Solutions manual for use with Investments:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Irwin McGraw-Hill
1999
|
| Ausgabe: | 4. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Getr. Zählung graph. Darst. |
| ISBN: | 0256261911 |
Internformat
MARC
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| 100 | 1 | |a Bodie, Zvi |d 1943- |e Verfasser |0 (DE-588)129369926 |4 aut | |
| 245 | 1 | 0 | |a Solutions manual for use with Investments |c Zvi Bodie ; Alex Kane ; Alan J. Marcus |
| 250 | |a 4. ed. | ||
| 264 | 1 | |a Boston [u.a.] |b Irwin McGraw-Hill |c 1999 | |
| 300 | |a Getr. Zählung |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Gestion de portefeuille | |
| 650 | 4 | |a Investissements | |
| 650 | 4 | |a Investments | |
| 650 | 4 | |a Portfolio management | |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143389-0 |a Aufgabensammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Kane, Alex |d 1942- |e Verfasser |0 (DE-588)130111341 |4 aut | |
| 700 | 1 | |a Marcus, Alan J. |e Verfasser |0 (DE-588)130111392 |4 aut | |
| 700 | 1 | 2 | |a Bodie, Zvi |d 1943- |0 (DE-588)129369926 |4 aut |t Investments |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009062823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009062823 | ||
Datensatz im Suchindex
| _version_ | 1804128061649584128 |
|---|---|
| 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. Bodie, Zvi 1943- |
| author_GND | (DE-588)129369926 (DE-588)130111341 (DE-588)130111392 |
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| callnumber-subject | HG - Finance |
| classification_rvk | QK 800 |
| ctrlnum | (OCoLC)41459705 (DE-599)BVBBV013294755 |
| 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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| id | DE-604.BV013294755 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:43:15Z |
| institution | BVB |
| isbn | 0256261911 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009062823 |
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| physical | Getr. Zählung graph. Darst. |
| publishDate | 1999 |
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| publisher | Irwin McGraw-Hill |
| record_format | marc |
| spelling | Bodie, Zvi 1943- Verfasser (DE-588)129369926 aut Solutions manual for use with Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus 4. ed. Boston [u.a.] Irwin McGraw-Hill 1999 Getr. Zählung graph. Darst. txt rdacontent n rdamedia nc rdacarrier Gestion de portefeuille Investissements Investments Portfolio management Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4143389-0 Aufgabensammlung gnd-content Portfolio Selection (DE-588)4046834-3 s DE-604 Kane, Alex 1942- Verfasser (DE-588)130111341 aut Marcus, Alan J. Verfasser (DE-588)130111392 aut Bodie, Zvi 1943- (DE-588)129369926 aut Investments HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009062823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bodie, Zvi 1943- Kane, Alex 1942- Marcus, Alan J. Bodie, Zvi 1943- Solutions manual for use with Investments Gestion de portefeuille Investissements Investments Portfolio management Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4143389-0 |
| title | Solutions manual for use with Investments |
| title_alt | Investments |
| title_auth | Solutions manual for use with Investments |
| title_exact_search | Solutions manual for use with Investments |
| title_full | Solutions manual for use with Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus |
| title_fullStr | Solutions manual for use with Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus |
| title_full_unstemmed | Solutions manual for use with Investments Zvi Bodie ; Alex Kane ; Alan J. Marcus |
| title_short | Solutions manual for use with Investments |
| title_sort | solutions manual for use with investments |
| topic | Gestion de portefeuille Investissements Investments Portfolio management Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Gestion de portefeuille Investissements Investments Portfolio management Portfolio Selection Aufgabensammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009062823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bodiezvi solutionsmanualforusewithinvestments AT kanealex solutionsmanualforusewithinvestments AT marcusalanj solutionsmanualforusewithinvestments |