Research and publications

Fundamentals of Institutional Asset Management

This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspe ...

Author(s) :

Frank J. Fabozzi, Francesco A Fabozzi

Summary :

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.

 

 

Contents:

  • Asset Management and Risk:

Overview of Asset Management
The Different Types of Risks in Investing

  • The Investment Vehicles:

Fundamentals of Equities
Fundamentals of Debt Instruments
Collective Investment Vehicles and Alternative Assets
Basics of Financial Derivatives

  • Modern Portfolio Theory and Asset Pricing:

Measuring Return and Risk
Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision
Asset Pricing Theories

  • Equity Analysis and Portfolio Management:

Company Equity Analysis
Equity Valuation Models
Common Stock Beta Strategies
Common Stock Alpha Strategies
Using Equity Derivatives in Portfolio Management

  • Bond Analytics and Portfolio Management:

Bond Pricing and Yield Measures
Interest Rate Risk and Credit Risk Measures
Bond Portfolio Strategies
Using Derivatives in Bond Portfolio Management

  • Multi-asset Portfolio Strategies:

 

Type : Book
Date : 22/10/2020
Editor : World Scientific