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Bibliographische Detailangaben
Hauptverfasser:	Bodie, Zvi 1943- (VerfasserIn), Kane, Alex 1942- (VerfasserIn), Marcus, Alan J. (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Chicago [u.a.] Irwin/McGraw-Hill 1999
Ausgabe:	4. ed.
Schriftenreihe:	The Irwin/McGraw-Hill series in finance, insurance, and real estate
Schlagworte:	Portfolio Selection Wertpapieranalyse Wertpapiermarkt Kapitalanlage Investitionsanalyse Portfoliomanagement Einführung Lehrbuch
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	XXIII, 967 S. Ill., graph. Darst.
ISBN:	0256246262

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Datensatz im Suchindex

_version_	1804127271386087424
adam_text	PART ONE INTRODUCTION 1 1 The Investment Environment 2 2 Markets and Instruments 29 3 How Securities Are Traded 67 4 Mutual Funds and Other Investment /Companies 101 5/ History of Interest Rates and Risk Premiums 127 PART TWO PORTFOLIO THEORY 147 6 Risk and Risk Aversion 148 7 Capital Allocation between the Risky Asset and the Risk-Free Asset 178 8 Optimal Risky Portfolios 201 EQUILIBRIUM IN CAPITAL MARKETS 249 /ft) The Capital Asset Pricing Model 250 r0 Single-Index and Multifactor Models 281 11 Arbitrage Pricing Theory 307 12 Market Efficiency 328 13 Empirical Evidence on Security Returns 370 PART FOUR FIXED-INCOME SECURITIES 399 14 Bond Prices and Yields 400 15 The Term Structure of Interest Rates 435 16 Fixed-Income Portfolio Management 460 PART FIVE SECURITY ANALYSIS 501 17 Macroeconomic and Industry Analysis 502 18 Equity Valuation Models 530 19 Financial Statement Analysis 570 PART SIX OPTIONS, FUTURES, AND OTHER DERIVATIVES 607 20 Options Markets: Introduction 608 21 Option Valuation 655 22 Futures Markets 689 23 Futures and Swaps: A Closer Look 716 PART SEVEN APPLIED PORTFOLIO MANAGEMENT 747 24 Portfolio Performance Evaluation 748 25 International DiveFstfteatiojL 786 26 The Process of Portfolio Management 810 2 7 Risk Management and Hedging 848 28 The Theory of Active Portfolio Management 867 Appendix A Quantitative Review 891 Appendix B CFA Citations 928 Glossary 930 Name Index 943 Subject Index 949 PART ONE INTRODUCTION 1 CHAPTER 1 THE INVESTMENT ENVIRONMENT 2 1.1 Real Assets versus Financial Assets 3 1.2 Markets and the Economy 5 Consumption Timing 5 Allocation of Resources 5 Separation of Ownership and Management 6 1.3 Clients of the Financial System 6 The Household Sector 6 The Business Sector 7 The Government Sector 8 1.4 The Environment Responds to Clientele Demands 9 Financial Intermediation 9 Investment Banking 11 Financial Innovation and Derivatives 11 Response to Taxation and Regulation 13 1.5 Markets and Market Structure 15 1.6 Ongoing Trends 16 Globalization 16 Securitization 18 Credit Enhancement 20 Financial Engineering 20 1.7 On the Relationship between Households and Businesses 21 Summary 24 CHAPTER 2 MARKETS AND INSTRUMENTS 29 2.1 The Money Market 30 Treasury Bills 31 Certificates of Deposit 34 Commercial Paper 34 Bankers Acceptances 34 Eurodollars 34 Repos and Reverses 35 Federal Funds 35 Brokers Calls 36 The LIBOR Market 36 Yields on Money Market Instruments 36 2.2 The Fixed-Income Capital Market 36 Treasury Notes and Bonds 37 Federal Agency Debt 38 Municipal Bonds 40 Corporate Bonds 42 Mortgages and Mortgage-Backed Securities 43 2.3 Equity Securities 46 Common Stock as Ownership Shares 46 Characteristics of Common Stock 46 Stock Market Listings 47 Preferred Stock 48 2.4 Stock and Bond Market Indexes 48 Stock Market Indexes 48 _ ^ Dow Jones Averages 50 Standard Poor s Indexes 53 Other Market-Value Indexes 55 Foreign and International Stock Market Indexes 57 Bond Market Indicators 57 