000 03729nam a2200265 i 4500
008 021122s2002 nju 000 0 eng d
020 _a0471228990
040 _aGPM
_beng
_cGPM
_dBAUN
_erda
049 _aBAUN_MERKEZ
050 0 4 _aHG4521
_b.T455 2002
100 1 _aFabozzi, Frank J
245 1 4 _aThe theory and practice of investment management /
_cFrank J. Fabozzi, Harry M. Markowitz
264 1 _aHoboken, N.J. :
_bWiley,
_c2002.
300 _axviii, 894 pages :
_bcharts ;
_c24 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
505 0 0 _tContents
_t About the Editors
_t Contributing Authors
_t Foreword
_r/ Peter L. Bernstein
_tSect. 1 Foundations of Investment Management
_t Ch. 1 Investment Management
_r/ Frank J. Fabozzi, Harry M. Markowitz
_t Ch. 2 Portfolio Selection
_r/ Frank J. Fabozzi, Harry M. Markowitz, Francis Gupta
_t Ch. 3 Applying Mean-Variance Analysis
_r/ Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz
_t Ch. 4 Asset Pricing Models
_r/ Frank J. Fabozzi
_t Ch. 5 Calculating Investment Returns
_r/ Bruce Feibel
_tSect. 2 Investing in Common Stock
_t Ch. 6 Common Stock Markets, Trading Arrangements, and Trading Costs
_r/ Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson, Bruce M. Collins
_t Ch. 7 Tracking Error and Common Stock Portfolio Management
_r/ Raman Vardharaj, Frank J. Jones, Frank J. Fabozzi
_t Ch. 8 Common Stock Portfolio Management Strategies
_r/ Frank J. Fabozzi, James L. Grant
_t Ch. 9 Traditional Fundamental Analysis I: Sources of Information
_r/ Pamela P. Peterson, Frank J. Fabozzi
_t Ch. 10 Traditional Fundamental Analysis II: Financial Ratio Analysis
_r/ Pamela P. Peterson, Frank J. Fabozzi
_t Ch. 11 Traditional Fundamental Analysis III: Earnings Analysis, Cash Analysis, Dividends, and Dividend Discount Models
_r/ Pamela P. Peterson, Frank J. Fabozzi
_t Ch. 12 Security Analysis Using Value-Based Metrics
_r/ James A. Abate, James L. Grant
_t Ch. 13 Multi-Factor Equity Risk Models
_r/ Frank J. Fabozzi, Frank J. Jones, Raman Vardharaj
_t Ch. 14 Equity Derivatives I: Features and Valuation
_r/ Bruce M. Collins, Frank J. Fabozzi
_t Ch. 15 Equity Derivatives II: Portfolio Management Applications
_r/ Bruce M. Collins, Frank J. Fabozzi
_tSect. 3 Investing in Fixed-Income Securities
_t Ch. 16 Fixed-Income Securities
_r/ Frank J. Fabozzi
_t Ch. 17 Real Estate-Backed Securities
_r/ Frank J. Fabozzi
_t Ch. 18 General Principles of Bond Valuation
_r/ Frank J. Fabozzi, Steven V. Mann
_t Ch. 19 Yield Measures and Forward Rates
_r/ Frank J. Fabozzi, Steven V. Mann
_t Ch. 20 Valuation of Bonds with Embedded Options
_r/ Frank J. Fabozzi, Steven V. Mann
_t Ch. 21 Measuring Interest Rate Risk
_r/ Frank J. Fabozzi, Steven V. Mann
_t Ch. 22 Fixed-Income Portfolio Strategies
_r/ Frank J. Fabozzi
_t Ch. 23 Bond Portfolio Analysis Relative to a Benchmark
_r/ Lev Dynkin, Jay Hyman, Vadim Konstantinovsky
_t Ch. 24 Multi-Factor Fixed-Income Risk Models and Their Applications
_r/ Lev Dynkin, Jay Hyman
_t Ch. 25 Fixed-Income Derivatives and Risk Control
_r/ Frank J. Fabozzi
_tSect. 4 Investment Companies and Exchange-Traded Funds
_t Ch. 26 Investment Companies
_r/ Frank J. Jones, Frank J. Fabozzi
_t Ch. 27 Exchange-Traded Funds
_r/ Gary L. Gastineau
_tSect. 5 Investing in Real Estate and Alternative Investments
_t Ch. 28 Real Estate Investment
_r/ Susan Hudson-Wilson
_t Ch. 29 Hedge Funds
_r/ Mark J. P. Anson
_t Ch. 30 Private Equity
_r/ Mark J. P. Anson
_tSect. 6 Asset Allocation
_t Ch. 31 Active Asset Allocation
_r/ Robert D. Arnott
_t Index
650 0 _aInvestments
650 0 _aBusiness enterprises
_xFinance
700 1 _aMarkowitz, H.
_q(Harry),
_d1927-
900 _a31213
900 _bsatın
942 _2lcc
_cKT
999 _c27630
_d27630