The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

Editor(s): Frank J. Fabozzi, Harry M. Markowitz

Published Online: 29 NOV 2011 10:09AM EST

Print ISBN: 9780470929902

Online ISBN: 9781118267028

DOI: 10.1002/9781118267028

About this Book

An updated guide to the theory and practice of investment management

Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process.

The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances.

  • Contains new material on the latest tools and strategies for both equity and fixed income portfolio management
  • Includes key take-aways as well as study questions at the conclusion of each chapter
  • A timely updated guide to an important topic in today's investment world

This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena.

Table of contents

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  1. Part I: Instruments, Asset Allocation, Portfolio Selection, and Asset Pricing

    1. Chapter 3

      Portfolio Selection (pages 45–78)

      Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm and Francis Gupta

    2. Chapter 6

      Modeling Asset Price Dynamics (pages 125–158)

      Dessislava A. Pachamanova and Frank J. Fabozzi

    3. Chapter 7

      Asset Allocation and Portfolio Construction (pages 159–203)

      Noël Amenc, Felix Goltz, Lionel Martellini and Vincent Milhau

  2. Part II: Equity Analysis and Portfolio Management

    1. Chapter 8

      Fundamentals of Common Stock (pages 205–227)

      Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson and Pamela P. Drake

    2. Chapter 10

      Approaches to Common Stock Valuation (pages 271–286)

      Pamela P. Drake, Frank J. Fabozzi and Glen A. Larsen

    3. Chapter 13

      Multifactor Equity Risk Models (pages 327–343)

      Frank J. Fabozzi, Raman Vardharaj and Frank J. Jones

  3. Part III: Bond Analysis and Portfolio Management

    1. Chapter 21

      Multifactor Fixed Income Risk Models and Their Applications (pages 585–622)

      Anthony Lazanas, António Baldaque da Silva, Radu Găbudean and Arne D. Staal

    2. Chapter 23

      Credit Default Swaps and the Indexes (pages 647–659)

      Stephen J. Antczak, Douglas J. Lucas and Frank J. Fabozzi

    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content

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