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Bodie, Kane, and Marcus’ Investments sets the standard for graduate/MBA investments textbooks. It blends practical and theoretical coverage, while maintaining an appropriate rigor and a clear writing style. Its unifying theme is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes.
The text places greater emphasis on asset allocation and offers a much broader and deeper treatment of futures, options, and other derivative security markets than most investment texts. It is also the only graduate Investments text to offer an online homework management system, McGraw-Hill’s Connect Finance.
Introduction | |
The Investment Environment | |
Asset Classes and Financial Instruments | |
How Securities are Traded | |
Mutual Funds and Other Investment Companies | |
Portfolio Theory and Practice | |
Introduction to Risk, Return, and the Historical Record | |
Risk Aversion and Capital Allocation to Risky Assets | |
Optimal Risky Portfolios | |
Index Models | |
Equilibrium in Capital Markets | |
The Capital Asset Pricing Model | |
Arbitrage Pricing Theory and Multifactor Models of Risk and Return | |
The Efficient Market Hypothesis | |
Behavioral Finance and Technical Analysis | |
Empirical Evidence on Security Returns | |
Fixed-Income Securities | |
Bond Prices and Yields | |
The Term Structure of Interest Rates | |
Managing Bond Portfolios | |
Security Analysis | |
Macroeconomic and Industry Analysis | |
Equity Valuation Models | |
Financial Statement Analysis | |
Options, Futures, and Other Derivatives | |
Options Markets: Introduction | |
Option Valuation | |
Futures Markets | |
Futures, Swaps, and Risk Management | |
Applied Portfolio Management | |
Portfolio Performance Evaluation | |
International Diversification | |
Hedge Funds | |
The Theory of Active Portfolio Management | |
Investment Policy and the Framework of the CFA Institute | |
References to CFA Problems | |
Glossary | |
Name Index | |
Subject Index | |
Table of Contents provided by Publisher. All Rights Reserved. |
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