Quantitative Investment Analysis, 2Nd Edition 9780470052204 pdf 在线 2025 epub 免费 书籍 下载

　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. 　

　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.

　If you′re looking to successfully navigate today′s dynamic

investment environment, the lessons found within these pages can

show you how. Topics reviewed include:

The time value of money

Discounted cash flow

Probability distributions

Sampling and estimation

Hypothesis testing

Multiple regression

Time–series analysis

And much more

Preface. Acknowledgements. Introduction. Chapter 1. The Time

Value of Money. Chapter 2. Discounted Cash Flow Applications.

Chapter 3. Statistical Concepts and Market Returns. Chapter 4.

Probability Concepts. Chapter 5. Common Probability Distributions.

Chapter 6. Sampling and Estimation. Chapter 7. Hypothesis Testing.

Chapter 8. Correlation and Regression. Chapter 9. Multiple

Regression and Issues in Regression Analysis. Chapter 10.

Time-Series Analysis. Chapter 11. Portfolio Concepts. Appendices.

References. Glossary. About the CFA Program. About the Authors.

Index.

RICHARD A. DEFUSCO, CFA, is an Associate Professor of Finance at

the University of Nebraska–Lincoln (UNL). He earned his CFA charter

in 1999. DeFusco is a member of the Omaha–Lincoln Society of

Financial Analysts, and 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.

DENNIS W. MCLEAVEY, CFA, is Head of Professional Development

Products at CFA Institute. During his twenty–five year academic

career, he has taught at The University of Western Ontario, the

University of Connecticut, the University of Rhode Island (where he

founded a student–managed fund), and Babson College. McLeavey

completed a doctorate in production management and industrial

engineering at Indiana University in 1972, and earned his CFA

charter in 1990.

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 to corporations, foundations, and partnerships in

investment planning, portfolio analysis, and quantitative analysis.

He has also worked in the investment and banking industries in New

York City and taught finance at New York University′s Stern School

of Business. He holds an MBA from Baruch College, a PhD in finance

from the Stern School, and earned his CFA charter in 1992.

DAVID E. RUNKLE, CFA, is Vice President and Research Manager at

U.S. Bancorp Piper Jaffray. He has been an adjunct professor of

finance in the Carlson School of Management at the University of

Minnesota since 1989. Runkle received a BA in economics from

Carleton College and a PhD in economics from MIT.

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媒体评论

Praise for Quantitative

Investment Analysis, Second Edition

"Quantitative Investment Analysis is an essential book for any

serious investor in today's financial markets. Cogently written,

the authors cover a robust array of quantitative methods in a

straightforward and digestible style. This book should be on

everyone's short list of necessary reading and reference."

—Gary P. Brinson, CFA, President, GP Brinson Investments

"This second Edition of Quantitative Investment Analysis

provides a strong foundation for investment practitioners seeking

benefit from the rigor and discipline of quantitative tools and

analysis. An abundance of examples enhances the value of this

essential text for non-classroom pedagogy."

—Brian Singer, CFA, UBS Global Asset Management

"Quantitative Investment Analysis gets to the heart of the

matter. Crisp, well-written, and technically thorough, this book

provides an excellent foundation for understanding the statistics

and economics of portfolio management and asset pricing. It also

provides a thorough review of the major asset pricing models widely

used today."

—David Blackwell, Head and RepublicBank/James W. Aston Professor of

Finance, Mays Business School, Texas A&M University