Portfolio Management: Theory and Practice

ISBN-13: 9781119397410 / Angielski / Twarda / 2019 / 720 str.

Jeffrey C. Heisler

Spis treści

About the Authors ixAcknowledgments xiPreface xiiiChapter 1 Introduction 1Chapter 2 Client Objectives for Diversified Portfolios 13Chapter 3 Asset Allocation: The Mean - Variance Framework 59Chapter 4 Asset Allocation Inputs 117Chapter 5 Advanced Topics in Asset Allocation 161Chapter 6 The Investment Management Process 219Chapter 7 Introduction to Equity Portfolio Investing: The Investor's View 255Chapter 8 Equity Portfolio Construction 285Chapter 9 Fixed-Income Management 323Chapter 10 Global Investing 385Chapter 11 Alternative Investment Classes 427Chapter 12 Portfolio Management Through Time: Taxes and Transaction Costs 467Chapter 13 Performance Measurement and Attribution 503Chapter 14 Incentives, Ethics, and Policy 541Chapter 15 Investor and Client Behavior 569Chapter 16 Managing Client Relations 593Sample Cases 617Jerry W. 619MSSI 625McClain Capital 631The Fairbanks Fund 639Glossary 645References 661Index 671

O autorze

SCOTT D. STEWART, PHD, CFA,is Clinical Professor of Finance and Accounting and Faculty Co-Director of the Parker Center for Investment Research at the SC Johnson College of Business, Cornell University.CHRISTOPHER D. PIROS, PHD, CFA, was Managing Director of Investment Strategy and Chairman of the Investment Policy Committees for Hawthorn, PNC Family Wealth(r) and PNC Institutional Asset Management.JEFFREY C. HEISLER, PHD, CFA, is Managing Director of the Investment Research Group for TwinFocus Capital Partners.