Managing Investment Portfolios A Dynamic Process, Workbook

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Edition: 3rd
Format: Paperback
Pub. Date: 1991-01-16
Publisher(s): Wiley
List Price: $48.00

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Summary

In the Third Edition of Managing Investment Portfolios, financial experts John Maginn, Donald Tuttle, Jerald Pinto, and Dennis McLeavey provide complete coverage of the most important issues surrounding modern portfolio management. Now, in Managing Investment Portfolios Workbook, Third Edition, they offer you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. Topics reviewed include: The portfolio management process and the investment policy statement Managing individual and institutional investor portfolios Capital market expectations, fixed income, equity, and alternative investment portfolio management Monitoring and rebalancing a portfolio Global investment performance standards

Author Biography

John L. Maginn, CFA, is President of Maginn Associates, Inc. He is an adjunct professor at Creighton University.

Donald L. Tuttle, PHD, CFA, was vice president of CFA Institute in its Curriculum and Examinations Department from 1992 to 2004. He received his PhD from the University of North Carolina at Chapel Hill.

Jerald E. Pinto, PHD, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. He holds an MBA from Baruch College and a PhD in finance from the Stern School, and earned his CFA charter in 1992.

Dennis W. Mcleavey, CFA, is Head of Professional Development Products at CFA Institute. He holds a doctorate from Indiana University and earned his CFA charter in 1990.

Table of Contents

Learning Outcomes, Summary Overview, and Problems
The Portfolio Management Process and the Investment Policy Statementp. 3
Learning Outcomesp. 4
Summary Overviewp. 4
Problemsp. 6
Managing Individual Investor Portfoliosp. 12
Learning Outcomesp. 12
Summary Overviewp. 13
Problemsp. 15
Managing Institutional Investor Portfoliosp. 25
Learning Outcomesp. 25
Summary Overviewp. 26
Problemsp. 28
Capital Market Expectationsp. 35
Learning Outcomesp. 35
Summary Overviewp. 36
Problemsp. 38
Asset Allocationp. 47
Learning Outcomesp. 47
Summary Overviewp. 48
Problemsp. 50
Fixed-Income Portfolio Managementp. 60
Learning Outcomesp. 60
Summary Overviewp. 61
Problemsp. 64
Equity Portfolio Managementp. 69
Learning Outcomesp. 69
Summary Overviewp. 70
Problemsp. 72
Alternative Investments Portfolio Managementp. 76
Learning Outcomesp. 77
Summary Overviewp. 78
Problemsp. 79
Risk Managementp. 86
Learning Outcomesp. 86
Summary Overviewp. 87
Problemsp. 89
Execution of Portfolio Decisionsp. 95
Learning Outcomesp. 95
Summary Overviewp. 96
Problemsp. 97
Monitoring and Rebalancingp. 102
Learning Outcomesp. 102
Summary Overviewp. 103
Problemsp. 104
Evaluating Portfolio Performancep. 112
Learning Outcomesp. 112
Summary Overviewp. 113
Problemsp. 116
Global Investment Performance Standardsp. 121
Learning Outcomesp. 121
Summary Overviewp. 122
Problemsp. 125
Solutions
The Portfolio Management Process and the Investment Policy Statementp. 135
Solutionsp. 135
Managing Individual Investor Portfoliosp. 140
Solutionsp. 140
Managing Institutional Investor Portfoliosp. 152
Solutionsp. 152
Capital Market Expectationsp. 160
Solutionsp. 160
Asset Allocationp. 170
Solutionsp. 170
Fixed-Income Portfolio Managementp. 177
Solutionsp. 177
Equity Portfolio Managementp. 183
Solutionsp. 183
Alternative Investments Portfolio Managementp. 186
Solutionsp. 186
Risk Managementp. 194
Solutionsp. 194
Execution of Portfolio Decisionsp. 199
Solutionsp. 199
Monitoring and Rebalancingp. 205
Solutionsp. 205
Evaluating Portfolio Performancep. 210
Solutionsp. 210
Global Investment Performance Standardsp. 218
Solutionsp. 218
About the CFA Programp. 231
Table of Contents provided by Ingram. All Rights Reserved.

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