The Complete Guide to Portfolio Construction and Management by Snopek, Lukasz -- Read -- Imperial Library of Trantor

Index

Series Page Title Page Copyright Foreword About the Author Acknowledgements Introduction Part I: Investors and Risk Chapter 1: Basic Principles

1.1 Investors 1.2 Inflation 1.3 Choices for Investors in Terms of Investments

Chapter 2: Measures of Risk

2.1 Volatility or Standard Deviation 2.2 Beta as a Measure of Risk 2.3 Value-at-Risk (VaR) 2.4 Investor Behaviour Towards Risk

Part II: Asset Classes and their Degree of Risk Chapter 3: Asset Classes and Associated Risks

3.1 Money Market Investments 3.2 Bonds 3.3 Stocks 3.4 Real Estate 3.5 Commodities and Metals 3.6 Private Equity 3.7 Other Asset Classes

Chapter 4: Particular Forms of Investment within Asset Classes

4.1 Hedge Funds 4.2 Structured Products 4.3 Options

Chapter 5: Classification of Asset Classes According to their Degree of Risk

Part III: The Market Chapter 6: Market Efficiency

6.1 Weak Form Market Efficiency 6.2 Semi-Strong Form Market Efficiency 6.3 Strong Form Market Efficiency 6.4 Conclusion on Market Efficiency

Chapter 7: Fundamental Analysis

7.1 Discounted Cash Flow 7.2 Relative Measures 7.3 Strategic Analysis 7.4 Criticism of Fundamental Analysis

Chapter 8: Technical Analysis

8.1 The Three Fundamental Principles of Technical Analysis 8.2 Conclusion on Technical Analysis

Chapter 9: Investment Approach Based on “Psychological Principles” Part IV: Valuation of Financial Assets Chapter 10: Valuation of Money Market Investments Chapter 11: Valuation of Bonds Chapter 12: Valuation of Stocks Chapter 13: Valuation of Options Chapter 14: Valuation of Real Estate Chapter 15: Valuation of Commodities and Metals Chapter 16: Conclusion on Valuation Part V: Three Practical Approaches to Security Selection: Buffett, Graham and Lynch Chapter 17: Warren Buffett's Value Investing Approach Chapter 18: Benjamin Graham's Approach

18.1 The Defensive Investor 18.2 The Enterprising Investor 18.3 Security Analysis 18.4 The Margin of Safety Concept

Chapter 19: Peter Lynch's Approach

19.1 Stock Categories 19.2 The Perfect Company According to Lynch 19.3 Earnings and Earnings Growth 19.4 Selection Criteria 19.5 Conclusion on Peter Lynch's Approach

Part VI: Behavioural Finance Chapter 20: Investors in Behavioural Finance Chapter 21: Heuristics and Cognitive Biases

21.1 Information Selection 21.2 Information Processing 21.3 The Use of Assets

Chapter 22: Investment Approach Based on Behavioural Finance

22.1 Momentum Strategy

Chapter 23: Criticism of Behavioural Finance Part VII: Forecasting Market Movements Chapter 24: Investment Approach Based on Probabilities Chapter 25: Random Walk Theory Chapter 26: Market Timing Chapter 27: Macroeconomic Investment Approach

27.1 State Interventions 27.2 The Major Macroeconomic Forces 27.3 Sectorial Analysis 27.4 Peter Navarro's Approach 27.5 Criticism of the Macroeconomic Approach

Part VIII: Modelling Market Movements Chapter 28: Suggested Investment Approach Chapter 29: The Forces

29.1 The Macroeconomic Force 29.2 The Fundamental Force 29.3 The Technical Force 29.4 The Behavioural Force 29.5 The Luck Force

Chapter 30: The Forces' Strength Chapter 31: The Beauty of the Approach Part IX: Portfolio Construction and Management Chapter 32: Modern Portfolio Theory According to Markowitz

32.1 David Swensen's approach

Chapter 33: The Capital Asset Pricing Model (CAPM) Chapter 34: The Minimum Variance Portfolio Chapter 35: Value-at-Risk (VaR) Chapter 36: Discretionary Mandates Chapter 37: The Dollar-cost Averaging Approach Chapter 38: Our Portfolio Construction Method

38.1 Basic Principles of Portfolio Construction 38.2 The Portfolio Construction Process 38.3 A Practical Example of Portfolio Construction

Part X: Attractiveness of the Different Asset Classes Chapter 39: Asset Classes

39.1 Money Market Investments 39.2 Bonds 39.3 Stocks 39.4 Real Estate 39.5 Commodities and Precious and Industrial Metals

Chapter 40: The Four Forces of the Investment Model

40.1 The Macroeconomic Force 40.2 The Fundamental Force 40.3 The Technical Force 40.4 The Behavioural Force

Chapter 41: Table Summarising the Different Forces Chapter 42: A Final Example: Analysis of the Subprime Crisis Conclusion Bibliography Index