Title: Investment Science
Press: Renmin University of China Press
Release date: September 0, 20091.
ISBN:9787300 1 10745
Format: 16
Paperback: 377 pages
Pricing: 30.00 Yuan Chapter 65438 +0 Investment Basis
Section 1 Definition of Investment
Section 2 Financial Markets and Financial Products
Chapter II Issuance and Trading of Securities
Section 1 Primary Market
Section II Secondary Market
Section 3 Securities Market Supervision
Section 4 Stock Index
Chapter III Benefits and Risks of Securities
Section 1 Measurement of Income
Section 2 Measurement of Risk
Section 3 Risk Attitude and Its Measurement
Chapter IV Optimal Portfolio Selection
Section 1 Efficiency Boundary of Portfolio
Section 2 Optimal Portfolio Selection
Section III markowitz Portfolio Selection Model
Section 4 Dispersion of Portfolio Risks
Chapter V Capital Asset Pricing Model
Section 1 Two Basic Asset Pricing Methods
Section 2 Capital Asset Pricing Model
Section III Expansion of Capital Asset Pricing Model
Section IV Empirical Test of Capital Asset Pricing Model
Chapter VI Factor Model and Arbitrage Pricing Theory
The first section factor model
Section 2 Arbitrage and Arbitrage Combination
Section III Arbitrage Pricing Theory and Its Test
Chapter VII Efficient Market Hypothesis
Section 1 Meaning and Form of Efficient Market
Section II Empirical Test of Efficient Market
Section III Debate on Efficient Market Hypothesis
Chapter VIII Securities Analysis
Section 1 Fundamental Analysis
Section II Technical Analysis
Section 3 Validity of Securities Technical Analysis
Chapter IX Stock Valuation
Section 1 Several Methods of Financial Assets Valuation
Section II Dividend Discount Model
Section 3 Research on P/E Ratio
Chapter 10 Basis of Bonds
Section 1 Definition and Characteristics of Bonds
Section 2 Classification of Bonds
Section 3 Bond Price
Section 4 Bond Yield
Section 5 Bond Rating
Chapter 1 1 bond portfolio management
Section 1 Measurement of Interest Rate Risk
Duration of the second quarter
Section 3 convexity
The fourth quarter negative bond portfolio management strategy
Section 5 Active Bond Portfolio Management Strategy
Chapter 12 Financial Derivatives
Section 1 Introduction to Financial Derivatives
Section 2 Pricing of Financial Derivatives
Section III Hedging Strategies of Financial Derivatives
Chapter 13 Securities Investment Fund
Section 1 Establishment of Investment Funds
Section 2 Open-end Funds
Section 3 Closed-end Funds
Section 4 Index Funds
Section 5 Application of Stock Index Futures in Fund Management
Chapter 14 investment performance measurement
Section 1 How to Measure the Return on Investment
Section 2 Main methods of performance evaluation
Section 3 Ability of Stock Selection and Timing
Section IV Performance Attribution Analysis