ESCP Europe

Item type

Book

Language

anglais

Pages

xxvii, 990 p.

Edition

8th ed.

Publication year

2010

Content notes

Part I: Introduction --- 1. The investment environment --- 2. Financial instruments --- 3. How securities are traded --- 4. Mutual funds and other investment companies --- Part II: Portfolio theory and practice --- 5. Learning about return and risk from the historical record --- 6. Risk aversion and capital allocation to risky assets --- 7. Optimal risky portfolios --- 8. Index models --- Part III: Equalibrium in Capital Markets --- 9. Capital asset pricing model --- 10. Arbitrage pricing theory and multifactor models of risk and return --- 11. The efficient market hypothesis --- 12. Behavioural finance and technical analysis --- 13. Empirical evidence on security returns --- Part IV: Fixed-income securities --- 14. Bond prices and yields --- 15. The term structure of interest rates --- 16. Managing bond portfolios --- Part V: Security analysis --- 17. Macroeconomic and industry analysis --- 18. Equity valuation models – 19. Financial statement analysis --- Part VI: Options, futures, and other derivatives --- 20. Options markets: introduction --- 21. Option valuation --- 22. Futures markets --- 23. Futures and swaps and risk management --- Part VII: Applied portfolio management --- 24. Portfolio performance evaluation --- 25. International diversification --- 26. Hedge funds --- 27. The theory of active portfolio management --- 28. Investment policy and the framework of the CHA Institute

Part I: Introduction --- 1. The investment environment --- 2. Financial instruments --- 3. How securities are traded --- 4. Mutual funds and other investment companies --- Part II: Portfolio theory and practice --- 5. Learning about return and risk from the historical record --- 6. Risk aversion and capital allocation to risky assets --- 7. Optimal risky portfolios --- 8. Index models --- Part III: Equalibrium in Capital Markets --- 9. Capital asset pricing model --- 10. Arbitrage pricing theory and multifactor models of risk and return --- 11. The efficient market hypothesis --- 12. Behavioural finance and technical analysis --- 13. Empirical evidence on security returns --- Part IV: Fixed-income securities --- 14. Bond prices and yields --- 15. The term structure of interest rates --- 16. Managing bond portfolios --- Part V: Security analysis --- 17. Macroeconomic and industry analysis --- 18. Equity valuation models – 19. Financial statement analysis --- Part VI: Options, futures, and other derivatives --- 20. Options markets: introduction --- 21. Option valuation --- 22. Futures markets --- 23. Futures and swaps and risk management --- Part VII: Applied portfolio management --- 24. Portfolio performance evaluation --- 25. International diversification --- 26. Hedge funds --- 27. The theory of active portfolio management --- 28. Investment policy and the framework of the CHA Institute.