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Investments / 11th ed., McGraw-Hill Education international ed

Investments / 11th ed., McGraw-Hill Education international ed (9회 대출)

자료유형
단행본
개인저자
Bodie, Zvi. Kane, Alex, 1942-. Marcus, Alan J.
서명 / 저자사항
Investments / Zvi Bodie, Boston University, Alex Kane, University of California, San Diego, Alan J. Marcus, Boston College.
판사항
11th ed., McGraw-Hill Education international ed.
발행사항
New York, NY :   McGraw-Hill Education,   c2018.  
형태사항
xxviii, 968, [43] p. : ill. ; 26 cm.
ISBN
9781260083392 126008339X (MHID)
일반주기
Includes indexes.  
일반주제명
Investments. Portfolio management.
000 00000cam u2200205 a 4500
001 000045990343
005 20190710115639
008 190710s2018 nyua 001 0 eng d
010 ▼a 2017013354
020 ▼a 9781260083392
020 ▼a 126008339X (MHID)
035 ▼a (KERIS)BIB000014607061
040 ▼a 211023 ▼c 211023 ▼d 211009
082 0 4 ▼a 332.6 ▼2 23
084 ▼a 332.6 ▼2 DDCK
090 ▼a 332.6 ▼b B667i11
100 1 ▼a Bodie, Zvi.
245 1 0 ▼a Investments / ▼c Zvi Bodie, Boston University, Alex Kane, University of California, San Diego, Alan J. Marcus, Boston College.
250 ▼a 11th ed., McGraw-Hill Education international ed.
260 ▼a New York, NY : ▼b McGraw-Hill Education, ▼c c2018.
300 ▼a xxviii, 968, [43] p. : ▼b ill. ; ▼c 26 cm.
500 ▼a Includes indexes.
650 0 ▼a Investments.
650 0 ▼a Portfolio management.
700 1 ▼a Kane, Alex, ▼d 1942-.
700 1 ▼a Marcus, Alan J.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.6 B667i11 등록번호 111811911 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Cover -- Half Title -- Series -- Title -- Copyright -- About the Authors -- Brief Contents -- Contents -- Preface -- Distinctive Features -- Connect -- Supplements -- Acknowledgments -- Part I Introduction -- Chapter 1 The Investment Environment -- 1.1 Real Assets versus Financial Assets -- 1.2 Financial Assets -- 1.3 Financial Markets and the Economy -- 1.4 The Investment Process -- 1.5 Markets Are Competitive -- 1.6 The Players -- 1.7 The Financial Crisis of 2008 -- 1.8 Outline of the Text -- Summary -- Chapter 2 Asset Classes and Financial Instruments -- 2.1 The Money Market -- 2.2 The Bond Market -- 2.3 Equity Securities -- 2.4 Stock and Bond Market Indexes -- 2.5 Derivative Markets -- Summary -- Chapter 3 How Securities Are Traded -- 3.1 How Firms Issue Securities -- 3.2 How Securities Are Traded -- 3.3 The Rise of Electronic Trading -- 3.4 U.S. Markets -- 3.5 New Trading Strategies -- 3.6 Globalization of Stock Markets -- 3.7 Trading Costs -- 3.8 Buying on Margin -- 3.9 Short Sales -- 3.10 Regulation of Securities Markets -- Summary -- Chapter 4 Mutual Funds and Other Investment Companies -- 4.1 Investment Companies -- 4.2 Types of Investment Companies -- 4.3 Mutual Funds -- 4.4 Costs of Investing in Mutual Funds -- 4.5 Taxation of Mutual Fund Income -- 4.6 Exchange-Traded Funds -- 4.7 Mutual Fund Investment Performance: A First Look -- 4.8 Information on Mutual Funds -- Summary -- Part II Portfolio Theory and Practice -- Chapter 5 Risk, Return, and the Historical Record -- 5.1 Determinants of the Level of Interest Rates -- 5.2 Comparing Rates of Return for Different Holding Periods -- 5.3 Bills and Inflation, 1926–2015 -- 5.4 Risk and Risk Premiums -- 5.5 Time Series Analysis of Past Rates of Return -- 5.6 The Normal Distribution -- 5.7 Deviations from Normality and Alternative Risk Measures -- 5.8 Historic Returns on Risky Portfolios -- 5.9 Normality and Long-Term Investments -- Summary -- Chapter 6 Capital Allocation to Risky Assets -- 6.1 Risk and Risk Aversion -- 6.2 Capital Allocation across Risky and Risk-Free Portfolios -- 6.3 The Risk-Free Asset -- 6.4 Portfolios of One Risky Asset and a Risk-Free Asset -- 6.5 Risk Tolerance and Asset Allocation -- 6.6 Passive Strategies: The Capital