Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

Description

The most comprehensive coverage of institutional investment management issuesThis comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here, respected investment expert Frank Fabozzi moves on to cover a wide array of issues in this evolving field. From valuation and fixed income analysis to alternative investments and asset allocation, Fabozzi provides the best in cutting-edge information for new and seasoned practitioners, as well as professors and students of finance. Contains practical, real-world applications of investment management theories and conceptsUses unique illustrations of factor models to highlight how to build a portfolioIncludes insights on execution and measurement of transaction costsCovers fixed income (particularly structured products) and derivativesInstitutional Investment Management is an essential read for anyone who needs to hone their skills in this discipline.Content: Chapter 1 Overview of Investment Management (pages 1–11): Chapter 2 Theory of Portfolio Selection (pages 13–40): Chapter 3 Applying Mean?Variance Analysis (pages 41–57): Chapter 4 Issues in the Theory of Portfolio Selection (pages 59–87): Chapter 5 Asset Pricing Theories (pages 89–117): Chapter 6 The U.S. Equity Markets (pages 119–145): Chapter 7 Common Stock Strategies and Performance Evaluation (pages 147–191): Chapter 8 Financial Analysis (pages 193–243): Chapter 9 Applied Equity Valuation (pages 245–276): Chapter 10 Forecasting Stock Returns (pages 277–297): Chapter 11 Managing a Common Stock Portfolio with Fundamental Factor Models (pages 299–330): Chapter 12 Transaction Costs and Trade Execution in Common Stock Portfolio Management (pages 331–363): Chapter 13 Using Stock Index Futures and Equity Swaps in Equity Portfolio Management (pages 365–395): Chapter 14 Using Equity Options in Investment Management (pages 397–427): Chapter 15 Equity Option Pricing Models (pages 429–454): Chapter 16 Bond Fundamentals and Risks (pages 455–486): Chapter 17 Treasury and Agency Securities, Corporate Bonds, and Municipal Bonds (pages 487–506): Chapter 18 Structured Products: RMBS, CMBS, and ABS (pages 507–547): Chapter 19 The Structure of Interest Rates (pages 549–565): Chapter 20 Bond Pricing and Yield Measures (pages 567–592): Chapter 21 Bond Price Volatility and the Measurement of Interest Rate Risk (pages 593–612): Chapter 22 Valuing Bonds with Embedded Options (pages 613–634): Chapter 23 Bond Portfolio Strategies (pages 635–682): Chapter 24 Using Derivatives in Bond Portfolio Management (pages 683–722): Chapter 25 Investment Companies, Exchange?Traded Funds, and Investment?Oriented Life Insurance (pages 723–765): Chapter 26 Alternative Assets (pages 767–808):