Investments: Principles of Portfolio and Equity Analysis

Contents

Foreword

Acknowledgments

Introduction

Chapter 1: Market Organization and Structure

Learning Outcomes

1. Introduction

2. The Functions of the Financial System

3. Assets and Contracts

4. Financial Intermediaries

5. Positions

6. Orders

7. Primary Security Markets

8. Secondary Security Market and Contract Market Structures

9. Well-Functioning Financial Systems

10. Market Regulation

11. Summary

Problems

Chapter 2: Security Market Indices

Learning Outcomes

1. Introduction

2. Index Definition and Calculations of Value and Returns

3. Index Construction and Management

4. Uses of Market Indices

5. Equity Indices

6. Fixed-Income Indices

7. Indices for Alternative Investments

8. Summary

Problems

Chapter 3: Market Efficiency

Learning Outcomes

1. Introduction

2. The Concept of Market Efficiency

3. Forms of Market Efficiency

4. Market Pricing Anomalies

5. Behavioral Finance

6. Summary

Problems

Chapter 4: Portfolio Management: An Overview

Learning Outcomes

1. Introduction

2. A Portfolio Perspective on Investing

3. Investment Clients

4. Steps in the Portfolio Management Process

5. Pooled Investments

6. Summary

Problems

Chapter 5: Portfolio Risk and Return: Part I

Learning Outcomes

1. Introduction

2. Investment Characteristics of Assets

3. Risk Aversion and Portfolio Selection

4. Portfolio Risk

5. Efficient Frontier and Investor’s Optimal Portfolio

6. Summary

Problems

Chapter 6: Portfolio Risk and Return: Part II

Learning Outcomes

1. Introduction

2. Capital Market Theory

3. Pricing of ...