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1 W$ S" {+ |. I, H+ ^$ J In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to understand and apply quantitative methods to today's investment process.
5 a' b( y9 o) @% L# v Now, in Quantitative Investment Analysis Workbook, Second Edition, they offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.* `, a" Z% l) T2 S8 H
If you're looking to successfully navigate today's dynamic investment environment, the lessons found within these pages can show you how.
/ b$ D1 ?7 |' ~2 y4 R; E O 作者- u! i- ~. d( d0 V5 ^2 Y
RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville. He earned his CFA charter in 1999.
1 X M; W) t2 `' {) a0 { v0 K DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.3 y0 w# p& S) N6 U4 ]$ V
JERALD E. PINTO, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. Before coming to CFA Institute in 2002, he consulted in investment planning, portfolio analysis, and quantitative analysis. He holds an MBA from Baruch College and a PhD in finance from the Stern School. Pinto earned his CFA charter in 1992.5 S( @0 L" ?& }* C0 q& K3 Q; t& {
DAVID E. RUNKLE, CFA, is Vice President and Research Manager at U.S. Bancorp Piper Jaffray. He is an adjunct professor of finance in the Carlson School of Management at the University of Minnesota. Runkle received a BA in economics from Carleton College and a PhD in economics from MIT.
: ]; a, p' l2 c6 w 目录- i7 l& P/ j, c( Y0 c
Title Page. ~6 ^( [* M- m+ Z3 I
Copyright Page
' c5 G5 ^5 U/ A4 g0 A4 a/ q1 c PART I - LEARNING OUTCOMES, SUMMARY OVERVIEW, AND PROBLEMS0 j2 H* l1 g ^9 a' Q* P
CHAPTER 1 - THE TIME VALUE OF MONEY$ X' G; h% p4 ^$ i% Q! `
LEARNING OUTCOMES
4 i- `6 P% {) ?" I* v) _ SUMMARY OVERVIEW4 k4 j( O v; \! _( _
PROBLEMS
+ {2 k' v" {8 o& F) W CHAPTER 2 - DISCOUNTED CASH FLOW APPLICATIONS' R+ V; {7 F: l" @, A; L b/ R4 S
LEARNING OUTCOMES$ f( E* N; c: F4 [( R/ c
SUMMARY OVERVIEW
. Q# I, i) g# ~9 x PROBLEMS* Y, c5 {4 q2 h' o; p
CHAPTER 3 - STATISTICAL CONCEPTS AND MARKET RETURNS: c2 E! w- u, [8 I7 a x& t
LEARNING OUTCOMES7 P& U! @3 U3 D3 c
SUMMARY OVERVIEW
5 T' B4 p* V: q& x" ]2 h PROBLEMS
) V, o( H/ J, a) @! C; l1 u2 q CHAPTER 4 - PROBABILITY CONCEPTS
' C. ~. L; f! v' q7 `$ W LEARNING OUTCOMES; g$ i" `& a" u
SUMMARY OVERVIEW5 [. W1 }3 }# A _9 C2 T8 H2 E! q0 E3 ]
PROBLEMS* g; P$ `/ v$ L+ X' X: k" o
CHAPTER 5 - COMMON PROBABILITY DISTRIBUTIONS
