Portfolio construction, management and protection:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Minneapolis/St. Paul u.a.
West Publ.
1993
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXI, 561 S. Ill., graph. Darst. Diskette ; 3,5" |
| ISBN: | 0314009183 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Part One A Review of the Basic Principles of Finance 1
1 The Process of Portfolio Management 2
2 The Two Key Concepts in Finance 12
3 A Review of Statistical Principles Useful in Finance 33
4 Bond Prices and the Importance of Duration 54
Part Two Portfolio Construction 81
5 Setting Portfolio Objectives 82
Appendix Mutual Fund Evaluation Term Project 103
6 The Mathematics of Diversification 109
7 Why Diversification Is a Good Idea 123
Appendix Stochastic Dominance 155
8 The Capital Markets and Market Efficiency 167
9 International Investment and Diversification 187
10 Picking the Equity Players 214
Appendix The Special Case of Preferred Stock 234
11 Bond Selection 238
12 Security Screening 254
13 The Role of Real Assets 280
Part Three Portfolio Management 301
14 Revision of the Equity Portfolio 302
15 Revision of the Fixed Income Portfolio 320
16 Principles of Options and Option Pricing 340
17 Option Overwriting 365
18 Performance Evaluation 392
Part Four Portfolio Protection and Emerging Topics 413
19 Principles of the Futures Market 414
20 Benching the Equity Players 437
21 Removing Interest Rate Risk 456
22 Integrating Derivative Assets and Portfolio Management 475
23 Contemporary Issues in Portfolio Management 495
Glossary 513
yj Index 531
Preface xix
Part One A Review of the Basic Principles of Finance 1
Chapter 1 The Process of Portfolio Management 2
Part One: A Review of the Basic Principles of Finance 4
Part Two: Portfolio Construction 6
Part Three: Portfolio Management 9
Part Four: Portfolio Protection and Emerging Topics 10
Software 10
Chapter 2 The Two Key Concepts in Finance 12
Time Value of Money 13
Present and Future Values 13
Present and Future Value Factors 14
Compounding 17
Growing Income Streams 18
Safe Dollars and Risk Dollars 19
Choosing among Risky Alternatives 20
Defining Risk 22
Relationship between Risk and Return 23
Direct Relationship 23
Concept of Utility 24
Diminishing Marginal Utility of Money 24
St. Petersburg Paradox 26
Fair Bets 26
The Consumption Decision 27
Other Considerations 27
Summary 29
Questions 29
Problems 30
Further Reading 32
Chapter 3 A Review of Statistical Principles Useful in Finance 33
The Concept of Return 33
Measurable Return 34
Expected Return 36
Return on Investment 36
Some Statistical Facts of Life 40
Definitions 41 vii
Properties of Random Variables 44
Linear Regression 48
R Squared and Standard Errors 48
Summary 50
Questions 51
Problems 52
Further Reading 53
Chapter 4 Bond Prices and the Importance of Duration 54
Review of Bond Principles 55
Identification of Bonds 55
Classification of Bonds 55
Terms of Repayment 57
Bond Cash Flows 58
Convertible Bonds 59
Registration 59
Bond Pricing and Returns 60
Valuation Equations 60
Yield to Maturity 62
Realized Compound Yield 63
Current Yield 63
Term Structure of Interest Rates 64
The Conversion Feature 67
The Matter of Accrued Interest 68
Bond Risk 68
Price Risks 69
Convenience Risks 70
Malkiel s Interest Rate Theorems 72
Duration as a Measure of Interest Rate Risk 74
Summary 76
Questions 77
Problems 78
Further Reading 79
Part Two Portfolio Construction 81
Chapter 5 Setting Portfolio Objectives 82
Why Setting Objectives Can Be Difficult 83
Semantics 83
Indecision 84
Subjectivity 84
Multiple Beneficiaries 84
Investment Policy versus Investment Strategy 84
Portfolio Objectives 85
Preconditions 85
Traditional Portfolio Objectives 85
The Special Situation of Tax free Income 88
Portfolio Objectives and Expected Utility 89
The Importance of Primary and Secondary
Objectives 91
Other Factors to Consider in Establishing Objectives 91
Inconsistent Objectives 91
Infrequent Objectives 92
Portfolio Splitting 93
Liquidity 93
The Role of Cash 94
Portfolio Dedication 94
Cash Matching 94
Duration Matching 95
Summary 97
Questions 97
Problems 98
Further Reading 101
Appendix: Mutual Fund Evaluation Term Project 103
Classification of Mutual Funds 104
Open End versus Closed End 104
Net Asset Value versus Market Value 104
Load versus No Load 104
Management Fees 105
Buying Mutual Fund Shares 105
Mutual Fund Objectives 105
Term Assignment 106
Further Reading 108
Chapter 6 The Mathematics of Diversification 109
