Lecture Notes in Investment:Investment Fundamentals

Eliezer Prisman
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Eliezer Prisman: York University, Canada

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This is an introduction to an investment course that focuses on basic models used in the financial industry for investment and decision making. The course begins with an overview of the investment environment in developed markets, followed by a more in-depth analysis of key investment topics. These topics include modern portfolio theory, asset pricing models, term structure of interest rates, stock and bond portfolio management and evaluation of portfolio performance. Modern finance extensively uses the concept of arbitrage, or rather the lack of it in financial markets, and the course highlights such uses in different circumstances.

Keywords: Equality Markets; Bond Markets; Investment Fundamentals (search for similar items in EconPapers)
JEL-codes: G10 G11 (search for similar items in EconPapers)
Date: 2020
ISBN: 9789811219559
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Chapters in this book:

Ch 1 Introduction , pp 1-13

Eliezer Prisman

Ch 2 A Basic Model of Bond Markets , pp 15-28

Eliezer Prisman

Ch 3 No Arbitrage Condition and the Term Structure, its Estimation and Smoothing , pp 29-65

Eliezer Prisman

Ch 4 Duration and Immunization , pp 67-80

Eliezer Prisman

Ch 5 Portfolio Choice Under Uncertainty: The Mean–Variance Framework , pp 81-119

Eliezer Prisman

Ch 6 The Feasible Set: A General Formulation , pp 121-146

Eliezer Prisman

Ch 7 The Capital Asset Pricing Model: CAPM , pp 147-191

Eliezer Prisman

Ch 8 The Security Market Line, Estimations and Single Index Models , pp 193-239

Eliezer Prisman

Ch 9 Multi-Index Models and Arbitrage Pricing Theory , pp 241-261

Eliezer Prisman

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