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ISBN-10: 007293414X

ISBN-13: 9780072934144

Edition: 6th 2005 (Revised)

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

List price: $157.19
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Book details

List price: $157.19
Edition: 6th
Copyright year: 2005
Publisher: McGraw-Hill Higher Education
Publication date: 1/5/2004
Binding: Hardcover
Pages: 1056
Size: 8.00" wide x 10.00" long x 1.50" tall
Weight: 4.796
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…    

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…    

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…    

Introduction
The Investment Environment
Financial Instruments
How Securities are Traded
Mutual Funds and Other Investment Companies
Portfolio Theory
History of Interest Rates and Risk Premiums
Risk and Risk Aversion
Capital Allocation Between the Risky Asset and the Risk-Free Asset
Optimal Risky Portfolios
Equilibrium in Capital Markets
The Capital Asset Pricing Model
Index Models
Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Market Efficiency and Behavioral Finance
Empirical Evidence on Security Returns
Fixed-Income Securities
Bond Prices and Yields
The Term Structure of Interest Rates
Managing Bond Portfolios
Security Analysis
Macroeconomic and Industry Analysis
Equity Valuation Models
Financial Statement Analysis
Options, Futures, and Other Derivatives
Options Markets: Introduction
Option Valuation
Futures Markets
Futures and Swaps: A Closer Look
Active Portfolio Management
Portfolio Performance Evaluation
International Diversification
The Process of Portfolio Management
The Theory of Active Portfolio Management
Quantitative Review
References to CFA Question
Glossary
Table of Contents provided by Publisher. All Rights Reserved.