Preface.
About the Authors.
1. Introduction.
2. Modern Portfolio Theory, Capital Market Theory, and Asset
Pricing Models.
3. Statistical Measures and Their Applications.
4. Blueprint for Passive-Active Investing.
5. Equity Management Styles.
6. Traditional Fundamental Analysis.
7. Security Analysis Using Value-Based Metrics.
8. Discounted Cash Flow Equity Valuation Models.
9. Factor-Based Portfolio Models.
10. Profiles in Equity Management.
11. Equity Trading.
12. Derivative Instruments and Their Characteristics.
13. Applications of Derivatives to Equity Portfolio Management.
14. Performance Evaluation.
Index.
Frank J. Fabozzi is editor of the Journal of Portfolio Management
and an Adjunct Professor of Finance at Yale University's School of
Management. Frank is a Chartered Financial Analyst and Certified
Public Accountant. He is on the board of directors of the Guardian
Life family of funds and the BlackRock complex of funds. He earned
a doctorate of economics from the City University of New York in
1972 and in 1994 received an honorary doctorate of Human Letters
from Nova Southeastern University. Frank is a Fellow of the
International Center for Finance at Yale University.
James L. Grant is president of JLG Research-a company specializing
in economic profit research and customized seminars in investment
management. Dr. Grant is a research consultant to Credit Suisse
Asset Management-providing quantitative advice on several of the
investment management strategies described in this book. He is also
the author of Foundations of Economic Value Added and the coeditor
with Frank Fabozzi of Value-Based Metrics: Foundations and
Practice. Dr. Grant holds a PhD in Business from the University of
Chicago's Graduate School of Business, and has been a featured
speaker at industry conferences on value-based metrics.
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