Handbook of Portfolio Management
Handbook of Portfolio Management is an authoritative, all-in-one resource that gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today's volatile market environment. From an overview of monetary policy to detailed descriptions of hedging risk through the use of derivatives, this book covers a wide range of investment portfolio management skills.
Table of Contents
Section I: Background Information
Overview of Portfolio Management
Monetary Policy: How the Fed Sets, Implements, and Measures Policy Choices
The Changing Framework and Methods of Investment Management
Mean-Variance Optimization for Practitioners of Asset Allocation
Foreign Exchange Hedging by Managers of International Fixed Income and Equity Portfolios
Investment Management for Taxable Investors
Section II: Equity Portfolio Management
Investment Management: An Architecture for the Equity Market
Dividend Discount Models
Factor-Based Approach to Equity Portfolio Management
Review of Financial Statements
Introduction to Fundamental Analysis
Security Analysis Using EVA(r)
Overview of Equity Style Management
Enhanced Equity Indexing
The Asian Growth Paradigm as an Investment Tool
Implementing Investment Strategies: The Art and Science of Investing
The Use of Derivatives in Managing Equity Portfolios
Section III: Fixed Income Portfolio Management
Fixed Income Analytics: Valuation and Risk Measurement
Quantitative Analysis of Fixed Income Portfolios Relative to Indices
A Return Attribution Model for Fixed Income Securities
Credit Analysis for Corporate Bonds
Term Structure Factor Models
Measuring and Managing Interest-Rate Risk
Fixed Income Portfolio Investing: The Art of Decision Making
Managing Indexed and Enhanced Indexed Bond Portfolios
International Bond Portfolio Management
Emerging Fixed Income and Local Currency: An Investment Management View
Hedging Corporate Securities with Treasury and Derivative Instruments
Index Total Return Swaps and Their Fixed Income Portfolio Management Applications
Section IV: Performance Measurement and Evaluation
Stock Portfolio Attribution Analysis
Fixed Income Attribution Analysis