This authoritative, all-in-one resource gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today’s volatile environment. From an overview of monetary policy to detailed descriptions of hedging risk through use of derivatives, Fabozzi’s Handbook of Portfolio Management covers a wide range of investment portfolio management skills.
Book Details:
- Author: Frank J. Fabozzi
- ISBN: 9780470331361
- Year Published: 1998
- Pages: 756
- BISAC: BUS036000, BUSINESS & ECONOMICS/Investments & Securities / General
About the Book and Topic:
This authoritative, all-in-one resource gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today’s volatile environment. From an overview of monetary policy to detailed descriptions of hedging risk through use of derivatives, Fabozzi’s Handbook of Portfolio Management covers a wide range of investment portfolio management skills.
1. Overview of Portfolio Management (Frank Fabozzi) 2. Monetary Policy: How the Fed Set, Implements, and Measures Policy (David Jones and Ellen Rachlin) 3. The Changing Framework and Methods of Investment Management (Sergio Focardi) 4. Mean-Variance Optimization Models for Practitioners of Asset Allocation (Francis Gupta) Foreign Exchange Hedging by Managers of International Fixed Income and Equity Portfolios (David DeRosa) Investment Management For Taxable Investors (David Stein and James Garland) Investment Management: An Architecture for the Equity Market (Bruce Jacobs and Kenneth Levy) Investment Mangement: Profiting from a Complex Equity Market (Bruce Jacobs and Kenneth Levy) Dividend Discount Models (William Hurley and Frank Fabozzi) Factor-Based Approach to Equity Portfolio Management (Frank Fabozzi) Review of Financial Statements (Frank Fabozzi, Thornton O’Glove, and John Ritchie, Jr.) Introduction to Fundamental Analysis (Frank Fabozzi, Thornton O’Glove, and John Ritchie, Jr.) Security Analysis Using EVA (James Grant) Overview of Equity Style Management (Frank Fabozzi) Enhanced Equity Indexing (John Loftus) The Asian Growth Paradigm as an Investment Tool (Kara Tan Bhala) Implementing Investment Strategies: The Art and Science of Investing (Wayne Wagner and Mark Edwards) Using Derivatives in Equity Portfolio Management (Roger Clarke, Harindra de Silva, and Greg McMurran) Fixed Income Analytics: Valuation and Risk Management (Frank Fabozzi) Quantitative Analysis of Fixed Income Portfolios Relative to Indices (Lev Dynkin and Jay Hyman) A Return Attribution Model for Fixed Income Securities (Lev Dynkin, Jay Hyman, and Vadim Konstantinovsky) Credit Analysis of Corporate Bonds (Jane Howe) Term Structure Factor Models (Robert Kuberek) Measuring and Managing Interest-Rate Risk (Scott Richard and Benjamin Gord) Fixed Income Portfolio Investing: The Art of Decision Making (Chris Dialynas and Ellen Rachlin) Managing Indexed and Enhanced Indexed Bond Portfolios (Kenneth Volpert) Global Corporate Bond Portfolio Management (Jack Malvey) International Bond Portfolio Management (Christopher Steward and Hank Lynch) Emerging Fixed Income and Local Currency: An Investment Management View (Luis Luis) Hedging Corporate Securities with Treasury and Derivative Instruments (Shrikant Ramamurthy) Index Total Return Swaps and Their Applications to Fixed Income Portfolio Management (Mary Rooney) Stock Portfolio Attribution Analysis (Frank Jones and Ronald Kahn) Fixed Income Return Attribution Analysis (Frank Fabozzi and Leonard Peltzman)
About the Author
Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University’s School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.