Linear Combinations 110
Return 110
Variance 111
Single Index Model 117
Computational Advantages 117
Portfolio Statistics with the Single Index Model 118
Multi Index Model 119
Summary 119
Questions 120
Problems 120
Further Reading 121
Chapter 7 Why Diversification Is a Good Idea 123
Carrying Your Eggs in More Than One Basket 123
Investments in Your Own Ego 124
The Concept of Risk Aversion Revisited 124
Multiple Investment Objectives 124
Role of Uncorrelated Securities 125
Variance of a Linear Combination: The Practical Meaning 125
What Portfolio Programming Is All About 126
Concept of Dominance 127
Harry Markowitz: The Founder of Portfolio Theory 130
Lessons from Evans and Archer 137
Methodology 137
Results 137
Implications 139
Words of Caution 140
Capital Asset Pricing Model 140
Systematic and Unsystematic Risk 141
Fundamental Risk/Return Relationship Revisited 142
Using a Scatter Diagram to Measure Beta 144
Correlation of Returns 144
Linear Regression and Beta 144
Importance of Logarithms 145
Arbitrage Pricing Theory 146
Background 146
The APT Model 147
Example of the APT 147
Comparison of the CAPM and the APT 148
Future Prospects for APT 148
Summary 149
Questions 149
Problems 151
Further Reading 153
Appendix: Stochastic Dominance 155
Efficiency Revisited 155
First Degree Stochastic Dominance 156
Second Degree Stochastic Dominance 160
Stochastic Dominance and Utility 162
Stochastic Dominance and Mean Return 164
Higher Orders of Stochastic Dominance 164
Practical Problems with Stochastic Dominance 165
Problems 165
Further Reading 166
Chapter 8 The Capital Markets and Market Efficiency 167
Role of the Capital Markets 167
Economic Function 168
Continuous Pricing Function 168
Fair Price Function 168
Efficient Market Hypothesis 170
Types of Efficiency 170
Weak Form 171
Semi strong Form 175
Strong Form 175
Semi efficient Market Hypothesis 176
Security Prices and Random Walks 177
Anomalies 178
Low PE Effect 178
Low Priced Stocks 178
Small Firm and Neglected Firm Effects 179
Market Overreaction 179
January Effect 180
Persistence of Technical Analysis 180
Chaos Theory 182
Summary 183
Questions 184
Problems 185
Further Reading 185
Chapter 9 International Investment and Diversification 187
Why International Diversilication Makes Theoretical Sense 188
Remembering Evans and Archer 189
Remembering Capital Market Theory 189
Foreign Exchange Risk 193
A Business Example 193
An Investment Example 194
From Whence Cometh the Risk? 194
Dealing with the Risk 197
The Eurobond Market 201
Key Issues in Foreign Exchange Risk Management 201
Political Risk 202
Factors Contributing to Political Risk 202
Subclasses of Political Risk 203
Dealing with Political Risk 203
Other Topics Related to International Corporations 204
Multinational Corporations 204
American Depository Receipts 205
International Mutual Funds 207
Summary 209
Questions 209
Problems 210
Further Reading 211
Chapter 10 Picking the Equity Players 214
Dividends and Why They Really Do Not Matter 215
Types of Dividends 215
Issues Surrounding the Payment of Dividends 217
Why Dividends Do Not Matter 220
Theory versus Practice 221
Stock Splits versus Stock Dividends 222
Categories of Stock 224
Blue Chip Stock 224
Income Stocks 227
Cyclical Stocks 227
Defensive Stocks 228
Growth Stocks 228
Speculative Stocks 229
Penny Stocks 229
Categories Are Not Mutually Exclusive 229
A Note on Stock Symbols 230
Summary 230
Questions 231
Problems 231
Further Reading 233
Appendix: The Special Case of Preferred Stock 234
Chapter 11 Bond Selection 238
The Meaning of Bond Diversification 238
Default Risk 239
Dealing with the Yield Curve 239
Bond Betas 240
Choosing Bonds 240
Client Psychology and Bonds Selling at a
Premium 240
Call Risk 241
Constraints 241
Example: Monthly Retirement Income 243
The Problem 243
Unspecified Constraints 244
Using S P s Bond Guide 244
Solving the Problem 245
Summary 250
Questions 250
Problems 251
Further Reading 252
Chapter 12 Security Screening 254
Why Screening Is Necessary 255
Time Constraints 255
Everyday Examples of Screens 255
What Constitutes a Good Screen? 256
Ease of Administration 256
Relevance and Appropriateness 256
Acceptance by the User 257
Ordinal Ranking of Screening Criteria 257
Sources of Information 257
Value Line 257
Standard • Poor s 258
Moody s Investment Service 262
Brokerage Information 263
Screening Processes 263
Multiple Stage Screening 263
Subjective Screening 264
Screening with the Popular Press Only 265
