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Quantitative Methods in Equity Analysis
Quantitative Methods in FixedIncome Analysis
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annual return approach arbitrage asset allocation asset mix assumed assumption average benchmark beta Black-Scholes bond's BSOPM call option capital capitalization rate cash flows Chapter coefficients common stock returns computed corporate bonds correlation costs coupon debt distribution dividend dividend discount model dollar-weighted rate duration Durbin-Watson statistic equal equity estimate example exercise price expected return Figure forecast fund given hypothesis Ibbotson Associates income increase Inflation interest rates investment investor Journal of Portfolio long-term manager's negative oil venture option pricing option strategies option value payments payoffs performance measurement Portfolio Management positive premium present value present value formula pricing model procedure protective put put option quantitative methods rate of return real estate regression analysis relationship Residual risk risk-free riskless sensitivity share short-term skewness small stocks standard deviation standard error statistic stock price strategy Table tion Treasury bills underlying valuation variable variance yield curve yield to maturity zero