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Investments : With S and P Card, PowerWeb and StockTrak Discount Coupon

ISBN-10: 0072503661

ISBN-13: 9780072503661

Edition: 5th 2002

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Book details

Edition: 5th
Copyright year: 2002
Publisher: McGraw-Hill Higher Education
Binding: Hardcover
Size: 8.00" wide x 10.25" long x 1.50" tall
Weight: 4.532
Language: English

Zvi Bodie is Professor of Finance and Economics at the Boston University School of Management. He is the director of Boston University’s Chartered Financial Analysts Examination Review Program and has served as consultant to many private and governmental organizations. Professor Bodie is a research associate of the National Bureau of Economic Research, where he was director of the NBER Project on Financial Aspects of the U.S. Pension System, and he is a member of the Pension Research Council of The Wharton School. He is widely published in leading professional journals, and his previous books include Pensions in the U.S. Economy, Issues in Pension Economics, and Financial Aspects of the U.S. Pension System.

Alex Kane is professor of finance and economics at the Graduate School of International Relations and Pacific Studies at the University of California, San Diego. He was visiting professor at the Faculty of Economics, University of Tokyo; Graduate School of Business, Harvard; Kennedy School of Government, Harvard; and research associate, National Bureau of Economic Research. An author of many articles in finance and management journals, Professor Kane's research is mainly in corporate finance, portfolio management, and capital markets, most recently in the measurement of market volatility and the pricing of options. Professor Kane is the developer of the International Simulation Laboratory (ISL) for training and experimental research in executive decision making.

Alan Marcus is professor of finance in the Wallace E. Carroll School of Management at Boston College. He received his PHD in Economics from MIT in 1981. Professor Marcus recently has been a visiting professor at the Athens Laboratory of Business Administration and at MIT’s Sloan School of Management and has served as a research associate at the National Bureau of Economic Research. He also established the Chartered Financial Analysts Review Program at Boston College. Professor Marcus has published widely in the fields of capital markets and portfolio management, with an emphasis on applications of futures and options pricing models. His consulting work has ranged from new product development to provision of expert testimony in utility rate proceedings. He also spend two years at the Federal Home Loan Mortgage Corporation (Freddie Mac), where he developed models of mortgage pricing and credit risk, and he currently serves on the Advisory Council for the Currency Risk Management Alliance of State Street Bank and Windham Capital Management Boston.

Introductionp. 1
The Investment Environmentp. 2
Markets and Instrumentsp. 27
How Securities Are Tradedp. 64
Mutual Funds and Other Investment Companiesp. 103
History of Interest Rates and Risk Premiumsp. 131
Portfolio Theoryp. 153
Risk and Risk Aversionp. 154
Capital Allocation between the Risky Asset and the Risk-Free Assetp. 183
Optimal Risky Portfoliosp. 207
Equilibrium in Capital Marketsp. 257
The Capital Asset Pricing Modelp. 258
Single-Index and Multifactor Modelsp. 292
Arbitrage Pricing Theoryp. 320
Market Efficiencyp. 340
Empirical Evidence on Security Returnsp. 382
Fixed-Income Securitiesp. 413
Bond Prices and Yieldsp. 414
The Term Structure of Interest Ratesp. 452
Managing Bond Portfoliosp. 482
Security Analysisp. 531
Macroeconomic and Industry Analysisp. 532
Equity Valuation Modelsp. 562
Financial Statement Analysisp. 606
Options, Futures, and Other Derivativesp. 647
Options Markets: Introductionp. 648
Option Valuationp. 696
Futures Marketsp. 739
Futures and Swaps: A Closer Lookp. 766
Active Portfolio Managementp. 805
Portfolio Performance Evaluationp. 806
International Diversificationp. 848
The Process of Portfolio Managementp. 873
The Theory of Active Portfolio Managementp. 916
Quantitative Reviewp. 939
CFA Citationsp. 976
Glossaryp. 978
Name Indexp. 990
Subject Indexp. 994
Table of Contents provided by Syndetics. All Rights Reserved.