Bodie, Kane, and Marcus’ Investments and Portfolio Management sets the standard for graduate/MBA investments textbooks. It blends practical and theoretical coverage, while maintaining an appropriate rigor and a clear writing style. Its unifying theme is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes. The text places greater emphasis on asset allocation and offers a much broader and deeper treatment of futures, options, and other derivative security markets than most investment texts. It is also the only graduate Investments text to offer an online homework management system, McGraw-Hill’s Connect Plus Finance.
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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.
Part I. Introduction
Chapter 1The Investment Environment
Chapter 2Asset Classes and Financial Instruments
Chapter 3How Securities are Traded
Chapter 4Mutual Funds and Other Investment Companies
Part II. Portfolio Theory and Practice
Chapter 5Introduction to Risk, Return, and the Historical Record
Chapter 6Risk Aversion and Capital Allocation to Risky Assets
Chapter 7Optimal Risky Portfolios
Chapter 8Index Models
Part III. Equilibrium in Capital Markets
Chapter 9The Capital Asset Pricing Model
Chapter 10Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Chapter 11The Efficient Market Hypothesis
Chapter 12Behavioral Finance and Technical Analysis
Chapter 13Empirical Evidence on Security Returns
Part IV. Fixed-Income Securities
Chapter 14Bond Prices and Yields
Chapter 15The Term Structure of Interest Rates
Chapter 16Managing Bond Portfolios
Part V. Options, Futures, and Other Derivatives
Chapter 17Options Markets: Introduction
Chapter 18Option Valuation
Chapter 19Futures Markets
Chapter 20Futures, Swaps, and Risk Management
Part VI. Security Analysis
Chapter 21Macroeconomic and Industry Analysis
Chapter 22Equity Valuation Models
Chapter 23Financial Statement Analysis
Part VII. Applied Portfolio Management
Chapter 24Portfolio Performance Evaluation
Chapter 25International Diversification
Chapter 26Hedge Funds
Chapter 27The Theory of Active Portfolio Management
Chapter 28Investment Policy and the Framework of the CFA Institute
Appendix References to CFA Questions
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