Investment analysis and portfolio management

... developed in the project Investment Analysis and Portfolio Management Investment environment and investment management process Mini-contents 1. 1 Investing versus financing 1. 2 Direct versus indirect investment ... environment and investment process; Quantitative methods of investment analysis; Theory of investment portfolio formation; Investment in sto...

Ngày tải lên: 14/08/2014, 22:20

... 31 Investment Analysis and Portfolio Management Quantitative methods of investment analysis Mini-contents 2. 1 Investment income and risk 2. 1.1 Return on investment and expected rate of return 2. 1 .2 ... investing investors buy and sell financial assets and manage individual investment portfolio themselves; contrary, using indirect type of investing investo...

Ngày tải lên: 14/08/2014, 22:20

... investor would be to include both of these assets to the 37 Investment Analysis and Portfolio Management portfolio, because their returns move in the contrariwise directions and the risk in portfolio ... returns on an asset and returns in the whole market (market portfolio) ? These questions need to be answered 42 Investment Analysis and Portfolio Management...

Ngày tải lên: 14/08/2014, 22:20

... is useful instrument for investment analysis and decision making in reality As can be seen in Fig.3.5, Equation in formula 3 .4 represents the straight line having an intercept of Rf and slope ... deviations using indifference curves Thus, the methods for calculating expected rate of return and standard deviation of the portfolio must be discussed 54 Investment Analysis...

Ngày tải lên: 14/08/2014, 22:20

... Investment Analysis and Portfolio Management a) 100% invest in stock A; b) 100% invest in stock B; c) 50 % in stock A and 50 % in stock B; d) 20% invest in stock A and 80% in stock B e) 60% invest in stock ... Construction, Management and Protection 70 Investment Analysis and Portfolio Management Investment in Stocks Mini-contents 4.1 Stock as s...

Ngày tải lên: 14/08/2014, 22:20

... exchange rate, etc 87 Investment Analysis and Portfolio Management The Industry analysis includes the examining of the nature of the industry, the level of regulation inside this industry, the situation ... first involved in making the analysis and forecast of the economy, then for industries, and finally for companies Using “bottom-up” forecasting approach, the investors...

Ngày tải lên: 14/08/2014, 22:20

... changes in interest 103 Investment Analysis and Portfolio Management rates At the macroeconomic level the relationship between the interest rate and the level of savings and investments, changes in ... influence to the interest rates (from the investors in bonds position - decrease in interest rates): • Decrease in investments; • Increase in savings level; • Decrease...

Ngày tải lên: 14/08/2014, 22:20

... the interest rates changes)? Explain why a) Increase in investments; b) Increase in savings level; c) Decrease in export; d) Decrease in import; e) Increase in government spending; f) Increase in ... Perceptions of investment risk 6.4 Mental accounting and investing 6.5 Emotions and investing Summary Key terms Questions and problems References and further readings The fi...

Ngày tải lên: 14/08/2014, 22:20

... paid 141 Investment Analysis and Portfolio Management Hedging portfolios of shares using index options Large investors usually manage varied portfolios of shares so, rather than hedging individual ... 134 Investment Analysis and Portfolio Management Using options as investments Mini contents 7.1 Essentials of options 7.2 Options pricing 7.3 Using options Profit or loss on...

Ngày tải lên: 14/08/2014, 22:20

... passive investment management: putting the debate into perspective // Journal of Financial Research, spring Arnold, Glen (2 010) Investing: the definitive companion to investment and the financial ... References and further readings 8.1 Active versus passive portfolio management types of investment portfolio management: • Active portfolio management • Passive portfolio...

Ngày tải lên: 14/08/2014, 22:20

... between risk measured by β iM and return ri In equilibrium all assets and portfolios must have risk-return combinations that lie on this line rp rf β iM Market Model and CAPM Market model uses β ... market portfolio of risky assets    All investors hold it to a greater or lesser extent No other portfolio of risky assets is held There is a question about the interpretation of this...

Ngày tải lên: 04/10/2015, 19:51

... Decision Analysis and Risk Management: Two Sides of the Same Coin Brian Denis Egan, Global Knowledge Instructor, MBA, PMP Introduction Every decision involves an analysis of possible ... control in decision making This definition is then related to the four steps of the decision making process and finally to the three types of error (risk) that occu...

Ngày tải lên: 10/12/2013, 17:15

... being visionary and inspiring, and management skills, 23 such as being organized and effective Therefore, the best project, program, and portfolio managers have leadership and management characteristics; ... important that portfolio managers have strong financial and analytical skills and understand how projects and programs can contribute to meeting strategic go...

Ngày tải lên: 18/02/2014, 11:20