A Quick Risk Assessment Screen with the
Stock Report 269
Examples of Commercial Screens 271
Published Paper Data 271
Computerized Data 274
Summary 276
Questions 277
Problems 277
Further Reading 278
Chapter 13 The Role of Real Assets 280
Real Estate in General 281
Investment Characteristics 281
Developed and Undeveloped Property 283
Pension Fund Investment in Real Estate 283
Timberland in Particular 284
Institutional Interest in Timberland 284
A Timberland Investment Primer 285
Gold 292
Motivation for Gold Investment 292
Determinants of the Price of Gold 293
Investing in Gold 295
Summary 296
Questions 297
Further Reading 297
Part Three Portfolio Management 301
Chapter 14 Revision of the Equity Portfolio 302
Active Management versus Passive Management 302
The Manager s Choices 303
Costs of Revision 308
Contributions to the Portfolio 311
When Do You Sell Stock? 311
Rebalancing 311
Upgrading 311
Sale of Stock via Stop Orders 313
Extraordinary Events 314
Final Thoughts 315
Summary 316
Questions 316
Problems 317
Further Reading 318
Chapter 15 Revision of the Fixed Income Portfolio 320
Passive versus Active Management Strategies 321
Passive Strategies 321
Active Strategies 322
Risk of Barbells and Ladders 324
Swaps 327
Forecasting Interest Rates 328
Volunteering Callable Municipal Bonds 328
Bond Convexity (Advanced Topic) 329
The Importance of Convexity 329
Calculating Convexity 330
An Example 332
Using Convexity 334
Summary 336
Questions 336
Problems 336
Further Reading 338
Chapter 16 Principles of Options and Option Pricing 340
Option Principles 341
Why Options Are a Good Idea 341
What Options Are 342
Standardized Option Characteristics 342
Where Options Come From 343
Where and How Options Trade 344
The Option Premium 345
Sources of Profits and Losses with Options 347
Option Pricing 348
Determinants of the Option Premium 348
Black Scholes Option Pricing Model 352
Development and Assumptions of the Model 354
Insights into the Black Scholes Model 357
Delta 357
Theory of Put/Call Parity 358
Stock Index Options 360
Summary 361
Questions 362
Problems 363
Further Reading 364
Chapter 17 Option Overwriting 365
Using Options to Generate Income 366
Writing Calls to Generate Income 366
Writing Puts to Generate Income 370
Writing Index Options 374
A Comparative Example 379
Combined Hedging/Income Generation Strategies 383
Writing Calls to Improve on the Market 383
Writing Puts to Acquire Stock 386
Writing Covered Calls for Downside Protection 386
Multiple Portfolio Managers 386
Separate Responsibilities 386
Distinction between Option Overwriting and Portfolio Splitting 387
Integrating Options and Equity Management 387
Summary 388
Questions 389
Problems 389
Further Reading 390
Chapter 18 Performance Evaluation 392
Importance of Measuring Portfolio Risk 392
A Lesson From History: The 1968 Bank Administration
Institute Report 394
i A Lesson from a Few Mutual Funds 394
Why the Arithmetic Mean Is Often Misleading: A Review 395
Why Dollars Are More Important Than Percentages 396
Traditional Performance Measures 396
Sharpe and Treynor Measures 396
Jensen Measure 400
Performance Measurement in Practice 400
Performance Evaluation with Cash Deposits and Withdrawals 401
Performance Evaluation When Options Are Used 405
Incremental Risk adjusted Return from Options 405
Residual Option Spread 408
Final Comments on Performance Evaluation with Options 408
Summary 409
Questions 409
Problems 410
Further Reading 411
Part Four Portfolio Protection and Emerging Topics 413
Chapter 19 Principles of the Futures Market 414
Futures Contracts 415
What Futures Contracts Are 415
Why We Have Futures Contracts 416
How to Insure the Futures Contract Promise 417
Market Mechanics 418
The Marketplace 418
Creation of a Contract 420
Market Participants 421
The Clearing Process 424
Matching Trades 424
Accounting Supervision 426
Intramarket Settlement 426
Settlement Prices 427
Delivery 427
Principles of Futures Contract Pricing 428
Expectations Hypothesis 428
Normal Backwardation 429
Full Carrying Charge Market 429
Reconciling the Three Theories 430
Foreign Currency Futures 431
Hedging and Speculating with Foreign Currency Futures 431
Pricing of Foreign Exchange Futures Contracts 432
Summary 433
Questions 434
Problems 435
Further Reading 435
Chapter 20 Benching the Equity Players 437
Using Options 437
Using Equity Options with a Single Security 438
Index Options 442
Using Futures Contracts 443
Importance of Financial Futures 443
Stock Index Futures Contracts 444
