Institutional investment management : equity and bond portfolio strategies and applications / Frank J. Fabozzi

Content includes:

Ch. 1: Overview of Investment Management;
Ch. 2: Theory of Portfolio Selection;
Ch. 3: Applying Mean-Variance Analysis;
Ch. 4: Issues in the Theory of Portfolio Selection;
Ch. 5: Asset Pricing Theories;
Ch. 6: The U.S. Equity Markets;
Ch. 7: Common Stock Strategies and Performance Evaluation;
Ch. 8: Financial Analysis; Chapter 9: Applied Equity Valuation;
Ch. 10: Forecasting Stock Returns.
Ch. 11: Managing a Common Stock Portfolio with Fundamental Factor Models
Ch. 12: Transaction Costs and Trade Execution in Common Stock Portfolio Management;
Ch. 13: Using Stock Index Futures and Equity Swaps in Equity Portfolio Management;
Ch. 14: Using Equity Options in Investment Management;
Ch. 15: Equity Option Pricing Models;
Ch. 16: Bond Fundamentals and Risks;
Ch. 17: Treasury and Agency Securities, Corporate Bonds, and Municipal Bonds;
Ch. 18: Structured Products: Rmbs, Cmbs, and Abs;
Ch. 19: The Structure of Interest Rates.
Ch. 20: Bond Pricing and Yield Measures
Ch. 21: Bond Price Volatility and the Measurement of Interest Rate Risk;
Ch. 22: Valuing Bonds with Embedded Options;
Ch. 23: Bond Portfolio Strategies;
Ch. 24: Using Derivatives in Bond Portfolio Management;
Ch. 25: Investment Companies, Exchange-Traded Funds, and Investment-Oriented Life Insurance;
Ch. 26: Alternative Assets

Includes bibliographical references and index