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Quantitative Investment Analysis Workbook

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ISBN-10: 047006918X

ISBN-13: 9780470069189

Edition: 2nd 2007 (Revised)

Authors: Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, Richard A. DeFusco, Mark J. Anson

List price: $45.00
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Description:

Quantitative Investment Analysis, Second Edition responds to the need for a globally relevant guide to applying quantitative analysis to the investment process. Examples and problems are investment-oriented and reflect the changes currently taking place in the global investment community. Richard A. DeFusco, CFA (Lincoln, NE) is an Associate Professor of Finance at the University of Nebraska-Lincoln (UNL). Dennis W. McLeavey, CFA (Charlottesville, VA) is Head, Professional Development Products at CFA Institute. Jerald E. Pinto, CFA (Charlottesville, VA) is Director in the CFA Program Division at CFA Institute. David E. Runkle, CFA (Minneapolis, MN) is Vice President and Research Manager…    
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Book details

List price: $45.00
Edition: 2nd
Copyright year: 2007
Publisher: John Wiley & Sons, Incorporated
Publication date: 1/16/2007
Binding: Paperback
Pages: 216
Size: 7.25" wide x 9.75" long x 0.50" tall
Weight: 0.836
Language: English

RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville. He earned his CFA charter in 1999.DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.JERALD E. PINTO, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. Before coming to CFA Institute in 2002, he consulted in investment…    

RICHARD A. DEFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln (UNL). He earned his CFA charter in 1999. DeFusco is a member of the Omaha-Lincoln Society of Financial Analysts, and completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville.DENNIS W. MCLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. During his twenty-five year academic career, he has taught at The University of Western Ontario, the University of Connecticut, the University of Rhode Island (where he founded a student-managed fund), and Babson College. McLeavey…    

RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville. He earned his CFA charter in 1999.DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.JERALD E. PINTO, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. Before coming to CFA Institute in 2002, he consulted in investment…    

Learning Outcomes, Summary Overview, and Problems
The Time Value of Money
Discounted Cash Flow Applications
Statistical Concepts and Market Returns
Probability Concepts
Common Probability Distributions
Sampling and Estimation
Hypothesis Testing
Correlation and Regression
Multiple Regression and Issues in Regression Analysis
Time-Series Analysis
Portfolio Concepts
Solutions
The Time Value of Money
Discounted Cash Flow Applications
Statistical Concepts and Market Returns
Probability Concepts
Common Probability Distributions
Sampling and Estimation
Hypothesis Testing
Correlation and Regression
Multiple Regression and Issues in Regression Analysis
Time-Series Analysis
Portfolio Concepts
About the CFA Program