2.5 Derivative Markets 59 Options 59 Futures Contracts 60 Summary 62 CHAPTER 3 HOW SECURITIES ARE TRADED 67 3.1 How Firms Issue Securities 68 Investment Bankers and Underwriting 68 Shelf Registration 69 Initial Public Offerings 69 3.2 Where Securities Are Traded 72 The Secondary Markets 72 The Over-the-Counter Market 74 Third and Fourth Markets 75 The National Market System 75 3.3 Trading on Exchanges 76 The Participants 76 Contents Types of Orders 76 Specialists and the Execution of Trades 78 Block Sales 80 The DOT System 80 Settlement 80 3.4 Trading on the OTC Market 81 Market Structure in Other Countries 83 The London Stock Exchange 84 The Tokyo Stock Exchange 84 3.5 Trading Costs 85 3.6 Buying on Margin 87 3.7 Short Sales 89 3.8 Regulation of Securities Markets 91 Government Regulation 91 Self-Regulation and Circuit Breakers 92 Insider Trading 93 Summary 95 CHAPTER 4 MUTUAL FUNDS AND OTHER INVESTMENT COMPANIES 101 4.1 Investment Companies 102 4.2 Types of Investment Companies 102 Unit Investment Trusts 103 Managed Investment Companies 103 Other Investment Organizations 105 4.3 Mutual Funds 106 Investment Policies 106 How Funds Are Sold 109 4.4 Costs of Investing in Mutual Funds 110 Fee Structure 110 Fees and Mutual Fund Returns 111 4.5 Taxation of Mutual Fund Income 113 4.6 Mutual Fund Investment Performance: A First Look 115 4.7 Information on Mutual Funds 119 Summary 123 CHAPTER 5 HISTORY OF INTEREST RATES AND RISK PREMIUMS 127 5.1 Determinants of the Level of Interest Rates 128 Real and Nominal Rates of Interest 128 The Equilibrium Real Rate of Interest 129 The Equilibrium Nominal Rate of Interest 130 xvii Bills and Inflation, 1953-1996 131 Taxes and the Real Rate of Interest 131 5.2 Risk and Risk Premiums 132 5.3 The Historical Record 134 Bills, Bonds, and Stocks, 1926-1996 134 5.4 Real versus Nominal Risk 138 Summary 140 Appendix: Continuous Compounding 144 PART TWO PORTFOLIO THEORY 147 CHAPTER 6 RISK AND RISK AVERSION 148 6.1 Risk and Risk Aversion 149 Risk with Simple Prospects 149 Risk, Speculation, and Gambling 150 Risk Aversion and Utility Values 151 6.2 Portfolio Risk 156 Asset Risk versus Portfolio Risk 156 A Review of Portfolio Mathematics 156 Summary 161 Y Appendix A: A Defense of Mean-Variance f Analysis 166 Describing Probability Distributions 166 Normal and Lognormal Distributions 170 Appendix B: Risk Aversion and Expected Utility 173 CHAPTER 7 CAPITAL ALLOCATION BETWEEN THE RISKY ASSET AND THE RISK-FREE ASSET 178 7.1 Capital Allocation across Risky and Risk-Free Portfolios 179 7.2 The Risk-Free Asset 181 7.3 Portfolios of One Risky Asset and One Risk-Free Asset 182 7.4 Risk Tolerance and Asset Allocation 186 7.5 Passive Strategies: The Capital Market Line 190 Summary 193 CHAPTER 8 OPTIMAL RISKY PORTFOLIOS 201 V 8.1 Diversification and Portfolio Risk 202 8.2 Portfolios of Two Risky Assets 203 xviii Contents 8.3 Asset Allocation with Stocks, Bonds, and Bills 211 The Optimal Risky Portfolio with Two Risky Assets and a Risk-Free Asset 211 8.4 The Markowitz Portfolio Selection Model 217 Security Selection 217 8.5 A Spreadsheet Model 221 Calculation of Expected Returns and Variance 221 Capital Allocation and the Separation Property 225 Asset Allocation and Security Selection 227 8.6 Optimal Portfolios with Restrictions on the Risk- Free Asset 228 Summary 231 ¦^ Appendix A: The Power of Diversification 240 Appendix B: The Insurance Principle: Risk- Sharing versus Risk-Pooling 243 Appendix C: The Fallacy of Time Diversification 245 PART THREE EQUILIBRIUM IN CAPITAL MARKETS 249 CHAPTER 9 THE CAPITAL ASSET PRICING MODEL 250 9.1 The Capital Asset Pricing Model 251 Why Do All Investors Hold the Market Portfolio? 