"A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz′s seminal paper "Portfolio Selection" in 1952, has stood the test of time and continues to be the intellectual foundation for real–world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practiti ..."
""There are so many ways to use derivatives that I'm almost surprised when someone doesn't use them. Producers and consumers, investors and issuers, hedgers and speculators, governments and financial institutions: almost everyone can use them." - From the Foreword by Fischer Black, Cocreator of the Black-Scholes Model Never before has there been so much interest in equity derivatives-or so much innovation in structuring these produc ..."
"Investment courses are in demand by 800,000 business majors and lifelong learners in non-degree programs every year. "Schaum's Outline of Investments," Second Edition, presents this authoritative learning guide to the decade's hottest topicmaking money grow. Contains clear and concise explanations of investment principles, contemporary investment strategies, and international markets.""
Investments(1st Edition) A Global Perspective by JackClarkFrancis, Roger G. Ibbotson Hardcover, 885 Pages, Published 2001 by Prentice Hall ISBN-13: 978-0-13-890740-2, ISBN: 0-13-890740-4
"For undergraduate and MBA investments courses. This book brings together the latest developments in investments, education, and computer software. It is written in a modular fashion for instructor flexibility in covering material in a sequence that accommodates their needs.* International viewpoint - Chapters 6, Global Stock Markets, Chapter 17, Foreign Exchange, Chapter 18, Global Investing, and Chapter 19, Global Bond Markets. * Im ..."
"For undergraduate and MBA investments courses. This book brings together the latest developments in investments, education, and computer software. It is written in a modular fashion for instructor flexibility in covering material in a sequence that accommodates their needs.* International viewpoint - Chapters 6, Global Stock Markets, Chapter 17, Foreign Exchange, Chapter 18, Global Investing, and Chapter 19, Global Bond Markets. * Im ..."
""Schaum's Outlines" give you the information your teachers expect you to know in a handy and succinct format-without overwhelming you with unnecessary details. You get a complete overview of the subject. Plus, you get plenty of practice exercises to test your skill. Compatible with any classroom text, Schaum's let you study at your own pace and reminds you of all the important facts you need to remember-fast! And Schaum's are so complet ..."
Investments Analysis and Management (McGraw-Hill series in finance) by JackClarkFrancis Paperback, 972 Pages, Published 1987 by Mcgraw-Hill Education International Edition ISBN-13: 978-0-07-100417-6, ISBN: 0-07-100417-3
"Includes traditional institutional material and newer, more abstract risk-return theories. The book contains examples, applications and appendices outlining the mathematics of the theories."
Portfolio analysis(2nd Edition) (Prentice-Hall foundations of finance series) by JackClarkFrancis, Stephen H. Archer Hardcover, 411 Pages, Published 1979 by Prentice Hall ISBN-13: 978-0-13-686675-6, ISBN: 0-13-686675-1
"The First Encyclopedic Reference¿For Both Financial Managers and Investors¿On the Exploding Yet Uncharted World of Credit Derivatives. New products seem to hit the financial markets on a monthly, or even daily, basis. Yet it is rare that one emerges with immediate value and undiscovered potential for both financial risk managers and investors¿and even rarer that the many nuances and benefits of this product can be explained in one book ..."
Investments(2nd Edition) Analysis and management (McGraw-Hill series in finance) by JackClarkFrancis Hardcover, 710 Pages, Published 1976 by Mcgraw-Hill ISBN-13: 978-0-07-021787-4, ISBN: 0-07-021787-4
"Intended for undergraduate and MBA investments courses in finance and economics departments, this text has been more substantially changed than any other previous edition. It maintains its comprehensive coverage with numerous examples and applications throughout the text. The most important and far-reaching change is the incorporation of arbitrage concepts into more chapters, including a full separate chapter (11) on Arbitrage Pricing T ..."
Investments analysis and management (McGraw-Hill series in finance) by JackClarkFrancis Hardcover, 672 Pages, Published 1972 by Mcgraw-Hill Education ISBN-13: 978-0-07-021785-0, ISBN: 0-07-021785-8
Management of Investments(2nd Edition) by JackClarkFrancis Hardcover, 836 Pages, Published 1988 by Mcgraw-Hill Education ISBN-13: 978-0-07-021808-6, ISBN: 0-07-021808-0
Investments Analysis and Management (MCGRAW HILL FINANCE GUIDE SERIES) by JackClarkFrancis Hardcover, 832 Pages, Published 1991 by Mcgraw-Hill College ISBN-13: 978-0-07-021814-7, ISBN: 0-07-021814-5
"Includes traditional institutional material and newer, more abstract risk-return theories. The book contains examples, applications and appendices outlining the mathematics of the theories."
"The book is divided into five parts. It covers utility foundation, normative mean-variance analysis, generating statistical input, capital asset pricing models, portfolio construction, and arbitrage pricing theory."
"The portfolio, is the difference portfolio RtB ̃i, that indicates between yields the the
the tracking fund's smallest return, error, tracking rit rit − , error R and tB ̃i.
variance. the Thus, return the on the mimicking mimicking portfolio NOTES 1.
Lehmann and Modest (1987) found that ... One of several easy-to-read books that
focus on portfolio performance attribution is Bruce J. Feibel's Investment
Performance Measurement (Hobok ..."
Management of Investments by JackClarkFrancis Paperback, 784 Pages, Published 1993 by Mcgraw-Hill Education (Ise Editions) International Edition ISBN-13: 978-0-07-112955-8, ISBN: 0-07-112955-3
Investments(5th Edition) Analysis and management (McGraw-Hill series in finance) by JackClarkFrancis Paperback, Published 1991 by Mcgraw-Hill ISBN-13: 978-0-07-021817-8, ISBN: 0-07-021817-X
"Intended for undergraduate and MBA investments courses in finance and economics departments, this text has been more substantially changed than any other previous edition. It maintains its comprehensive coverage with numerous examples and applications throughout the text. The most important and far-reaching change is the incorporation of arbitrage concepts into more chapters, including a full separate chapter (11) on Arbitrage Pricing T ..."
Management of Investments (McGraw-Hill series in finance) by JackClarkFrancis Hardcover, 667 Pages, Published 1983 by Mcgraw-Hill Inc.,Us ISBN-13: 978-0-07-021805-5, ISBN: 0-07-021805-6
"This successful investments title has been rewritten for ease and clarity, and is designed to serve as an undergraduate text for courses in investments and finance. This updated edition includes major new investment products and the recent behaviour of financial markets. Theory chapters are now grouped at the end of the book. The international nature of investing is discussed in a number of chapters, and the divergent nature of stock ma ..."
Investments A Global Perspective PLUS Ibottson Associates Software Workbook and CD-ROM by Roger G. Ibbotson, JackClarkFrancis, Joseph F. Greco Hardcover, 144 Pages, Published 2002 by Prentice Hall ISBN-13: 978-0-13-075876-7, ISBN: 0-13-075876-0
"Brings together the latest developments in investments, education, and computer software. Written in a modular fashion for instructor flexibility in covering material in a sequence that accommodates their needs. For advanced undergraduate and MBA investments courses. CD-ROM included."