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
關於作者：
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.
目錄：
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.
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