The theory and practice of investment management / Frank J. Fabozzi, Harry M. Markowitz

Contents About the Editors Contributing Authors Foreword / Peter L. Bernstein Sect. 1 Foundations of Investment Management Ch. 1 Investment Management / Frank J. Fabozzi, Harry M. Markowitz Ch. 2 Portfolio Selection / Frank J. Fabozzi, Harry M. Markowitz, Francis Gupta Ch. 3 Applying Mean-Variance Analysis / Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz Ch. 4 Asset Pricing Models / Frank J. Fabozzi Ch. 5 Calculating Investment Returns / Bruce Feibel Sect. 2 Investing in Common Stock Ch. 6 Common Stock Markets, Trading Arrangements, and Trading Costs / Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson, Bruce M. Collins Ch. 7 Tracking Error and Common Stock Portfolio Management / Raman Vardharaj, Frank J. Jones, Frank J. Fabozzi Ch. 8 Common Stock Portfolio Management Strategies / Frank J. Fabozzi, James L. Grant Ch. 9 Traditional Fundamental Analysis I: Sources of Information / Pamela P. Peterson, Frank J. Fabozzi Ch. 10 Traditional Fundamental Analysis II: Financial Ratio Analysis / Pamela P. Peterson, Frank J. Fabozzi Ch. 11 Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models / Pamela P. Peterson, Frank J. Fabozzi Ch. 12 Security Analysis Using Value-Based Metrics / James A. Abate, James L. Grant Ch. 13 Multi-Factor Equity Risk Models / Frank J. Fabozzi, Frank J. Jones, Raman Vardharaj Ch. 14 Equity Derivatives I: Features and Valuation / Bruce M. Collins, Frank J. Fabozzi Ch. 15 Equity Derivatives II: Portfolio Management Applications / Bruce M. Collins, Frank J. Fabozzi Sect. 3 Investing in Fixed-Income Securities Ch. 16 Fixed-Income Securities / Frank J. Fabozzi Ch. 17 Real Estate-Backed Securities / Frank J. Fabozzi Ch. 18 General Principles of Bond Valuation / Frank J. Fabozzi, Steven V. Mann Ch. 19 Yield Measures and Forward Rates / Frank J. Fabozzi, Steven V. Mann Ch. 20 Valuation of Bonds with Embedded Options / Frank J. Fabozzi, Steven V. Mann Ch. 21 Measuring Interest Rate Risk / Frank J. Fabozzi, Steven V. Mann Ch. 22 Fixed-Income Portfolio Strategies / Frank J. Fabozzi Ch. 23 Bond Portfolio Analysis Relative to a Benchmark / Lev Dynkin, Jay Hyman, Vadim Konstantinovsky Ch. 24 Multi-Factor Fixed-Income Risk Models and Their Applications / Lev Dynkin, Jay Hyman Ch. 25 Fixed-Income Derivatives and Risk Control / Frank J. Fabozzi Sect. 4 Investment Companies and Exchange-Traded Funds Ch. 26 Investment Companies / Frank J. Jones, Frank J. Fabozzi Ch. 27 Exchange-Traded Funds / Gary L. Gastineau Sect. 5 Investing in Real Estate and Alternative Investments Ch. 28 Real Estate Investment / Susan Hudson-Wilson Ch. 29 Hedge Funds / Mark J. P. Anson Ch. 30 Private Equity / Mark J. P. Anson Sect. 6 Asset Allocation Ch. 31 Active Asset Allocation / Robert D. Arnott Index