Fundamentals of Institutional Asset Management

Frank J Fabozzi and Francesco A Fabozzi
Additional contact information
Frank J Fabozzi: EDHEC Business School, France
Francesco A Fabozzi: Stevens Institute of Technology, USA

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

Abstract: This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspects of investment management, it provides in-depth insights into the actual implementation issues associated with investment strategies. The 19 chapters combine theory and practice based on the experience of the authors in the asset management industry. The book starts off with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage of the different asset classes (common stock, bonds, and alternative assets), collective investment vehicles, financial derivatives, common stock analysis and valuation, bond analytics, equity beta strategies (including smart beta), equity alpha strategies (including quantitative/systematic strategies), bond indexing and active bond portfolio strategies, and multi-asset strategies. The methods of using financial derivatives (equity derivatives, interest rate derivatives, and credit derivatives) in managing the risks of a portfolio are clearly explained and illustrated.

Keywords: Investment Risks; Investment Vehicles; Portfolio Theory; Asset Pricing Theory; Mean-Variance Analysis; Measuring Return; Measuring Risk; Company Equity Analysis; Equity Valuation Models; Common Stock Alpha Strategies; Common Stock Beta Strategies; Smart Beta Strategies; Factor Investing; Equity Indexing; Equity Derivatives; Bond Analytics; Bond Pricing; Interest Rate Risk; Duration; Interest Rate Derivatives; Credit Derivatives; Multi-Asset Portfolio Strategies; Collective Investment Vehicles; Alternative Assets (search for similar items in EconPapers)
JEL-codes: G1 G11 G3 G30 (search for similar items in EconPapers)
Date: 2020
ISBN: 9789811220029
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https://www.worldscientific.com/worldscibooks/10.1142/11819 (text/html)
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Chapters in this book:

Ch 1 Overview of Asset Management , pp 3-26

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 2 The Different Types of Risks in Investing , pp 27-42

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 3 Fundamentals of Equities , pp 45-75

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 4 Fundamentals of Debt Instruments , pp 77-116

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 5 Collective Investment Vehicles and Alternative Assets , pp 117-141

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 6 Basics of Financial Derivatives , pp 143-168

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 7 Measuring Return and Risk , pp 171-204

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 8 Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision , pp 205-232

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 9 Asset Pricing Theories , pp 233-261

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 10 Company Equity Analysis , pp 265-301

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 11 Equity Valuation Models , pp 303-330

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 12 Common Stock Beta Strategies , pp 331-360

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 13 Common Stock Alpha Strategies , pp 361-394

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 14 Using Equity Derivatives in Portfolio Management , pp 395-424

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 15 Bond Pricing and Yield Measures , pp 427-464

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 16 Interest Rate Risk and Credit Risk Measures , pp 465-489

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 17 Bond Portfolio Strategies , pp 491-517

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 18 Using Derivatives in Bond Portfolio Management , pp 519-551

Frank J. Fabozzi and Francesco A. Fabozzi

Ch 19 Multi-asset Portfolio Strategies , pp 555-568

Frank J. Fabozzi and Francesco A. Fabozzi

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