253 The Passive Strategy Is Efficient 254 The Risk Premium of the Market Portfolio 254 Expected Returns on Individual Securities 255 The Security Market Line 259 9.2 Extensions of the CAPM 264 ~ C The CAPM with Restricted Borrowing: The r^ Zero-Beta Model 264 Lifetime Consumption: The CAPM with Dynamic Programming 267 9.3 The CAPM and Liquidity: A Theory of Illiquidity Premiums 267 Summary 273 CHAPTER 1 0 SINGLE-INDEX AND MULTIFACTOR MODELS 21 10.1 A Single-Index Security Market 282 Systematic Risk versus Firm-Specific Estimating the Index Model 285 The Index Model and Diversification 287 10.2 The CAPM and the Index Model 289 Actual Returns versus Expected Returns 289 V The Index Model and Realized Returns 290 The Index Model and the Expected Return-Beta Relationship 291 10.3 The Industry Version of the Index Model 292 Predicting Betas 296 10.4 Multifactor Models 297 Empirical Foundation of Multifactor Models 297 Theoretical Foundations of Multifactor Models 299 Empirical Models and the ICAPM 300 Summary 301 CHAPTER 1 1 ARBITRAGE PRICING THEORY 307 11.1 Arbitrage Opportunities and Profits 308 11.2 The APT and Well-Diversified Portfolios 311 / Well-Diversified Portfolios 311 X Betas and Expected Returns 313 The Security Market Line 316 11.3 Individual Assets and the APT 317 11.4 The APT and the CAPM 319 11.5 A Multifactor APT 319 Summary 321 CHAPTER 12 MARKET EFFICIENCY 328 12.1 Random Walks and the Efficient Market Hypothesis 329 Competition as the Source of Efficiency 330 Versions of the Efficient Market Hypothesis 330 12.2 Implications of the EMH for Investment Policy 331 Technical Analysis 331 Fundamental Analysis 336 Active versus Passive Portfolio Management 337 The Role of Portfolio Management in an Efficient Market 338 12.3 Event Studies 338 12.4 Are Markets Efficient? 342 The Issues 342 y Tests of Predictability in Stock Market A Returns 344 Yx Portfolio Strategies and Market / Anomalies 346 Risk Premiums or Anomalies? 353 So, Are Markets Efficient? 362 Summary 362 CHAPTER 1 3 EMPIRICAL EVIDENCE ON SECURITY RETURNS 370 13.1 The Index Model and the Single-Factor APT 371 The Expected Return-Beta Relationship 371 Tests of the CAPM 373 The Market Index 373 Measurement Error in Beta 376 The EMH and the CAPM 378 13.2 Tests of Multifactor CAPM and APT 379 13.3 The Anomalies Literature: Risk Premiums or Inefficiencies? 380 The Assault 380 The Defense 383 Accounting for Human Capital and Cyclical Variations in Asset Betas 386 ,13.4 Time-Varying Volatility 390 ^13.5 Stochastic Volatility and Asset Returns 392 Summary 394 PART FOUR FIXED-INCOME SECURITIES 399 CHAPTER 1 4 BOND PRICES AND YIELDS 400 14.1 Bond Characteristics 401 Treasury Bonds and Notes 401 Corporate Bonds 403 Preferred Stock 405 Other Issuers 406 International Bonds 406 Innovation in the Bond Market 406 14.2 Default Risk 408 Junk Bonds 408 Determinants of Bond Safety 409 Bond Indentures 411 14.3 Bond Pricing 414 An Example: Bond Pricing 414 14.4 Bond Yields 416 Yield to Maturity 417 Yield to Call 418 Yield to Maturity and Default Risk 419 Realized Compound Yield versus Yield to Maturity 421 Yield to Maturity versus Holding Period Return 422 14.5 Bond Prices over Time 423 Zero-Coupon Bonds 424 After-Tax Returns 425 Summary 426 CHAPTER 1 5 THE TERM STRUCTURE OF INTEREST RATES 435 15.1 The Term Structure under Certainty 436 Bond Pricing 436 Holding-Period Returns 439 Forward Rates 440 15.2 Measuring the Term Structure 441 15.3 Interest Rate Uncertainty and Forward Rates 444 15.4 Theories of the Term Structure 446 The Expectations Hypothesis 446 Liquidity Preference 446 Market Segmentation and Preferred Habitat Theories 447 15.5 Interpreting the Term Structure 448 Summary 453 CHAPTER 16 FIXED-INCOME PORTFOLIO MANAGEMENT 460 16.1 Interest Rate Risk 461 Interest Rate Sensitivity 461 Duration 463 What Determines Duration? 