Enhanced Indexing Strategies Book

Enhanced Indexing Strategies

  • Author : Tristan Yates
  • Publisher : John Wiley & Sons
  • Release Date : 2008-12-03
  • Genre: Business & Economics
  • Pages : 304
  • ISBN 10 : 9780470460214

Enhanced Indexing Strategies Excerpt :

Leveraged index investments, including index futures, options, and ETFs, are one of the fastest growing products in finance, as both retail and institutional investors are attracted to their long-term returns and capital efficiency. With Enhanced Indexing Strategies, author Tristan Yates reveals how you can create and build high-performance indexing strategies using derivatives that can potentially generate much higher returns than conventional index investing. In addition, Enhanced Indexing Strategies introduces six innovative long-term indexing strategies using futures and options, each with its own advantages and applications.

The Complete Guide to Investing in Index Funds Book

The Complete Guide to Investing in Index Funds

  • Author : Craig W. Baird
  • Publisher : Atlantic Publishing Company
  • Release Date : 2009
  • Genre: Business & Economics
  • Pages : 287
  • ISBN 10 : 9781601382054

The Complete Guide to Investing in Index Funds Excerpt :

Long kept a secret by financial insiders, index funds are rapidly growing in popularity. Index funds are unit trusts that track the performance of an index. An investor can buy shares comprising the index or buy a sample of shares that make up the index. A fund's value is linked to the index, meaning that if the index rises, the value of the fund also rises. Index funds outperform 80 percent of managed funds, and more and more investors are turning to these funds to reduce the anxiety and expense of trying to beat the market and predict what stocks, bonds, or mutual funds will perform well. In this book you will find out why insiders have kept these funds a secret and how you can benefit from them. In this new, comprehensive book, you will learn the different indexing methods, including traditional indexing, synthetic indexing, and enhanced indexing, and you will learn the advantages of index funds, among them low costs, simplicity, and lower turnovers. You will read about diversification, asset allocation, capital gains tax considerations, enhanced index funds, and the common mistakes investors make with index funds. Furthermore, you will learn how to achieve balance, how individual funds perform, how to use exchange traded funds for effective asset allocation, how to choose the right fund, how to develop a portfolio, how to gauge portfolio risk, and how to determine your risk capacity. We will provide you with a list of funds, specific strategies, and step-by-step guidance on active indexing. We will explain the efficiency of indexing, the flexibility of active portfolio management strategies, and the benefits of index funds compared to traditional mutual funds. Whether you are a first time investor or a stock market pro, you will discover valuable information about how index funds work, what factors to consider before investing, and how to avoid common pitfalls. By reading The Complete Guide to Investing in Index Funds you will ultimately learn how to maximize yo

Selected Topics in Equity Portfolio Management Book

Selected Topics in Equity Portfolio Management

  • Author : Frank J. Fabozzi, CFA
  • Publisher : John Wiley & Sons
  • Release Date : 1998-12-15
  • Genre: Business & Economics
  • Pages : 263
  • ISBN 10 : 1883249376

Selected Topics in Equity Portfolio Management Excerpt :

There are many styles, models, and factors that go into the management of an equity portfolio. The traditional manager's focus on stock picking and the resulting ad hoc nature of portfolio construction can lead to poorly defined portfolios. Thus the options between active, passive and engineered management come into play, with the ultimate objective being to establish an investment structure that will provide a return over time that compensates for the risk incurred.

Fixed Income Securities Book
Score: 5
From 1 Ratings

Fixed Income Securities

  • Author : Frank J. Fabozzi
  • Publisher : John Wiley and Sons
  • Release Date : 2008-04-21
  • Genre: Business & Economics
  • Pages : 480
  • ISBN 10 : 9780470304020

Fixed Income Securities Excerpt :

A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition. www.wileyfinance.com

Active Index Investing Book

Active Index Investing

  • Author : Steven A. Schoenfeld
  • Publisher : John Wiley & Sons
  • Release Date : 2011-08-04
  • Genre: Business & Economics
  • Pages : 720
  • ISBN 10 : 9781118160800

Active Index Investing Excerpt :

