Portfolio Management in Practice, Volume 3, Volume 3 Equity Portfolio Management by CFA Institute -- Read -- Imperial Library of Trantor

Index

Cover Title Page Copyright Contents PREFACE ACKNOWLEDGMENTS ABOUT THE CFA INSTITUTE INVESTMENT SERIES CHAPTER 1 OVERVIEW OF EQUITY SECURITIES

LEARNING OUTCOMES 1. INTRODUCTION 2. EQUITY SECURITIES IN GLOBAL FINANCIAL MARKETS 3. TYPES AND CHARACTERISTICS OF EQUITY SECURITIES 4. PRIVATE VERSUS PUBLIC EQUITY SECURITIES 5. INVESTING IN NON-DOMESTIC EQUITY SECURITIES 6. RISK AND RETURN CHARACTERISTICS OF EQUITY SECURITIES 7. EQUITY SECURITIES AND COMPANY VALUE SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 2 MARKET EFFICIENCY

LEARNING OUTCOMES 1. INTRODUCTION 2. THE CONCEPT OF MARKET EFFICIENCY 3. FORMS OF MARKET EFFICIENCY 4. MARKET PRICING ANOMALIES 5. BEHAVIORAL FINANCE SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 3 OVERVIEW OF EQUITY PORTFOLIO MANAGEMENT

LEARNING OUTCOMES 1. INTRODUCTION 2. THE ROLES OF EQUITIES IN A PORTFOLIO 3. EQUITY INVESTMENT UNIVERSE 4. INCOME AND COSTS IN AN EQUITY PORTFOLIO 5. SHAREHOLDER ENGAGEMENT 6. EQUITY INVESTMENT ACROSS THE PASSIVE—ACTIVE SPECTRUM SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 4 PASSIVE EQUITY INVESTING

LEARNING OUTCOMES 1. INTRODUCTION 2. CHOOSING A BENCHMARK 3. APPROACHES TO PASSIVE EQUITY INVESTING 4. PORTFOLIO CONSTRUCTION 5. TRACKING ERROR MANAGEMENT 6. SOURCES OF RETURN AND RISK IN PASSIVE EQUITY PORTFOLIOS SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 5 ANALYSIS OF ACTIVE PORTFOLIO MANAGEMENT

LEARNING OUTCOMES 1. INTRODUCTION 2. ACTIVE MANAGEMENT AND VALUE ADDED 3. COMPARING RISK AND RETURN 4. THE FUNDAMENTAL LAW OF ACTIVE MANAGEMENT 5. APPLICATIONS OF THE FUNDAMENTAL LAW 6. PRACTICAL LIMITATIONS SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 6 ACTIVE EQUITY INVESTING: STRATEGIES

LEARNING OUTCOMES 1. INTRODUCTION 2. APPROACHES TO ACTIVE MANAGEMENT 3. TYPES OF ACTIVE MANAGEMENT STRATEGIES 4. CREATING A FUNDAMENTAL ACTIVE INVESTMENT STRATEGY 5. CREATING A QUANTITATIVE ACTIVE INVESTMENT STRATEGY 6. EQUITY INVESTMENT STYLE CLASSIFICATION SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 7 ACTIVE EQUITY INVESTING: PORTFOLIO CONSTRUCTION

LEARNING OUTCOMES 1. INTRODUCTION 2. BUILDING BLOCKS OF ACTIVE EQUITY PORTFOLIO CONSTRUCTION 3. APPROACHES TO PORTFOLIO CONSTRUCTION 4. ALLOCATING THE RISK BUDGET 5. ADDITIONAL RISK MEASURES USED IN PORTFOLIO CONSTRUCTION AND MONITORING 6. IMPLICIT COST-RELATED CONSIDERATIONS IN PORTFOLIO CONSTRUCTION 7. THE WELL-CONSTRUCTED PORTFOLIO 8. LONG/SHORT, LONG EXTENSION, AND MARKET-NEUTRAL PORTFOLIO CONSTRUCTION SUMMARY REFERENCES PRACTICE PROBLEMS

CHAPTER 8 TECHNICAL ANALYSIS

LEARNING OUTCOMES 1. INTRODUCTION 2. TECHNICAL ANALYSIS: PRINCIPLES, ASSUMPTIONS, AND LINKS TO INVESTMENT ANALYSIS 3. CHARTING 4. TECHNICAL INDICATORS 5. APPLICATIONS TO PORTFOLIO MANAGEMENT SUMMARY PRACTICE PROBLEMS

GLOSSARY ABOUT THE AUTHORS ABOUT THE CFA PROGRAM INDEX END USER LICENSE AGREEMENT