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Equity Markets and Portfolio Analysis


Equity Markets and Portfolio Analysis takes a comprehensive look at the Bloomberg system, including equity securities and markets, the major theories and models, and the practical applications of these models. This book contains fundamental resources and analytical methods for academic and professional utility.

  • Extensive coverage of basic market concepts, strategies, models, and methodologies
  • Detailed explanation of the Bloomberg system and how to fuse Bloomberg information and analytics with fundamental investment concepts
  • Useful, practical Bloomberg exercises to expand knowledge of investments and further illustrate the breadth of financial information and analytical tools available through the Bloomberg system

The book also presents case and empirical studies that not only give readers a better foundation in understanding financial markets, but also the ability to grasp how "it is done on the Street."

Written as the only core investment book to teach the functionality of Bloomberg terminals, Equity Markets and Portfolio Analysis is an ideal resource for finance practitioners, investment bankers, and academics looking to gain a competitive advantage in the marketplace.

R. STAFFORD JOHNSON is Professor of Finance at the Williams College of Business, Xavier University. He is the author of five books: Options and Futures, Introduction to Derivatives, two editions of Bond Evaluation, Selection, and Management, and Debt Markets and Analysis. He has also written articles appearing in journals such as Applied Economics, Journal of Financial Education, International Review of Economics & Business, Journal of Economics, The Financial Review, and the Review of Quantitative Finance and Accounting.

Preface ix

Acknowledgments xiii

CHAPTER 1 Overview of the Financial System 1

CHAPTER 2 Overview and Guide to the Bloomberg System 29

CHAPTER 3 Stock and Bond Valuation and Return 73

CHAPTER 4 Equity Securities, Markets, and Trading 131

CHAPTER 5 Investment Funds, Intermediate Securities, and Global Equity Markets 179

CHAPTER 6 Expected Rate of Return and Risk—Stock 221

CHAPTER 7 Portfolio Evaluation 267

CHAPTER 8 Portfolio Selection—Markowitz Model 303

CHAPTER 9 The Capital Asset Pricing Model 347

CHAPTER 10 The Arbitrage Pricing Theory 365

CHAPTER 11 The Financial Anatomy of a Company—Fundamental Analysis 385

CHAPTER 12 Applied Fundamental Analysis 437

CHAPTER 13 Market and Industrial Analysis: Top-Down Approach 487

CHAPTER 14 Technical Analysis 537

CHAPTER 15 Efficient Markets 581

CHAPTER 16 Options Markets 623

CHAPTER 17 Futures Markets 669

Index 695