For over three decades, indexing has become increasingly accepted by both institutional and individual investors. Index benchmarks and investment products that track them have been a driving force in the transformation of investment strategy from art to science. Yet investors’ understanding of the sophistication of this burgeoning field has lagged the growing use of index products. Active Index Investing is the definitive guide to how indexes are constructed, how index-based portfolios are managed, and how the world’s most sophisticated investors use index-based strategies to enhance performance, reduce costs and minimize the risks of investing. Active Index Investing provides a comprehensive overview of (1) the investment theories that are the foundation of index based investing, (2) best practices in benchmark construction, (3) the growing world of index-based investment vehicles, (4) cutting-edge index portfolio management techniq ues and (5) the myriad ways investors can and do capture the benefits of indexing. Active Index Investing has a unique format that captures the views and perspectives of over 40 of the investment industry’s leading experts and practitioners, while maintaining a holistic view of this complex subject matter. In addition to the Appendix and Glossary within the book, it features an E-ppendix, available at www.IndexUniverse.com

Perspectives on Equity Indexing Book

Perspectives on Equity Indexing

  • Author : Frank J. Fabozzi, CFA
  • Publisher : John Wiley & Sons
  • Release Date : 2000-06-15
  • Genre: Business & Economics
  • Pages : 277
  • ISBN 10 : 1883249821

Perspectives on Equity Indexing Excerpt :

This is the second edition of Professional Perspectives on Indexing. Contents include the active versus passive debate, Standard and Poor's U.S. equity indexes, medium and small capitalization indexing, global equity index families, investing in index mutual funds, and more.

Managing Pension and Retirement Plans Book

Managing Pension and Retirement Plans

  • Author : August J. Baker
  • Publisher : Oxford University Press on Demand
  • Release Date : 2005
  • Genre: Business & Economics
  • Pages : 351
  • ISBN 10 : 9780195165906

Managing Pension and Retirement Plans Excerpt :

The purpose of 'Pension & Retirement Plan Management: A Guide for Managers and Other Fiduciaries' is to provide reliable guidance for regulatory compliance, advice on managerial strategies, and some clarity on the underlying economics and finance of pension and retirement plans.

Indexing for Maximum Investment Results Book

Indexing for Maximum Investment Results

  • Author : Albert S. Neuberg
  • Publisher : Routledge
  • Release Date : 2014-03-18
  • Genre: Business & Economics
  • Pages : 398
  • ISBN 10 : 9781134265749

Indexing for Maximum Investment Results Excerpt :

First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.

Fixed Income Analysis Workbook Book
Score: 5
From 1 Ratings

Fixed Income Analysis Workbook

  • Author : Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2011-01-04
  • Genre: Business & Economics
  • Pages : 360
  • ISBN 10 : 1118044851

Fixed Income Analysis Workbook Excerpt :

In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds Book

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

  • Author : Alex Frino
  • Publisher : Unknown
  • Release Date : 2008
  • Genre: Uncategoriezed
  • Pages : 40
  • ISBN 10 : OCLC:1290313803

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds Excerpt :

This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We find index and enhanced funds earn returns and exhibit risk commensurate with underlying indices. Relative to index funds, enhanced index funds are found to incur lower trading costs. We document that index and enhanced index funds experience significantly higher trade difficulty during index revision periods. In terms of portfolio configuration, in cases where index and enhanced funds do not perfectly mimic the underlying benchmark, both fund types exhibit a greater propensity to overweight stocks with higher liquidity, larger market capitalization and higher past performance. Similar criteria are also documented for enhanced funds' holdings outside the benchmark. For non-index constituents, enhanced funds exhibit a higher propensity to ride 'winners' and sell 'losers'

The Theory and Practice of Investment Management Book
Score: 3.5
From 2 Ratings

The Theory and Practice of Investment Management

  • Author : Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2002-11-25
  • Genre: Business & Economics
  • Pages : 912
  • ISBN 10 : 9780471445654

The Theory and Practice of Investment Management Excerpt :

