投资学
2005-1
机械工业出版社
滋维·博迪
1090
无
本书适宜作为MBA投资课程的核心教材。自出版以来一直以明晰的写八月风格及理论与实践的完美结合在众多类似教材中卓然独立，备受全球投资学老师的青睐。本书贯穿始终的立场为：证券市场近乎有效，多数证券定价都是合理的，新版更多关注资源配置，并对期货、期权与其它金融衍生工具作了更多的研究。 新版特点： ·更多Excel应用，给学生有效分析工具 ·章后习题全面更新，并燕加了标准普尔的有些数据分析例题 ·网上习题大量扩充，第11章套利定价理论与风险收益多元分析理论大量更新 ·第12章市场有效性和行为金融重新撰写 ·第25章国际多样化重新撰写 ·学生习题手册全面更新
滋维·博迪（ZVI·BODIE），波士顿大学管理学院的金融学教授，他拥有麻省理工学院的博士学位，并一直在哈佛大学和麻省理工学院讲授金融学，同时还在宾夕法尼亚大学养老金研究会的会员。他有多种著述涉及养老金财务、私人和公共部门的融资担保管理及通货膨胀环境下投资策
PART ONE INTRODUCTION 1.The Investment Environments 2.Financial Instruments 3.How Securities are Traded 4.Mutual Funds andOther Investment companiesPART TWO PORTFOLIO THEORY 5.History of Interest Ratesand Risk Premiums 6.Risk and Risk Aversion 7.Capital Allocation Between the Risky Asset and the Risk-Free Asset 8.Optimal Risky PortfoliosPART THREE EQUILIBRIUM IN CAPITAL MARKETS 9.The Capital Asset Pricing Model 10.Index Models 11.Arbitrage Pricing Theory and Muitifactor Models of Risk and Return 12.Market Efficiency and Behavioral Finance 13.Empirical Evidence on Security ReturnsPART FOUR FIXED-INCOME SECURITES 14.Bond Prices and Yields 15.The Term Structure of Interset Rates 16.Managing Bond PortfoliosPART FIVE SECURITY ANALYSIS 17.Macroeconomic and Industry Analysis 18.Equity Valuation Models 19.Financial Statement Analysis PART SIX OPTIONS,FUTURES,AND OTHER DERIVATIVES 20.Options Markets:Introduction 21.Option Valuation 22.Futures Markets 23.Futures and Swaps:A Closer LookPART SEVEN APPLIED PORTFOLID MANAGEMENT 24.Portfolio Performance Evaluation 25.International Diversification 26.The Process of Portfolio Management 27.The Theory of Active Portfolio ManagementAppendix A Quantitative ReviewAppendix B CFA CitationsAppendix CName Index Subject Index
无