March 2011
Intermediate to advanced
368 pages
9h 45m
English
Index
A
absolute rule
accredited investors
ADR. See American Depository Receipts
alpha
alpha*
alternative estimates, stock returns
alternative investments
asset allocation
financial crisis and
portfolios
Yale University Endowment
Altman, Edward L.
American Depository Receipts (ADR)
American Stock Exchange (AMEX)
AMEX. See American Stock Exchange
analysis
Argentina
Argentine crisis
arithmetic average
Asian crisis
asset allocation
effects on spending rules
history of
international stocks
optimization
asymmetrical investment fees
average returns
B
backfill bias
backwardation, normal
Baker, James
Bank for International Settlements
Banz, Rolf W.
bequests, effects of
beta
biases, hedge funds
Black, Fischer
bond indexes
correlation with S&P 500
correlation with U.S. treasury bonds
bond markets
breakdown of U.S.
European
international
parallel
bond returns, inflation impact
bonds
capital gains
default rates
emerging markets
estimating returns
in portfolios
interest rates
key features
markets outside U.S.
returns
stocks versus
treasury
Brady Bonds
Brady, Nicholas
Brazil
Bretton Woods
BRIC countries
bull market
buyout funds
returns
C
Cambridge Associates
Campbell, John Y.
capital asset pricing model (CAPM)
capital gains
bonds
currency
CAPM. See capital asset pricing model
carry fee
Case-Shiller index
Case, Karl E.
Center for International Securities and Derivatives (CISDM)
Center for Research in Security Prices (CRSP)
Central Bank of Thailand
China
CISDM. See Center for International ...