Market Line -- Summary -- Appendix A: Risk Aversion, Expected Utility, and the St. Petersburg Paradox -- Appendix B: Utility Functions and Risk Premiums -- Chapter 7 Optimal Risky Portfolios -- 7.1 Diversification and Portfolio Risk -- 7.2 Portfolios of Two Risky Assets -- 7.3 Asset Allocation with Stocks, Bonds, and Bills -- 7.4 The Markowitz Portfolio Optimization Model -- 7.5 Risk Pooling, Risk Sharing, and the Risk of Long-Term Investments -- Summary -- Appendix A: A Spreadsheet Model for Efficient Diversification -- Appendix B: Review of Portfolio Statistics -- Chapter 8 Index Models -- 8.1 A Single-Factor Security Market -- 8.2 The Single-Index Model -- 8.3 Estimating the Single-Index Model -- 8.4 The Industry Version of the Index Model -- 8.5 Po.
rtfolio Construction Using the Single-Index Model -- Summary -- Part III Equilibrium in Capital Markets -- Chapter 9 The Capital Asset Pricing Model -- 9.1 The Capital Asset Pricing Model -- 9.2 Assumptions and Extensions of the CAPM -- 9.3 The CAPM and the Academic World -- 9.4 The CAPM and the Investment Industry -- Summary -- Chapter 10 Arbitrage Pricing Theory and Multifactor Models of Risk and Return -- 10.1 Multifactor Models: A Preview -- 10.2 Arbitrage Pricing Theory -- 10.3 The APT, the CAPM, and the Index Model -- 10.4 A Multifactor APT -- 10.5 The Fama-French (FF) Three-Factor Model -- Summary -- Chapter 11 The Efficient Market Hypothesis -- 11.1 Random Walks and the Efficient Market Hypothesis -- 11.2 Implications of the EMH -- 11.3 Event Studies -- 11.4 Are Markets Efficient? -- 11.5 Mutual Fund and Analyst Performance -- Summary -- Chapter 12 Behavioral Finance and Technical Analysis -- 12.1 The Behavioral Critique -- 12.2 Technical Analysis and Behavioral Finance -- Summary -- Chapter 13 Empirical Evidence on Security Returns -- 13.1 The Index Model and the Single-Factor SML -- 13.2 Tests of the Multifactor Models -- 13.3 Fama-French-Type Factor Models -- 13.4 Liquidity and Asset Pricing -- 13.5 Consumption-Based Asset Pricing and the Equity Premium Puzzle -- Summary -- Part IV Fixed-Income Securities -- Chapter 14 Bond Prices and Yields -- 14.1 Bond Characteristics -- 14.2 Bond Pricing -- 14.3 Bond Yields -- 14.4 Bond Prices over Time -- 14.5 Default Risk and Bond Pricing -- Summary -- Chapter 15 The Term Structure of Interest Rates -- 15.1 The Yield Curve -- 15.2 The Yield Curve and Future Interest Rates -- 15.3 Interest Rate Uncertainty and Forward Rates -- 15.4 Theories of the Term Structure -- 15.5 Interpreting the Term Structure -- 15.6 Forward Rates as Forward Contracts -- Summary -- Chapter 16 Managing Bond Portfolios -- 16.1 Interest Rate Risk -- 16.2 Convexity -- 16.3 Passive Bond Management -- 16.4 Active Bond Management -- Summary -- Part V Security Analysis -- Chapter 17 Macroeconomic and Industry Analysis -- 17.1 The Global Economy -- 17.2 The Domestic Macroeconomy -- 17.3 Demand and Supply Shocks -- 17.4 Federal Government Policy -- 17.5 Business Cycles -- 17.6 Industry Analysis -- Summary -- Chapter 18 Equity Valuation Models -- 18.1 Valuation by Comparables -- 18.2 Intrinsic Value versus Market Price -- 18.3 Dividend Discount Models -- 18.4 The Price–Earnings Ratio -- 18.5 Free Cash Flow Valuation Approaches -- 18.6 The Aggregate Stock Market -- Summary -- Chapter 19 Financial Statement Analysis -- 19.1 The Major Financial Statements -- 19.2 Measuring Firm Performance -- 19.3 Profitability Measures -- 19.4 Ratio Analysis -- 19.5 An Illustration of Financial Statement Analysis -- 19.6 Comparability Problems -- 19.7 Value Investing: The Graham Technique -- Summary -- Part VI Options, Futures, and Other Derivatives -- Chapter 20 Options Markets: Introduction -- 20.1 The Option Contract -- 20.2 Values of Options at Exp.
