Bodie, Zvi.
Investments and portfolio management. / Zvi Bodie, Alex Kane and Alan J. Marcus. - 9th edition (Global edition) - New York: McGraw-Hill, 2011. - 1020 p. + [various pagings].: ill.;
Includes index.
Contents: 1. Introduction: The Investment environment -- Asset classes and financial instruments -- How securities are traded -- Mutual funds and other investment companies -- 2. Portfolio theory and practice: Introduction to risk, return and the historical record -- Risk aversion and capital allocation to risky assets -- Optimal risky portfolios -- Index models -- 3. Equilibrium in capital markets: The Capital asset pricing model -- Arbitrage pricing theory and multifactor models of risk and return -- The Efficient market hypothesis -- Behavioral finance and technical analysis -- Empirical evidence on security returns -- 4. Fixed-Income securities: Bond prices and yields -- The Term structure of interest rates -- Managing bond portfolios -- 5. Options , futures and other derivatives: Options markets: introduction -- Option valuation -- Futures markets -- Futures, swaps and risk management -- 6. Security analysis: Macroeconomic and industry analysis -- Equity valuation models -- Financial statement analysis -- 7. Applied portfolio management: Portfolio performance evaluation -- International diversification -- Hedge funds -- The Theory of active portfolio management -- Investment policy and the framework of the CFA institute --
9780071289146 0071289143
HG4521.B63
Investments and portfolio management. / Zvi Bodie, Alex Kane and Alan J. Marcus. - 9th edition (Global edition) - New York: McGraw-Hill, 2011. - 1020 p. + [various pagings].: ill.;
Includes index.
Contents: 1. Introduction: The Investment environment -- Asset classes and financial instruments -- How securities are traded -- Mutual funds and other investment companies -- 2. Portfolio theory and practice: Introduction to risk, return and the historical record -- Risk aversion and capital allocation to risky assets -- Optimal risky portfolios -- Index models -- 3. Equilibrium in capital markets: The Capital asset pricing model -- Arbitrage pricing theory and multifactor models of risk and return -- The Efficient market hypothesis -- Behavioral finance and technical analysis -- Empirical evidence on security returns -- 4. Fixed-Income securities: Bond prices and yields -- The Term structure of interest rates -- Managing bond portfolios -- 5. Options , futures and other derivatives: Options markets: introduction -- Option valuation -- Futures markets -- Futures, swaps and risk management -- 6. Security analysis: Macroeconomic and industry analysis -- Equity valuation models -- Financial statement analysis -- 7. Applied portfolio management: Portfolio performance evaluation -- International diversification -- Hedge funds -- The Theory of active portfolio management -- Investment policy and the framework of the CFA institute --
9780071289146 0071289143
HG4521.B63