Ｆ．Ｊ．ファボッツィ（共）著／企業の資産管理の基礎 Fundamentals of Institutional Asset Management

Fabozzi, Frank J/ Fabozzi, Francesco A

World Scientific Publishing Co Pte Ltd（2020/10発売）

• 製本 Hardcover:ハードカバー版／ページ数 616 p.
• 言語 ENG
• 商品コード 9789811220029
• DDC分類 332.10681

Full Description

This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspects of investment management, it provides in-depth insights into the actual implementation issues associated with investment strategies. The 19 chapters combine theory and practice based on the experience of the authors in the asset management industry. The book starts off with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage of the different asset classes (common stock, bonds, and alternative assets), collective investment vehicles, financial derivatives, common stock analysis and valuation, bond analytics, equity beta strategies (including smart beta), equity alpha strategies (including quantitative/systematic strategies), bond indexing and active bond portfolio strategies, and multi-asset strategies. The methods of using financial derivatives (equity derivatives, interest rate derivatives, and credit derivatives) in managing the risks of a portfolio are clearly explained and illustrated.