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

  1. Overview of Portfolio Management

  2. Monetary Policy: How the Fed Sets, Implements, and Measures Policy Choices

  3. The Changing Framework and Methods of Investment Management

  4. Mean-Variance Optimization for Practitioners of Asset Allocation

  5. Foreign Exchange Hedging by Managers of International Fixed Income and Equity Portfolios

  6. Investment Management for Taxable Investors

Section II: Equity Portfolio Management

  1. Investment Management: An Architecture for the Equity Market

  2. Investment Analysis Profiting from Complex Equity Market

  3. Dividend Discount Models

  4. Factor-Based Approach to Equity Portfolio Management

  5. Review of Financial Statements

  6. Introduction to Fundamental Analysis

  7. Security Analysis Using EVA(r)

  8. Overview of Equity Style Management

  9. Enhanced Equity Indexing

  10. The Asian Growth Paradigm as an Investment Tool

  11. Implementing Investment Strategies: The Art and Science of Investing 

  12. The Use of Derivatives in Managing Equity Portfolios

Section III: Fixed Income Portfolio Management

  1. Fixed Income Analytics: Valuation and Risk Measurement

  2. Quantitative Analysis of Fixed Income Portfolios Relative to Indices

  3. A Return Attribution Model for Fixed Income Securities

  4. Credit Analysis for Corporate Bonds

  5. Term Structure Factor Models

  6. Measuring and Managing Interest-Rate Risk

  7. Fixed Income Portfolio Investing: The Art of Decision Making

  8. Managing Indexed and Enhanced Indexed Bond Portfolios

  9. Global Corporate Bond Portfolio Management

  10. International Bond Portfolio Management

  11. Emerging Fixed Income and Local Currency: An Investment Management View

  12. Hedging Corporate Securities with Treasury and Derivative Instruments

  13. Index Total Return Swaps and Their Fixed Income Portfolio Management Applications

Section IV: Performance Measurement and Evaluation

  1. Stock Portfolio Attribution Analysis

  2. Fixed Income Attribution Analysis