466 16.2 Passive Bond Management 468 Bond-Index Funds 469 Immunization 471 Net Worth Immunization 471 Target Date Immunization 472 Cash Flow Matching and Dedication 477 Other Problems with Conventional Immunization 478 16.3 Convexity 479 16.4 Active Bond Management 482 Sources of Potential Profit 482 ¦ xxii Contents 23.5 Swaps 735 Credit Risk in the Swap Market 738 Swap Variations 739 Summary 739 PART SEVE1N ACTIVE PORTFOLIO MANAGEMENT 747 CHAPTER 24 PORTFOLIO PERFORMANCE EVALUATION 748 24.1 Measuring Investment Returns 749 Time-Weighted Returns versus Dollar- Weighted Returns 749 Arithmetic versus Geometric Averages 750 24.2 The Conventional Theory of Performance Evaluation 753 The M2 Measure of Performance 755 Sharpe s Measure as the Criterion for Overall Portfolios 757 Appropriate Performance Measures in Three Scenarios 758 Relationships among the Various Performance Measures 761 Actual Performance Measurement: An Example 762 Realized Returns versus Expected Returns 764 24.3 Performance Measurement with Changing Portfolio Composition 765 24.4 Market Timing 766 24.5 Performance Attribution Procedures 768 Asset Allocation Decisions 771 Sector and Security Selection Decisions 771 Summing Up Component Contributions 773 24.6 Evaluating Performance Evaluation 773 Summary 775 CHAPTER 25 INTERNATIONAL DIVERSIFICATION 786 25.1 International Investments 787 The World Equity Portfolio 787 International Diversification 787 Techniques for Investing Internationally 79C Exchange Rate Risk 794 Passive and Active International Investing 797 Factor Models and International Investing 801 Equilibrium in International Capital Markets 802 Summary 804 CHAPTER 26 THE PROCESS OF PORTFOLIO MANAGEMENT 810 26.1 Making Investment Decisions 811 Objectives 811 Individual Investors 811 Personal Trusts 811 Mutual Funds 814 Pension Funds 814 Endowment Funds 814 Life Insurance Companies 814 Non-Life Insurance Companies 815 Banks 815 26.2 Constraints 815 Liquidity 816 Investment Horizon 816 Regulations 816 Tax Considerations 817 Unique Needs 817 26.3 Asset Allocation 817 Taxes and Asset Allocation 818 26.4 Managing Portfolios of Individual Investors 818 Human Capital and Insurance 819 Investment in Residence 819 Saving for Retirement and the Assumption Risk 819 Manage Your Own Portfolio or Rely on Others? 821 Tax Sheltering 821 26.5 Pension Funds 825 Defined Contribution Plans 825 Defined Benefit Plans 826 Alternative Perspectives on Defined Benef Pension Obligations 826 Pension Investment Strategies 828 Summary 830 ) Appendix: Popular Advice and Survey Evidence 846 Contents CHAPTER 27 RISK MANAGEMENT AND HEDGING 848 27.1 Hedging Techniques 849 General Principles 849 Hedging Systematic Risk 852 Hedging Interest Rate Risk 854 Hedging Bets on Mispriced Options 856 27.2 Effects of Hedging Demands on Capital Market Equilibrium 860 Summary 862 CHAPTER 28 THE THEORY OF ACTIVE PORTFOLIO MANAGEMENT 867 28.1 The Lure of Active Management 868 28.2 Objectives of Active Portfolios 869 28.3 Market Timing 872 Valuing Market Timing as an Option 874 The Value of Imperfect Forecasting 875 xxiii 28.4 Security Selection: The Treynor-Black Model 876 Overview of the Treynor-Black Model 876 Portfolio Construction 877 28.5 Multifactor Models and Active Portfolio Management 883 28.6 Imperfect Forecasts of Alpha Values and the Use of the Treynor-Black Model in Industry 884 Summary 885 APPENDIX A QUANTITATIVE REVIEW 891 APPENDIX B CFA CITATIONS 928 Glossary 930 Name Index 943 Subject Index 949
any_adam_object	1
author	Bodie, Zvi 1943- Kane, Alex 1942- Marcus, Alan J.
