Investment Analysis Portfolio Management 12th Edition By Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
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About this ebook
Investment Analysis and Portfolio Management" (12th Edition) by Frank K. Reilly, Keith C. Brown, and Sanford J. Leeds is streamlined into 18 succinct chapters that bridge financial theory with professional practice. [1, 2]
The textbook covers the following core topics and chapters: [1]
➡️ Part 1: The Investment Background & Market Environment
- Chapter 1: The Investment Setting – Foundational concepts of risk, return, and investor objectives. [1, 2, 3]
- Chapter 2: Asset Allocation and Security Selection – Frameworks for allocating wealth across global asset classes. [1, 2]
- Chapter 3: Organization and Functioning of Securities Markets – The mechanics, trading systems, regulations, and technological updates in global security markets. [1, 2, 3]
- Chapter 4: Security Market Indexes and Index Funds – Construction, optimization, and usage of major market benchmarks and index-tracking vehicles. [1, 2]
➡️ Part 2: Portfolio Theory & Market Efficiency
- Chapter 5: Efficient Capital Markets, Behavioral Finance, and Technical Analysis – The relationship between the Efficient Market Hypothesis (EMH), investor psychology/anomalies, and chart-based analysis.
- Chapter 6: Introduction to Portfolio Management – Foundations of Markowitz portfolio theory, diversification benefits, and the efficient frontier.
- Chapter 7: Asset Pricing Models – Detailed coverage of the Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), and multi-factor models. [1, 2, 3, 4]
➡️ Part 3: Equity Analysis & Valuation
- Chapter 8: Equity Valuation – Applied valuation frameworks including discounted cash flow (DCF) models and relative valuation multiples.
- Chapter 9: The Top-Down Approach to Market, Industry, and Company Analysis – Macroeconomic assessment flowing into sector trends and micro-level company health.
- Chapter 10: The Practice of Fundamental Investing – Implementation of fundamental data to find mispriced equities in global markets.
- Chapter 11: Equity Portfolio Management Strategies – Comparison and execution of passive, active, and core-satellite equity strategies. [1, 2, 3]
➡️ Part 4: Fixed Income Analysis
- Chapter 12: Bond Fundamentals and Valuation – Principles of fixed-income instruments, cash flow structures, and yield-to-maturity calculations. [1, 2]
- Chapter 13: Bond Analysis and Portfolio Management Strategies – Management techniques including duration, convexity, immunization, and active yield curve strategies. [1, 2]
➡️ Part 5: Derivative Securities
- Chapter 14: An Introduction to Derivative Markets and Securities – Overview of how derivative instruments operate as standard investment risk-management tools.
- Chapter 15: Forward, Futures, and Swap Contracts – Valuation, mechanics, and institutional hedging strategies using linear derivatives.
- Chapter 16: Option Contracts – Pricing models (such as Black-Scholes) and directional/volatility trading strategies using options. [1, 2, 3]
➡️ Part 6: Advanced Portfolio Management & Performance Evaluation
- Chapter 17: Professional Portfolio Management, Alternative Assets, and Industry Ethics – Deep dive into alternative allocations (hedge funds, private equity), ESG mandates, and CFA-aligned professional ethics.
- Chapter 18: Evaluation of Portfolio Performance – Methodologies for calculating risk-adjusted returns (e.g., Sharpe, Treynor, and Jensen's Alpha) and attribution analysis. [1, 2, 3, 4, 5]
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