iration -- 20.3 Option Strategies -- 20.4 The Put-Call Parity Relationship -- 20.5 Option-Like Securities -- 20.6 Financial Engineering -- 20.7 Exotic Options -- Summary -- Chapter 21 Option Valuation -- 21.1 Option Valuation: Introduction -- 21.2 Restrictions on Option Values -- 21.3 Binomial Option Pricing -- 21.4 Black-Scholes Option Valuation -- 21.5 Using the Black-Scholes Formula -- 21.6 Empirical Evidence on Option Pricing -- Summary -- Chapter 22 Futures Markets -- 22.1 The Futures Contract -- 22.2 Trading Mechanics -- 22.3 Futures Markets Strategies -- 22.4 Futures Prices -- 22.5 Futures Prices versus Expected Spot Prices -- Summary -- Chapter 23 Futures, Swaps, and Risk Management -- 23.1 Foreign Exchange Futures -- 23.2 Stock-Index Futures -- 23.3 Interest Rate Futures -- 23.4 Swaps -- 23.5 Commodity Futures Pricing -- Summary -- Part VII Applied Portfolio Management -- Chapter 24 Portfolio Performance Evaluation -- 24.1 The Conventional Theory of Performance Evaluation -- 24.2 Style Analysis -- 24.3 Performance Measurement with Changing Portfolio Composition -- 24.4 Market Timing -- 24.5 Performance Attribution Procedures -- Summary -- Chapter 25 International Diversification -- 25.1 Global Markets for Equities -- 25.2 Exchange Rate Risk and International Diversification -- 25.3 Political Risk -- 25.4 International Investing and Performance Attribution -- Summary -- Chapter 26 Hedge Funds -- 26.1 Hedge Funds versus Mutual Funds -- 26.2 Hedge Fund Strategies -- 26.3 Portable Alpha -- 26.4 Style Analysis for Hedge Funds -- 26.5 Performance Measurement for Hedge Funds -- 26.6 Fee Structure in Hedge Funds -- Summary -- Chapter 27 The Theory of Active Portfolio Management -- 27.1 Optimal Portfolios and Alpha Values -- 27.2 The Treynor-Black Model and Forecast Precision -- 27.3 The Black-Litterman Model -- 27.4 Treynor-Black versus Black-Litterman: Complements, Not Substitutes -- 27.5 The Value of Active Management -- 27.6 Concluding Remarks on Active Management -- Summary -- Appendix A: Forecasts and Realizations of Alpha -- Appendix B: The General Black-Litterman Model -- Chapter 28 Investment Policy and the Framework of the CFA Institute -- 28.1 The Investment Management Process -- 28.2 Constraints -- 28.3 Policy Statements -- 28.4 Asset Allocation -- 28.5 Managing Portfolios of Individual Investors -- 28.6 Pension Funds -- 28.7 Investments for the Long Run -- Summary -- References to CFA Problems -- Glossary -- Name Index -- Subject Index -- Formulas -- .

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