Author: Schoenfeld

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

Author: Fabozzi

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that.

Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include:

• General background information on fixed-income markets and bond portfolio strategies
• The design of a strategy benchmark
• Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process
• Interest rate risk and credit risk management
• Risk factors involved in the management of an international bond portfolio

Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Author: Mergent, Inc.

Beating the S&P with Dividends

Soaring stock prices, dot.com millionaires, and day traders are things of the past. The time has come for a safer and smarter way to build wealth. No matter what your investment objectives or risk outlook, Beating the S&P with Dividends can show you how to accomplish this.

Dividend-yielding stocks have made their long-awaited comeback, and in today's financial environment, they should be a part of your investment portfolio. But to make the most of dividend-yielding stocks, you need the detailed information that only Mergent—the preferred source for global business and financial information—can provide. In Beating the S&P with Dividends, Peter O'Shea and Jonathan Worrall reveal the strategies and techniques that Mergent professionals use to continually uncover these high-return/low-risk stocks, and explain how you can implement them in virtually any portfolio.

Author: OBERUC

The First Asset Allocation Model to Accurately Take Into Account--and Adapt to--Changing Market Conditions

Modern Portfolio Theory (MPT) and asset allocation are the foundations upon which institutional investors account for the impact of changes in risk on changes in expected return. But legitimate questions remain over methods currently used to determine the inputs required to drive the model. How can professional investors trust the results obtained when they are often uncertain over the input numbers used to arrive at those results?

Author: Fabozzi

This authoritative, all-in-one resource gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today?s volatile market environment. From an overview of monetary policy to detailed descriptions of hedging risk through use of derivatives, Fabozzi's Handbook of Portfolio Management covers a wide range of investment portfolio management skills.

Author: Bacon

Practical Performance Measurement and Attribution provides a clear introduction to the subject of performance measurement. Focusing more on the practical use and calculation of performance returns rather than the academic background it will help readers gain a clear understanding of the role and implications of performance measurement in today's financial environment.

Author: Fabozzi

Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Author: CHINCARINI,L

Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.

Author: Simmons

Securities Operations: A Guide to Trade and Position Management is a comprehensive source for understanding operational processing of securities. Explaining in detail both the individual components their relation to each other within the operations process, the reader will gain a clear and thorough understanding of the subject, and in particular the potential risks involved and strategies to mitigate them.

Author: Topham

Have you accumulated an investment portfolio in a haphazard fashion, picking up various stocks that take your fancy along the way? Or have you found yourself in control of a valuable portfolio through an inheritance or a superannuation payout? Or have you recently sold a business or property? These are just some of the ways people can accumulate wealth or assets without having a plan in place, and many people in these situations will not know how to put this wealth to good use. If this sounds like you, it? time to take control. In The Sensible Investor, experienced finance writer and stockbroker Richard Topham assumes you have assets of $100,000 or more to invest ?or already invested ?and helps you take control of these assets, with a simple, structured approach to portfolio management