Finance- Investments， Fifth Edition.pdf

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1、FinanceCourse:Volume1InvestmentsInstructor:DavidWhitehurstUMISTMcGraw-Hill/Irwin
McGraw−HillPrimisISBN:0−390−32002−1Text:Investments,FifthEditionBodie−Kane−MarcusThisbookwasprintedonrecycledpaper.Financehttp://www.mhhe.com/primis/online/Copyright©2003byTheM

2、cGraw−HillCompanies,Inc.Allrightsreserved.PrintedintheUnitedStatesofAmerica.ExceptaspermittedundertheUnitedStatesCopyrightActof1976,nopartofthispublicationmaybereproducedordistributedinanyformorbyanymeans,orstoredinadatabaseorretrievalsystem,withoutpriorwritt

3、enpermissionofthepublisher.ThisMcGraw−HillPrimistextmayincludematerialssubmittedtoMcGraw−Hillforpublicationbytheinstructorofthiscourse.Theinstructorissolelyresponsiblefortheeditorialcontentofsuchmaterials.111FINAISBN:0−390−32002−1FinanceVolume1Bodie−Kane−Marc

4、us•Investments,FifthEditionFrontMatter1Preface1WalkThrough9I.Introduction131.TheInvestmentEnvironment132.MarketsandInstruments383.HowSecuritiesAreTraded754.MutualFundsandOtherInvestmentCompanies1145.HistoryofInterestRatesandRiskPremiums142II.PortfolioTheory16

5、36.RiskandRiskAversion1637.CapitalAllocationbetweentheRiskyAssetandtheRisk−FreeAsset1928.OptimalRiskyPortfolio216III.EquilibriumInCapitalMarkets2669.TheCapitalAssetPricingModel26610.Single−IndexandMultifactorModels30011.ArbitragePricingTheory32812.MarketEffic

6、iency34813.EmpiricalEvidenceonSecurityReturns390IV.Fixed−IncomeSecurities42114.BondPricesandYields42115.TheTermStructureofInterestRates45916.ManagingBondPortfolios489V.SecurityAnalysis53717.MacroeconomicsandIndustryAnalysis53718.EquityandValuationModels56719.

7、FinancialStatementAnalysis611VI.Options,Futures,andOtherDerivatives65220.OptionsMarkets:Introduction65221.OptionValuation70022.FuturesMarkets74323.FuturesandSwaps:ACloserLook770iiiVII.ActivePortfolioManagement80824.PortfolioPerformanceEvaluation80825.Internat

8、ionalDiversification85026.TheProcessofPortfolioManagement875ivBodie−Kane−Marcus:FrontMatterPreface©TheMcGraw−Hill1Investments,FifthEditionCompanies,2001PREFACEWewrotethefirsteditionofthis