gogo
Amazon cover image
Image from Amazon.com

Investments / Zvi Bodie, Alex Kane, Alan J. Marcus.

By: Contributor(s): Material type: TextTextSeries: McGraw-Hill/Irwin series in finance, insurance, and real estatePublication details: Maidenhead, Berkshire : McGraw Hill Education, [2014]Edition: Tenth global editionDescription: 1 volume (various pagings) : illustrations (black and white, and colour) ; 26 cmISBN:
  • 9780077161149 (pbk.) :
  • 0077161149
Subject(s): DDC classification:
  • 332.6 23
LOC classification:
  • HG4521 .B564 2014
Other classification:
  • 332.6 BOD
Contents:
2.Asset classes and financial instruments 3.How securities are traded 4.Mutual funds and other investment companies 5.Risk, return, and the historical record 6.Capital allocation to risk assets 7.Optimal risky portfolios 8.Index models 9.The capital asset pricing model 10.Arbitrage pricing theory and multifactor models of risk and return 11.The efficient market hypothesis 12.Behavioral finance and technical analysis 13.Empirical evidence on security returns 14.Bond prices and yields 15.The term structure of interest rates 16.Managing bond portfolios 17.Macroeconomic and industry analysis 18.Equity valuation models 19.Financial statement analysis 20.Options markets: introduction 21.Option valuation 22.Futures markets 23.Futures, swaps, and risk 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 CFA Institute
Summary: The unifying theme in this book is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes. The content 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.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Two Hour Loan TUS: Midlands, Main Library Athlone General Lending 336.2 BOD (Browse shelf(Opens below)) 1 Available 224082

Includes index.

2.Asset classes and financial instruments 3.How securities are traded 4.Mutual funds and other investment companies 5.Risk, return, and the historical record 6.Capital allocation to risk assets 7.Optimal risky portfolios 8.Index models 9.The capital asset pricing model 10.Arbitrage pricing theory and multifactor models of risk and return 11.The efficient market hypothesis 12.Behavioral finance and technical analysis 13.Empirical evidence on security returns 14.Bond prices and yields 15.The term structure of interest rates 16.Managing bond portfolios 17.Macroeconomic and industry analysis 18.Equity valuation models 19.Financial statement analysis 20.Options markets: introduction 21.Option valuation 22.Futures markets 23.Futures, swaps, and risk 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 CFA Institute

The unifying theme in this book is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes. The content 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.

Powered by Koha