Managing Investment Portfolios / The CFA Institute Series (PDF)

PART I Learning Outcomes, Summary Overview, and Problems CHAPTER 1 The Portfolio Management Process and the Investment Policy Statement 3 Learning Outcomes 4 Summary Overview 4 Problems 6 CHAPTER 2 Managing Individual Investor Portfolios 12 Learning Outcomes 12 Summary Overview 13 Problems 15 CHAPTER 3 Managing Institutional Investor Portfolios 25 Learning Outcomes 25 Summary Overview 26 Problems 28 CHAPTER 4 CapitalMarket Expectations 35 Learning Outcomes 35 Summary Overview 36 Problems 38 CHAPTER 5 Asset Allocation 47 Learning Outcomes 47 Summary Overview 48 Problems 50 CHAPTER 6 Fixed-Income Portfolio Management 60 Learning Outcomes 60 Summary Overview 61 Problems 64 CHAPTER 7 Equity Portfolio Management 69 Learning Outcomes 69 Summary Overview 70 Problems 72 CHAPTER 8 Alternative Investments Portfolio Management 76 Learning Outcomes 77 Summary Overview 78 Problems 79 CHAPTER 9 Risk Management 86 Learning Outcomes 86 Summary Overview 87 Problems 89 CHAPTER 10 Execution of Portfolio Decisions 95 Learning Outcomes 95 Summary Overview 96 Problems 97 CHAPTER 11 Monitoring and Rebalancing 102 Learning Outcomes 102 Summary Overview 103 Problems 104 CHAPTER 12 Evaluating Portfolio Performance 112 Learning Outcomes 112 Summary Overview 113 Problems 116 CHAPTER 13 Global Investment Performance Standards 121 Learning Outcomes 121 Summary Overview 122 Problems 125 PART II Solutions CHAPTER 1 The Portfolio Management Process and the Investment Policy Statement 135 Solutions 135 CHAPTER 2 Managing Individual Investor Portfolios 140 Solutions 140 CHAPTER 3 Managing Institutional Investor Portfolios 152 Solutions 152 CHAPTER 4 CapitalMarket Expectations 160 Solutions 160 CHAPTER 5 Asset Allocation 170 Solutions 170 CHAPTER 6 Fixed-Income Portfolio Management 177 Solutions 177 CHAPTER 7 Equity Portfolio Management 183 Solutions 183 CHAPTER 8 Alternative Investments Portfolio Management 186 Solutions 186 CHAPTER 9 Risk Management 194 Solutions 194 CHAPTER 10 Execution of

JOHN L. MAGINN, CFA, is President of Maginn Associates, Inc. He is an adjunct professor at Creighton University.

DONALD L. TUTTLE, PHD, CFA, was vice president of CFA Institute in its Curriculum and Examinations Department from 1992 to 2004. He received his PhD from the University of North Carolina at Chapel Hill.

JERALD E. PINTO, PHD, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. He holds an MBA from Baruch College and a PhD in finance from the Stern School, and earned his CFA charter in 1992.

DENNIS W. MCLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. He holds a doctorate from Indiana University and earned his CFA charter in 1990.

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