Quantitative Investment Analysis Workbook
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Home > Business and Economics > Finance and accounting > Finance and the finance industry > Investment and securities > Quantitative Investment Analysis Workbook: (21 CFA Institute Investment Series)
Quantitative Investment Analysis Workbook: (21 CFA Institute Investment Series)

Quantitative Investment Analysis Workbook: (21 CFA Institute Investment Series)


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About the Book

In Quantitative Investment Analysis Workbook, Second Edition, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle 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.

Table of Contents:
PART 1 Learning Outcomes, Summary Overview, and Problems CHAPTER 1 The Time Value of Money 3 Learning Outcomes 3 Summary Overview 3 Problems 4 CHAPTER 2 Discounted Cash Flow Applications 7 Learning Outcomes 7 Summary Overview 7 Problems 8 CHAPTER 3 Statistical Concepts andMarket Returns 11 Learning Outcomes 11 Summary Overview 11 Problems 13 CHAPTER 4 Probability Concepts 21 Learning Outcomes 21 Summary Overview 21 Problems 23 CHAPTER 5 Common Probability Distributions 29 Learning Outcomes 29 Summary Overview 30 Problems 31 CHAPTER 6 Sampling and Estimation 37 Learning Outcomes 37 Summary Overview 37 Problems 39 CHAPTER 7 Hypothesis Testing 43 Learning Outcomes 43 Summary Overview 44 Problems 46 CHAPTER 8 Correlation and Regression 53 Learning Outcomes 53 Summary Overview 53 Problems 55 CHAPTER 9 Multiple Regression and Issues in Regression Analysis 67 Learning Outcomes 67 Summary Overview 68 Problems 70 CHAPTER 10 Time-Series Analysis 83 Learning Outcomes 83 Summary Overview 84 Problems 85 CHAPTER 11 Portfolio Concepts 97 Learning Outcomes 97 Summary Overview 98 Problems 102 PART 2 Solutions CHAPTER 1 The Time Value of Money 111 Solutions 111 CHAPTER 2 Discounted Cash Flow Applications 129 Solutions 129 CHAPTER 3 Statistical Concepts andMarket Returns 135 Solutions 135 CHAPTER 4 Probability Concepts 149 Solutions 149 CHAPTER 5 Common Probability Distributions 155 Solutions 155 CHAPTER 6 Sampling and Estimation 161 Solutions 161 CHAPTER 7 Hypothesis Testing 167 Solutions 167 CHAPTER 8 Correlation and Regression 175 Solutions 175 CHAPTER 9 Multiple Regression and Issues in Regression Analysis 185 Solutions 185 CHAPTER 10 Time-Series Analysis 193 Solutions 193 CHAPTER 11 Portfolio Concepts 199 Solutions 199 About the CFA Program 205

About the Author :
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. 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. 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. 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. 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. 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. 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. 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.


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Product Details
  • ISBN-13: 9780470450741
  • Publisher: John Wiley & Sons Inc
  • Publisher Imprint: John Wiley & Sons Inc
  • Edition: Revised edition
  • No of Pages: 216
  • ISBN-10: 0470450746
  • Publisher Date: 22 Sep 2008
  • Binding: Digital (delivered electronically)
  • Language: English
  • Series Title: 21 CFA Institute Investment Series


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