author_GND	(DE-588)129369926 (DE-588)130111341 (DE-588)130111392
author_facet	Bodie, Zvi 1943- Kane, Alex 1942- Marcus, Alan J.
author_role	aut aut aut
author_sort	Bodie, Zvi 1943-
author_variant	z b zb a k ak a j m aj ajm
building	Verbundindex
bvnumber	BV012617491
classification_rvk	QK 800
ctrlnum	(OCoLC)245951955 (DE-599)BVBBV012617491
dewey-full	332.632
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.632
dewey-search	332.632
dewey-sort	3332.632
dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
edition	4. ed.
format	Book
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genre	1\p (DE-588)4151278-9 Einführung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content
genre_facet	Einführung Lehrbuch
id	DE-604.BV012617491
illustrated	Illustrated
indexdate	2024-07-09T18:30:42Z
institution	BVB
isbn	0256246262
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-008570515
oclc_num	245951955
open_access_boolean
owner	DE-20 DE-355 DE-BY-UBR DE-703
owner_facet	DE-20 DE-355 DE-BY-UBR DE-703
physical	XXIII, 967 S. Ill., graph. Darst.
publishDate	1999
publishDateSearch	1999
publishDateSort	1999
publisher	Irwin/McGraw-Hill
record_format	marc
series2	The Irwin/McGraw-Hill series in finance, insurance, and real estate
spelling	Bodie, Zvi 1943- Verfasser (DE-588)129369926 aut Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus 4. ed. Chicago [u.a.] Irwin/McGraw-Hill 1999 XXIII, 967 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Irwin/McGraw-Hill series in finance, insurance, and real estate Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Wertpapiermarkt (DE-588)4189708-0 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Investitionsanalyse (DE-588)4273190-2 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content Kapitalanlage (DE-588)4073213-7 s Portfoliomanagement (DE-588)4115601-8 s DE-604 Investitionsanalyse (DE-588)4273190-2 s Wertpapieranalyse (DE-588)4124458-8 s 3\p DE-604 Wertpapiermarkt (DE-588)4189708-0 s Portfolio Selection (DE-588)4046834-3 s 4\p DE-604 Kane, Alex 1942- Verfasser (DE-588)130111341 aut Marcus, Alan J. Verfasser (DE-588)130111392 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008570515&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Bodie, Zvi 1943- Kane, Alex 1942- Marcus, Alan J. Investments Portfolio Selection (DE-588)4046834-3 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Wertpapiermarkt (DE-588)4189708-0 gnd Kapitalanlage (DE-588)4073213-7 gnd Investitionsanalyse (DE-588)4273190-2 gnd Portfoliomanagement (DE-588)4115601-8 gnd
subject_GND	(DE-588)4046834-3 (DE-588)4124458-8 (DE-588)4189708-0 (DE-588)4073213-7 (DE-588)4273190-2 (DE-588)4115601-8 (DE-588)4151278-9 (DE-588)4123623-3
title	Investments
title_auth	Investments
title_exact_search	Investments
title_full	Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus
title_fullStr	Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus
title_full_unstemmed	Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus
title_short	Investments
title_sort	investments
topic	Portfolio Selection (DE-588)4046834-3 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Wertpapiermarkt (DE-588)4189708-0 gnd Kapitalanlage (DE-588)4073213-7 gnd Investitionsanalyse (DE-588)4273190-2 gnd Portfoliomanagement (DE-588)4115601-8 gnd
topic_facet	Portfolio Selection Wertpapieranalyse Wertpapiermarkt Kapitalanlage Investitionsanalyse Portfoliomanagement Einführung Lehrbuch
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008570515&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT bodiezvi investments AT kanealex investments AT marcusalanj investments

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MARC

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