Current topics in investment management:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | Undetermined |
| Veröffentlicht: |
New York u.a.
Harper & Row
1990
|
| Schriftenreihe: | The institutional investor series in finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 348 S. graph. Darst. |
| ISBN: | 0887304060 |
Internformat
MARC
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| 300 | |a XI, 348 S. |b graph. Darst. | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Preface • xi
Frank J. Fabozzi and T. Dessa Fabozzi
^j I Overview of the Investment Management Process • 1
W| Frank J. Fabozzi and T. Dessa Fabozzi .
The Many Dimensions of the Asset Allocation Decision • 9
Robert D. Arnott and Frank J. Fabozzi j
Pension Fund Investment Policy • 15 **f /
Zvi Bodie
PART I ¦ Equity Portfolio Management ¦ 31
The Collapse of the Efficient Market Hypothesis: A Look at the
Empirical Anomalies of the 1980s • 33
Marc R. Reinganum
Efficient Markets, Investment Management Selection, and the
Loser s Game • 49
Floyd J. Gould ^^^
, The Analyst and the Investment Process: An Overviev/vsY/
X T. Daniel Coggin
Benchmark Portfolios and the Manager/Plan Sponsor
Relationship • 71
Jeffery V. Bailey, Thomas M. Richards, and David E. Tierney i
Stock Index Futures: Mechanics, Pricing, and Hedging • 87 ) —v3
Frank J. Fabozzi, Bruce M. Collins, and Edgar E. Peters
t Creating and Managing an Index Fund Using Stock Index —? J=bj
Futures 111
Bruce M. Collins an {Frank J. Fabozzi
/ ix
x / Contents
/— • s
Arbitrage, Program Trading, and the Tail of the Dog *(131,
Gary L. Gastineau ^, ,
The Revolution in Composite Assets /f 145/ —
Donald L. Luskin (vi ^
Measuring and Interpreting Volatility • 151
Joanne M. Hill
PART II ¦ Fixed Income Portfolio Management ¦ 161
11 Portfolio Objectives and Management Policies for Fixed Income
^ Investors • 163
Richard W. McEnally
!A Framework for Analyzing Bonds: Horizon Return, Duration,
and Convexity • 173
Ravi E. Dattatreya and Frank J. Fabozzi
Stochastic Valuation of Debt Securities with Application to Callable
Corporate Bonds • 195
Lakhbir S. Hay re and Kenneth Lauterbach
Callable Corporate Bonds: Pricing and Portfolio
Considerations • 223
Andrew D. Langerman and William J. Gartland
Realized Return Optimization: A Strategy for Targeted Total Return
Investing in Fixed Income Markets • 237
Llewellyn Miller, Uday Rajan, and Prakash A. Shimpi
Mortgage Pass Through Securities • 259
Lakhbir S. Hayre and Cyrus Mohebbi
High Yield Mortgage Securities • 289
Andrew S. Carron and Eric I. Hemel
Overview of Interest Rate Risk Control Tools for Investment
Management • 319
Frank J. Fabozzi
Questions • 335
Index • 343
About the Authors • 349
|
| any_adam_object | 1 |
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| building | Verbundindex |
| bvnumber | BV004286579 |
| classification_rvk | QK 800 |
| ctrlnum | (OCoLC)246857533 (DE-599)BVBBV004286579 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| genre_facet | Aufsatzsammlung Aufsatzsammlung - Kapitalanlage - Portfoliomanagement |
| id | DE-604.BV004286579 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:10:57Z |
| institution | BVB |
| isbn | 0887304060 |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002666087 |
| oclc_num | 246857533 |
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| owner_facet | DE-384 DE-739 DE-188 |
| physical | XI, 348 S. graph. Darst. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Harper & Row |
| record_format | marc |
| series2 | The institutional investor series in finance |
| spelling | Current topics in investment management ed. by Frank J. Fabozzi ... New York u.a. Harper & Row 1990 XI, 348 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The institutional investor series in finance Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Anlagepolitik (DE-588)4206018-7 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Aufsatzsammlung - Kapitalanlage - Portfoliomanagement Kapitalanlage (DE-588)4073213-7 s Portfoliomanagement (DE-588)4115601-8 s DE-604 Anlagepolitik (DE-588)4206018-7 s Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002666087&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Current topics in investment management Portfoliomanagement (DE-588)4115601-8 gnd Anlagepolitik (DE-588)4206018-7 gnd Kapitalanlage (DE-588)4073213-7 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4206018-7 (DE-588)4073213-7 (DE-588)4143413-4 |
| title | Current topics in investment management |
| title_auth | Current topics in investment management |
| title_exact_search | Current topics in investment management |
| title_full | Current topics in investment management ed. by Frank J. Fabozzi ... |
| title_fullStr | Current topics in investment management ed. by Frank J. Fabozzi ... |
| title_full_unstemmed | Current topics in investment management ed. by Frank J. Fabozzi ... |
| title_short | Current topics in investment management |
| title_sort | current topics in investment management |
| topic | Portfoliomanagement (DE-588)4115601-8 gnd Anlagepolitik (DE-588)4206018-7 gnd Kapitalanlage (DE-588)4073213-7 gnd |
| topic_facet | Portfoliomanagement Anlagepolitik Kapitalanlage Aufsatzsammlung Aufsatzsammlung - Kapitalanlage - Portfoliomanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002666087&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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