The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

Content: Chapter 1 Overview of Investment Management (pages 1–14): Frank J. Fabozzi and Harry M. MarkowitzChapter 2 Asset Classes, Alternative Investments, Investment Companies, and Exchange?Traded Funds (pages 15–44): Mark J. P. Anson, Frank J. Fabozzi and Frank J. JonesChapter 3 Portfolio Selection (pages 45–78): Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm and Francis GuptaChapter 4 Capital Asset Pricing Models (pages 79–101): Frank J. Fabozzi and Harry M. MarkowitzChapter 5 Factor Models (pages 103–124): Guofu Zhou and Frank J. FabozziChapter 6 Modeling Asset Price Dynamics (pages 125–158): Dessislava A. Pachamanova and Frank J. FabozziChapter 7 Asset Allocation and Portfolio Construction (pages 159–203): Noel Amenc, Felix Goltz, Lionel Martellini and Vincent MilhauChapter 8 Fundamentals of Common Stock (pages 205–227): Frank J. Fabozzi, Frank J. Jones, Robert R. Johnson and Pamela P. DrakeChapter 9 Common Stock Portfolio Management Strategies (pages 229–270): Frank J. Fabozzi, James L. Grant and Raman VardharajChapter 10 Approaches to Common Stock Valuation (pages 271–286): Pamela P. Drake, Frank J. Fabozzi and Glen A. LarsenChapter 11 Quantitative Equity Portfolio Management (pages 287–306): Andrew Alford, Robert Jones and Terence LimChapter 12 Long?Short Equity Portfolios (pages 307–326): Bruce I. Jacobs and Kenneth N. LevyChapter 13 Multifactor Equity Risk Models (pages 327–343): Frank J. Fabozzi, Raman Vardharaj and Frank J. JonesChapter 14 Fundamentals of Equity Derivatives (pages 345–382): Bruce M. Collins and Frank J. FabozziChapter 15 Using Equity Derivatives in Portfolio Management (pages 383–414): Bruce M. Collins and Frank J. FabozziChapter 16 Bonds, Asset?Backed Securities, and Mortgage?Backed Securities (pages 417–456): Frank J. FabozziChapter 17 Bond Analytics: Basic Valuation, Yield Measures, and Interest Rate Risk Measures (pages 457–488): Frank J. FabozziChapter 18 Bond Analytics: Spot Rates, Forward Rates, Yield Spreads, and Valuation (pages 489–534): Frank J. Fabozzi and Steven V. MannChapter 19 Bond Portfolio Strategies for Outperforming a Benchmark (pages 535–555): Bulent Baygun and Robert TzuckerChapter 20 The Art of Fixed Income Portfolio Investing (pages 557–584): Chris P. Dialynas and Ellen J. RachlinChapter 21 Multifactor Fixed Income Risk Models and Their Applications (pages 585–622): Anthony Lazanas, Antonio Baldaque da Silva, Radu Gabudean and Arne D. StaalChapter 22 Interest Rate Derivatives and Risk Control (pages 623–645): Frank J. FabozziChapter 23 Credit Default Swaps and the Indexes (pages 647–659): Stephen J. Antczak, Douglas J. Lucas and Frank J. Fabozzi