S P 500 Stock Index Futures Contract 444
Hedging with Stock Index Futures 445
Calculating a Hedge Ratio 446
Hedging in Retrospect 448
Dynamic Hedging 449
Dynamic Hedging Example 449
The Dynamic Part of the Hedge 450
Dynamic Hedging with Futures Contracts 450
Effects of Dynamic Hedging on the Market 452
Summary 452
Questions 453
Problems 454
Further Reading 455
Chapter 21 Removing Interest Rate Risk 456
Interest Rate Futures Contracts 457
Categories of Interest Rate Futures
Contracts 457
U.S. Treasury Bills and Their Futures
Contracts 457
Treasury Bonds and Their Futures Contracts 460
Concept of Immunization 464
Duration Matching 464
Immunizing with Interest Rate Futures 469
Disadvantages of Immunizing 470
Summary 471
Questions 472
Problems 473
Further Reading 474
Chapter 22 Integrating Derivative Assets and Portfolio
Management 475
Setting the Stage 475
Portfolio Objectives 475
Portfolio Construction 476
Meeting an Income Constraint 477
Determining Unmet Income Needs 477
Writing Index Calls 479
Risk Management 482
Stock Portfolio 483
Hedging Company Risk 485
Fixed Income Portfolio 487
Summary 492
Questions 492
Problems 493
Further Reading 494
Chapter 23 Contemporary Issues in Portfolio Management 495
Tactical Asset Allocation 495
What Is Tactical Asset Allocation? 496
How TAA Can Benefit a Portfolio 498
Designing a TAA Program 499
Caveats Regarding TAA Performance 499
Stock Lending 500
Mechanics of a Short Sale 500
How a Stock Lending Transaction Works 502
Stock Lending s Lucrative Nature 503
Regulatory Concerns 504
Long/Short Portfolios 505
Certificateless Trading 505
Program Trading 506
Role of Derivative Assets 509
Process of Education 509
Getting Board Approval 509
Summary 510
Questions 511
Problems 512
Further Reading 512
Glossary 513
Index 531
PortMan—The Portfolio Manager 544
|
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| id | DE-604.BV009051932 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:29:17Z |
| institution | BVB |
| isbn | 0314009183 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005991539 |
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| owner_facet | DE-473 DE-BY-UBG DE-188 |
| physical | XXI, 561 S. Ill., graph. Darst. Diskette ; 3,5" |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | West Publ. |
| record_format | marc |
| spelling | Strong, Robert A. Verfasser aut Portfolio construction, management and protection Robert A. Strong Minneapolis/St. Paul u.a. West Publ. 1993 XXI, 561 S. Ill., graph. Darst. Diskette ; 3,5" txt rdacontent n rdamedia nc rdacarrier Diskette (DE-588)4122115-1 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Diversifikation (DE-588)4012539-7 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s Wertpapieranalyse (DE-588)4124458-8 s Diversifikation (DE-588)4012539-7 s DE-604 Diskette (DE-588)4122115-1 s Portfolio Selection (DE-588)4046834-3 s DE-188 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005991539&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Strong, Robert A. Portfolio construction, management and protection Diskette (DE-588)4122115-1 gnd Portfoliomanagement (DE-588)4115601-8 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Portfolio Selection (DE-588)4046834-3 gnd Diversifikation (DE-588)4012539-7 gnd |
| subject_GND | (DE-588)4122115-1 (DE-588)4115601-8 (DE-588)4124458-8 (DE-588)4046834-3 (DE-588)4012539-7 |
| title | Portfolio construction, management and protection |
| title_auth | Portfolio construction, management and protection |
| title_exact_search | Portfolio construction, management and protection |
| title_full | Portfolio construction, management and protection Robert A. Strong |
| title_fullStr | Portfolio construction, management and protection Robert A. Strong |
| title_full_unstemmed | Portfolio construction, management and protection Robert A. Strong |
| title_short | Portfolio construction, management and protection |
| title_sort | portfolio construction management and protection |
| topic | Diskette (DE-588)4122115-1 gnd Portfoliomanagement (DE-588)4115601-8 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Portfolio Selection (DE-588)4046834-3 gnd Diversifikation (DE-588)4012539-7 gnd |
| topic_facet | Diskette Portfoliomanagement Wertpapieranalyse Portfolio Selection Diversifikation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005991539&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT strongroberta portfolioconstructionmanagementandprotection |