0 `6 {" f( \- [7 ?3 A9 U8 X/ E LEARNING OUTCOMES- d% G* ~) V# O' q) W) [( R
SUMMARY OVERVIEW a! `6 r! ]# B
PROBLEMS
* F V6 a4 z' g* N: p7 u CHAPTER 6 - SAMPLING AND ESTIMATION% {' g. X/ y4 _) {
LEARNING OUTCOMES
6 z8 _3 K' \ ?6 N SUMMARY OVERVIEW
, k4 V& R% Z2 W9 C PROBLEMS. M' l- ~7 n& [$ ^
CHAPTER 7 - HYPOTHESIS TESTING# g: |; y* u% f
LEARNING OUTCOMES9 M; U/ q# P* X" Z$ z* m6 J. O5 ?8 P
SUMMARY OVERVIEW* a$ I/ h, I5 p2 h# }/ x% P
PROBLEMS1 m# S2 @) s7 Z- E/ r
CHAPTER 8 - CORRELATION AND REGRESSION
) u; f/ h& I5 [/ } LEARNING OUTCOMES, ]$ M0 f8 V+ p( ?$ h3 N' K
SUMMARY OVERVIEW
2 P6 d# O3 D4 D( X0 b4 K. S PROBLEMS6 @3 W0 r4 ?5 A1 ^6 Z5 q
CHAPTER 9 - MULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS
6 S# [+ \- T8 w' r* \$ z LEARNING OUTCOMES
& t: t C% P" Y- I, [' [ SUMMARY OVERVIEW- ^5 ]. l3 i4 s- U( C
PROBLEMS w, c* u4 ~' s$ }5 X* h
CHAPTER 10 - TIME-SERIES ANALYSIS
( b- n3 i/ H6 D0 E; z4 k LEARNING OUTCOMES
* F X" J W8 I" r+ c SUMMARY OVERVIEW
# g0 P3 I) X8 }; {, P4 x0 x$ \5 k$ w/ c PROBLEMS
( z& ^& i2 y& y8 \+ i& R- q- [. n CHAPTER 11 - PORTFOLIO CONCEPTS$ G2 y2 Q+ ?1 r3 U
LEARNING OUTCOMES
( Y. v2 @# a% e! p# \* Q0 ~ SUMMARY OVERVIEW
: a- D& [$ |; P9 w PROBLEMS
* H8 ]; L. U3 N9 L" o% Z# Z7 ` PART II - SOLUTIONS
! D6 h* ~) o+ n9 N& ` CHAPTER 1 - THE TIME VALUE OF MONEY' b7 U- ]6 j$ G, F' G8 Y% u9 N
SOLUTIONS+ c$ T8 {% P+ G% m3 K9 y x3 s- F
CHAPTER 2 - DISCOUNTED CASH FLOW APPLICATIONS2 I1 ~3 }: w1 V
SOLUTIONS' S) e! w- C H0 H+ J- P* D% k
CHAPTER 3 - STATISTICAL CONCEPTS AND MARKET RETURNS
9 |7 b/ |2 S0 G6 A, }# j SOLUTIONS3 A$ ^; o$ p9 \' D2 s6 h
CHAPTER 4 - PROBABILITY CONCEPTS% l1 R4 o& J/ S, e6 A8 _
SOLUTIONS
! L& w: [- s; t( _0 O CHAPTER 5 - COMMON PROBABILITY DISTRIBUTIONS
* v: Y* l, R+ u2 ^2 D0 l SOLUTIONS, n# c6 P) }% Z" y! K; A! I% L
CHAPTER 6 - SAMPLING AND ESTIMATION
* [, f! d3 _! k) J SOLUTIONS
4 t, m! u/ V4 p: J CHAPTER 7 - HYPOTHESIS TESTING
8 j0 z3 N, G) R6 h; O- c4 D SOLUTIONS
; M2 X7 Z- v, Q& G CHAPTER 8 - CORRELATION AND REGRESSION
6 r$ Q1 s7 U. ?5 j. M; F% s SOLUTIONS
& f9 {6 e) H, ~& x CHAPTER 9 - MULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS
, U6 s% }$ d* f- c SOLUTIONS
6 D; ?' g0 M7 Y5 J; T' g CHAPTER 10 - TIME-SERIES ANALYSIS
- I# \: G: U8 ^& ^& F/ N SOLUTIONS
5 a: D1 a9 C; `7 n: d CHAPTER 11 - PORTFOLIO CONCEPTS1 x: @( ~; Q8 m( z3 f
SOLUTIONS! X4 j7 y% _% E6 v
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