Midlands State University Library

Investments /

Bodie Zvi

Investments / created by Bodie Zvi, Alex Kane and Alan J. Marcus. - 6th Edition. - xxx, 1090 pages: illustrations; 25 cm.

Includes bibliography and index.

Introduction: 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: 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; 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 --
Applied portfolio management: Portfolio performance evaluation; International diversification; Process of portfolio management; Theory of active portfolio management --
Appendixes: Quantitative review; CFA citations.

[This book] is intended primarily as a textbook for courses in investment analysis ... This text will introduce you to major issues currently of concern to all investors. It can give you the skills to conduct a sophisticated assessment of current issues and debates covered by both the popular media as well as more-specialized finance journals. Whether you plan to become an investment professional, or simply a sophisticated individual investor, you will find these skills essential ... The common theme unifying this book is that security markets are nearly efficient, meaning most securities are usually priced appropriately given their risk and return attributes. There are few free lunches found in markets as competitive as the financial market. This simple observation is, nevertheless, remarkably powerful in its implications for the design of investment strategies; as a result, [the authors'] discussions of strategy are always guided by the implications of the efficient markets hypothesis.

0072861789 0070597979


Investments
Portfolio management.

HG4521 BOD