CONTENTS
Preface
PART 1 Introduction
1 Systematic Portfolio Management
PART 2 Portfolio Construction and Analysis
2 Portfolio Construction
3 Capital Market Theory and Applied Portfolio Analysis
4 Arbitrage Pricing Theory/Multi-Index Model
5 Bond Valuation and Risk Analysis
6 Applying Valuation Model Methods
7 Equity Valuation Models:Simplifications and Applicantions
PART 4 Asset Class Management
8 Disciplined Stock Seletion
9 Managing the Asset Class Mix
10 Equity Investment Styles
11 International Investing
PART 5 Derivatives:Valuation and Strategy Applications
12 Financial Futures:Theory and Portfolio Strategy Applications
13 Options:Valuation and Strategies
14 Managing the Bond Portfolio
PART 6 Portfolio Performance Analysis
15 Evaluating Portfolio Performance
鄂公网安备 42010302001612号 