Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781118067413

Sommaire : Contributors: Andrew Alford, Noël Amenc, Mark J. P. Anson, Stephen J. Antczak, António Baldaque da Silva, Bülent Baygün, Bruce M. Collins, Chris P. Dialynas, Pamela P. Drake, Frank J. Fabozzi, Radu Gäbudean, Felix Goltz, James L. Grant, Francis Gupta, Bruce I. Jacobs, Robert R. Johnson, Frank J. Jones, Robert Jones, Petter N. Kolm, Glen A. Larsen, Jr., Anthony Lazanas, Kenneth N. Levy, Terence Lim, Douglas J. Lucas, Steven V. Mann, Harry M. Markowitz, Lionel Martellini, Vincent Milhau, Dessislava A. Pachamanova, Ellen J. Rachlin, Arne D. Staal, Robert Tzucker, Raman Vardharaj, Guofu Zhou.

About the Editors.
Contributing Authors.
Foreword.
PART ONE: Instruments, Asset Allocation, Portfolio Selection, and Asset Pricing.

CHAPTER 1: Overview of Investment Management
CHAPTER 2: Asset Classes, Alternative Investments, Investment Companies, and Exchange-Traded Funds
CHAPTER 3: Portfolio Selection
CHAPTER 4: Capital Asset Pricing Models
CHAPTER 5: Factor Models
CHAPTER 6: Modeling Asset Price Dynamics
CHAPTER 7: Asset Allocation and Portfolio Construction

PART TWO: Equity Analysis and Portfolio Management.

CHAPTER 8: Fundamentals of Common Stock
CHAPTER 9: Common Stock Portfolio Management Strategies
CHAPTER 10: Approaches to Common Stock Valuation
CHAPTER 11: Quantitative Equity Portfolio Management
CHAPTER 12: Long-Short Equity Portfolios
CHAPTER 13: Multifactor Equity Risk Models
CHAPTER 14: Fundamentals of Equity Derivatives
CHAPTER 15: Using Equity Derivatives in Portfolio Management

PART THREE: Bond Analysis and Portfolio Management.

CHAPTER 16: Bonds, Asset-Backed Securities, and Mortgage-Backed Securities
CHAPTER 17: Bond Analytics
CHAPTER 18: Bond Analytics
CHAPTER 19: Bond Portfolio Strategies for Outperforming a Benchmark
CHAPTER 20: The Art of Fixed Income Portfolio Investing
CHAPTER 21: Multifactor Fixed Income Risk Models and Their Applications
CHAPTER 22: Interest Rate Derivatives and Risk Control
CHAPTER 23: Credit Default Swaps and the Indexes
About the Web Site.
Index.

Langue : Anglais

Collection : THE FRANK J. FABOZZI SERIES

Edition : 2ème

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque