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Managing investment portfolios : a dynamic process

Author: John L Maginn
Publisher: Hoboken, N.J. : John Wiley & Sons, ©2007.
Series: CFA Institute investment series.
Edition/Format:   eBook : Document : English : 3rd edView all editions and formats
Summary:
This edition is organised to follow the flow of the portfolio management process from formulating an investment policy statement to portfolio construction, trade execution, and monitoring and rebalancing the portfolio.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Managing investment portfolios.
Hoboken, N.J. : John Wiley & Sons, ©2007
(DLC) 2006030342
(OCoLC)71348695
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: John L Maginn
ISBN: 9780470117163 0470117168 9780470635346 0470635347
OCLC Number: 122940206
Description: 1 online resource (xxv, 932 pages) : illustrations.
Contents: Cover --
CONTENTS --
FOREWORD: NICE PORTFOLIOS AND THE UNKNOWN FUTURE --
PREFACE --
ACKNOWLEDGMENTS --
INTRODUCTION --
PARENTAGE --
BENEFITS --
CONVENTIONAL WISDOM --
THE TEXTS --
CHAPTER 1: THE PORTFOLIO MANAGEMENT PROCESS AND THE INVESTMENT POLICY STATEMENT --
1. INTRODUCTION --
2. INVESTMENT MANAGEMENT --
3. THE PORTFOLIO PERSPECTIVE --
4. PORTFOLIO MANAGEMENT AS A PROCESS --
5. THE PORTFOLIO MANAGEMENT PROCESS LOGIC --
6. INVESTMENT OBJECTIVES AND CONSTRAINTS --
7. THE DYNAMICS OF THE PROCESS --
8. THE FUTURE OF PORTFOLIO MANAGEMENT4 --
9. THE ETHICAL RESPONSIBILITIES OF PORTFOLIO MANAGERS --
CHAPTER 2: MANAGING INDIVIDUAL INVESTOR PORTFOLIOS --
1. INTRODUCTION --
2. CASE STUDY --
3. INVESTOR CHARACTERISTICS --
4. INVESTMENT POLICY STATEMENT --
5. AN INTRODUCTION TO ASSET ALLOCATION --
CHAPTER 3: MANAGING INSTITUTIONAL INVESTOR PORTFOLIOS --
1. OVERVIEW --
2. PENSION FUNDS --
3. FOUNDATIONS AND ENDOWMENTS --
4. THE INSURANCE INDUSTRY --
5. BANKS AND OTHER INSTITUTIONAL INVESTORS --
CHAPTER 4: CAPITAL MARKET EXPECTATIONS --
1. INTRODUCTION --
2. ORGANIZING THE TASK: FRAMEWORK AND CHALLENGES --
3. TOOLS FOR FORMULATING CAPITAL MARKET EXPECTATIONS --
4. ECONOMIC ANALYSIS --
CHAPTER 5: ASSET ALLOCATION --
1. INTRODUCTION --
2. WHAT IS ASSET ALLOCATION? --
3. ASSET ALLOCATION AND THE INVESTOR'S RISK AND RETURN OBJECTIVES --
4. THE SELECTION OF ASSET CLASSES --
5. THE STEPS IN ASSET ALLOCATION --
6. OPTIMIZATION --
7. IMPLEMENTING THE STRATEGIC ASSET ALLOCATION --
8. STRATEGIC ASSET ALLOCATION FOR INDIVIDUAL INVESTORS --
9. STRATEGIC ASSET ALLOCATION FOR INSTITUTIONAL INVESTORS --
10. TACTICAL ASSET ALLOCATION79 --
CHAPTER 6: FIXED-INCOME PORTFOLIO MANAGEMENT --
1. INTRODUCTION --
2. A FRAMEWORK FOR FIXED-INCOME PORTFOLIO MANAGEMENT --
3. MANAGING FUNDS AGAINST A BOND MARKET INDEX --
4. MANAGING FUNDS AGAINST LIABILITIES --
5. OTHER FIXED-INCOME STRATEGIES --
6. INTERNATIONAL BOND INVESTING --
7. SELECTING A FIXED-INCOME MANAGER --
CHAPTER 7: EQUITY PORTFOLIO MANAGEMENT --
1. INTRODUCTION --
2. THE ROLE OF THE EQUITY PORTFOLIO --
3. APPROACHES TO EQUITY INVESTMENT --
4. PASSIVE EQUITY INVESTING --
5. ACTIVE EQUITY INVESTING --
6. SEMIACTIVE EQUITY INVESTING --
7. MANAGING A PORTFOLIO OF MANAGERS --
8. IDENTIFYING, SELECTING, AND CONTRACTING WITH EQUITY PORTFOLIO MANAGERS --
9. STRUCTURING EQUITY RESEARCH AND SECURITY SELECTION --
CHAPTER 8: ALTERNATIVE INVESTMENTS PORTFOLIO MANAGEMENT --
1. INTRODUCTION --
2. ALTERNATIVE INVESTMENTS: DEFINITIONS, SIMILARITIES, AND CONTRASTS --
3. REAL ESTATE --
4. PRIVATE EQUITY/VENTURE CAPITAL --
5. COMMODITY INVESTMENTS --
6. HEDGE FUNDS --
7. MANAGED FUTURES --
8. DISTRESSED SECURITIES --
CHAPTER 9: RISK MANAGEMENT --
1. INTRODUCTION --
2. RISK MANAGEMENT AS A PROCESS --
3. RISK GOVERNANCE --
4. IDENTIFYING RISKS --
5. MEASURING RISK --
6. MANAGING RISK --
CHAPTER 10: EXECUTION OF PORTFOLIO DECISIONS --
1. INTRODUCTION --
2. THE CONTEXT OF TRADING: MARKET MICROSTRUCTURE --T.
Series Title: CFA Institute investment series.
Responsibility: John L. Maginn [and others].

Abstract:

"A rare blend of a well-organized, comprehensive guide to portfolio management and a deep, cutting-edge treatment of the key topics by distinguished authors who have all practiced what they preach.  Read more...

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