. Summary. References. CHAPTER 7 Common Stock Strategies and Performance Evaluation. Market Efficiency. Stock Market Indicators. Top-Down vs. Bottom-Up Approaches. Fundamental vs. Technical Analysis. Strategies Based on Technical Analysis. Strategies Based on Fundamental Analysis. Equity Style Investing. Passive Strategies. Measuring and Evaluating Performance. Summary. References. CHAPTER 8 Financial Analysis. Financial Ratio Analysis. Cash Flow Analysis. Usefulness of Cash Flows in Financial Analysis. Summary. References. CHAPTER 9 Applied Equity Valuation. Discounted Cash Flow Models. Relative Valuation Methods. DCF vs. RV Methods. Summary. References. CHAPTER 10 Forecasting Stock Returns. The Concept of Predictability. A Closer Look at Pricing Models. Predictive Return Models. Is Forecasting Markets Worth the Effort? Summary. References. CHAPTER 11 Managing a Common Stock Portfolio with Fundamental Factor Models. Tracking Error. Fundamental Factor Model Description and Estimation. Risk Decomposition. Applications in Portfolio Construction and Risk Control. Summary. References. CHAPTER 12 Transaction Costs and Trade Execution in Common Stock Portfolio Management. Trading Mechanics. Trading Arrangements for Institutional Investors. A Taxonomy of Transaction Costs. Liquidity and Transaction Costs. Market Impact Measurements and Empirical Findings. Forecasting and Modeling Market Impact. Incorporating Transaction Costs in Asset-Allocation Models. Optimal Trading. Integrated Portfolio Management Beyond Expected Return and Portfolio Risk. Summary. References. CHAPTER 13 Using Stock Index Futures and Equity Swaps in Equity Portfolio Management. Derivatives Process. Basic Features of Futures Contracts. Basic Features of Stock Index Futures. Applications for Stock Index Futures. Equity Swaps. Summary. References. CHAPTER 14 Using Equity Options in Investment Management. Basic Features of Options. Basic Features of Listed Equity Options. Risk and Return Characteristics of Listed Options. The Option Price. Use of Listed Equity Options in Portfolio Management. OTC Equity Options: The Basics. Use of Exotic Equity Options. Summary. References. CHAPTER 15 Equity Option Pricing Models. Put-Call Parity Relationship. Option Pricing Models. Sensitivity of the Option Price to a Change in Factors. Estimating Expected Stock Return Volatility. Summary. References PART THREE Bond Analysis and Portfolio Management. CHAPTER 16 Bond Fundamentals and Risks. Features of Bonds. Risks Associated with Investing in Bonds. Summary. Appendix: Calculating Accrued Interest. References. CHAPTER 17 Treasury and Agency Securities, Corporate Bonds, and Municipal Bonds. Treasury Securities. Federal Agency Securities. Corporate Bonds. Municipal Bonds. Non-U.S. Bonds. Summary. References. CHAPTER 18 Structured Products: RMBS, CMBS, and ABS. Agency Residential Mortgage-Backed Securities. Private-Label Residential MBS. Mortgage-Related, Asset-Backed Securities: Subprime MBS. Commercial Mortgage-Backed Securities. Nonmortgage Asset-Backed Securities. Summary. References. CHAPTER 19 The Structure of Interest Rates. The Base Interest Rate. The Risk Premium Between Non-Treasury and Treasury Securities with the Same Maturity. Factors Affecting the Risk Premium. Term Structure of Interest Rates. Summary. References. CHAPTER 20 Bond Pricing and Yield Measures. Pricing of Option-Free Bonds. Conventional Yield Measures. Portfolio Yield Measures. Total Return. Summary. CHAPTER 21 Bond Price Volatility and the Measurement of Interest Rate Risk. Price Volatility Properties of Option-Free Bonds. Factors that Affect a Bond’s Price Volatility. Measuring Interest Rate Risk Using the Price Value of a Basis Point. Measuring Interest Rate Risk Using Duration and Convexity. Measuring Exposure to Yield Curve Changes Key Rate Duration. Summary. References. CHAPTER 22 Valuing Bonds with Embedded Options. The Interest Rate Lattice. Calibrating the Lattice. Using the Lattice for Valuation. Using the Lattice Model to Value Bonds with Embedded Options. Extensions. Summary. References. CHAPTER 23 Bond Portfolio Strategies. Bond Market Indexes. The Spectrum of Strategies. Value-Added Strategies. Using Factor Models to Manage a Portfolio. Liability-Driven Strategies. Summary. References. CHAPTER 24 Using Derivatives in Bond Portfolio Management. Using Treasury Bond and Note Futures Contracts in Bond Portfolio Management. Use of Interest Rate Options in Bond Portfolio Management. Using Interest Rate Swaps in Bond Portfolio Management. Using Stock Index Futures and Treasury Bond Futures to Implement an Asset Allocation Decision. Using Credit Default Swaps to Manage Credit Risk. Summary. References. PART FOUR Investment Companies, Exchange-Traded Funds, and Alternative Investments. CHAPTER 25 Investment Companies, Exchange-Traded Funds, and Investment-Oriented Life Insurance. Investment Companies. Exchange-Traded Funds. Investment-Oriented Life Insurance. Summary. References. CHAPTER 26 Alternative Assets. Hedge Funds. Private Equity. Commodity Investments. Summary. References. APPENDIX. Measuring and Forecasting Yield Volatility. Calculating the Standard Deviation from Historical Data. Modeling and Forecasting Yield Volatility. Summary. References. Index.


Best Sellers


Product Details
  • ISBN-13: 9780470400944
  • Publisher: John Wiley & Sons Inc
  • Publisher Imprint: John Wiley & Sons Inc
  • Depth: 44
  • Language: English
  • Returnable: N
  • Spine Width: 45 mm
  • Weight: 1252 gr
  • ISBN-10: 0470400943
  • Publisher Date: 23 Oct 2009
  • Binding: Hardback
  • Height: 236 mm
  • No of Pages: 856
  • Series Title: Frank J. Fabozzi Series
  • Sub Title: Equity and Bond Portfolio Strategies and Applications
  • Width: 160 mm


Similar Products

How would you rate your experience shopping for books on Bookswagon?

Add Photo
Add Photo

Customer Reviews

REVIEWS           
Click Here To Be The First to Review this Product
Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)
John Wiley & Sons Inc -
Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications(Frank J. Fabozzi Series)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book
    Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!
    ASK VIDYA