出版時間:2005-1 出版社:機械工業(yè)出版社 作者:滋維·博迪 頁數(shù):1090
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內(nèi)容概要
本書適宜作為MBA投資課程的核心教材。自出版以來一直以明晰的寫八月風格及理論與實踐的完美結(jié)合在眾多類似教材中卓然獨立,備受全球投資學老師的青睞。本書貫穿始終的立場為:證券市場近乎有效,多數(shù)證券定價都是合理的,新版更多關(guān)注資源配置,并對期貨、期權(quán)與其它金融衍生工具作了更多的研究。 新版特點: ·更多Excel應(yīng)用,給學生有效分析工具 ·章后習題全面更新,并燕加了標準普爾的有些數(shù)據(jù)分析例題 ·網(wǎng)上習題大量擴充,第11章套利定價理論與風險收益多元分析理論大量更新 ·第12章市場有效性和行為金融重新撰寫 ·第25章國際多樣化重新撰寫 ·學生習題手冊全面更新
作者簡介
滋維·博迪(ZVI·BODIE),波士頓大學管理學院的金融學教授,他擁有麻省理工學院的博士學位,并一直在哈佛大學和麻省理工學院講授金融學,同時還在賓夕法尼亞大學養(yǎng)老金研究會的會員。他有多種著述涉及養(yǎng)老金財務(wù)、私人和公共部門的融資擔保管理及通貨膨脹環(huán)境下投資策
書籍目錄
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
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