Expert advice that applies the theory and practice of investment management to today's financial environment The changing nature and rapid growth of the investment management industry, along with new theoretical developments in the field of finance, have led to a need for higher quality investment management practices and better qualified professionals. The Theory and Practice of Investment Management recognizes these needs and addresses them with sharp, innovative insights from some of the most respected experts in the field of investment management. The Theory and Practice of Investment Management discusses and describes the full scope of investment products and strategies available in today's market. Led by financial experts Frank Fabozzi and Harry Markowitz, the contributors to this book are active, successful practitioners with hands-on expertise. By combining real-world financial knowledge with investment management theory, this book provides a complete analysis of all pertinent investment products-including hedge funds and private equity-and explores a wide range of investment strategies. Tying together theoretical advances in investment management with actual applications, this book gives readers an opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances.

Bond Portfolio Management Book

Bond Portfolio Management

  • Author : Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2001-11-09
  • Genre: Business & Economics
  • Pages : 728
  • ISBN 10 : 1883249368

Bond Portfolio Management Excerpt :

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Investment Philosophies Book

Investment Philosophies

  • Author : Aswath Damodaran
  • Publisher : John Wiley & Sons
  • Release Date : 2012-07-31
  • Genre: Business & Economics
  • Pages : 597
  • ISBN 10 : 9781118011515

Investment Philosophies Excerpt :

The guide for investors who want a better understanding of investment strategies that have stood the test of time This thoroughly revised and updated edition of Investment Philosophies covers different investment philosophies and reveal the beliefs that underlie each one, the evidence on whether the strategies that arise from the philosophy actually produce results, and what an investor needs to bring to the table to make the philosophy work. The book covers a wealth of strategies including indexing, passive and activist value investing, growth investing, chart/technical analysis, market timing, arbitrage, and many more investment philosophies. Presents the tools needed to understand portfolio management and the variety of strategies available to achieve investment success Explores the process of creating and managing a portfolio Shows readers how to profit like successful value growth index investors Aswath Damodaran is a well-known academic and practitioner in finance who is an expert on different approaches to valuation and investment This vital resource examines various investing philosophies and provides you with helpful online resources and tools to fully investigate each investment philosophy and assess whether it is a philosophy that is appropriate for you.

CFA Program Curriculum 2018 Level III Book

CFA Program Curriculum 2018 Level III

  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2017-08-01
  • Genre: Business & Economics
  • Pages : 2688
  • ISBN 10 : 9781119396727

CFA Program Curriculum 2018 Level III Excerpt :

Apply CFA Program concepts and skills to real-world wealth and portfolio management for the 2018 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2018 Level III, Volumes 1-6 provides complete, authoritative guidance on synthesizing the entire CFA Program Candidate Body of Knowledge (CBOK) into professional practice for the 2018 exam. This book helps you bring together the skills and concepts from Levels I and II to formulate a detailed, professional response to a variety of real-world scenarios. Coverage spans all CFA Program topics and provides a rigorous treatment of portfolio management, all organized into individual study sessions with clearly defined Learning Outcome Statements. Visual aids clarify complex concepts, and practice questions allow you to test your understanding while reinforcing major content areas. Levels I and II equipped you with foundational investment tools and complex analysis skill; now, you'll learn how to effectively synthesize that knowledge to facilitate effective portfolio management and wealth planning. This study set helps you convert your understanding into a professional body of knowledge that will benefit your clients' financial futures. Master essential portfolio management and compliance topics Synthesize your understanding into professional guidance Reinforce your grasp of complex analysis and valuation Apply ethical and professional standards in the context of real-world cases CFA Institute promotes the highest standards of ethics, education, and professional excellence among investment professionals. The CFA Program Curriculum guides you through the breadth of knowledge required to uphold these standards. The three levels of the program build on each other. Level I provides foundational knowledge and teaches the use of investment tools; Level II focuses on application of concepts and analysis, particularly in the valua

Bond Markets  Analysis  and Strategies  tenth edition Book

Bond Markets Analysis and Strategies tenth edition

  • Author : Frank J. Fabozzi
  • Publisher : MIT Press
  • Release Date : 2021-12-07
  • Genre: Business & Economics
  • Pages : 936
  • ISBN 10 : 9780262367424

Bond Markets Analysis and Strategies tenth edition Excerpt :

The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.