Managing Investment Portfolios: A Dynamic Process

Front Cover
John L. Maginn, Donald L. Tuttle, Dennis W. McLeavey, Jerald E. Pinto
John Wiley & Sons, Mar 9, 2007 - Business & Economics - 960 pages
"A rare blend of a well-organized, comprehensive guide to portfolio management and a deep, cutting-edge treatment of the key topics by distinguished authors who have all practiced what they preach. The subtitle, A Dynamic Process, points to the fresh, modern ideas that sparkle throughout this new edition. Just reading Peter Bernstein's thoughtful Foreword can move you forward in your thinking about this critical subject."
—Martin L. Leibowitz, Morgan Stanley

"Managing Investment Portfolios remains the definitive volume in explaining investment management as a process, providing organization and structure to a complex, multipart set of concepts and procedures. Anyone involved in the management of portfolios will benefit from a careful reading of this new edition."
—Charles P. Jones, CFA, Edwin Gill Professor of Finance, College of Management, North Carolina State University

 

What people are saying - Write a review

Its not the textbook its the workbook

User Review  - Daniel M. - Overstock.com

Very disappointed. The description is false. It is NOT a paper back version of Managing Investment Portfolios A Dynamic Process. It is the workbook with problems that go along with the text. I wish the description had made that clear. Read full review

Contents

CHAPTER
1
CHAPTER
8
Investor Characteristics
24
Investment Policy Statement
34
An Introduction to Asset Allocation
50
CHAPTER 3
63
CHAPTER 4
128
The Portfolio Management Process Logic
230
Measuring Risk
596
Managing Risk
624
CHAPTER 10
637
The Costs of Trading
653
Types of Traders and Their Preferred Order Types
663
Serving the Clients Interests
678
Rebalancing the Portfolio
701
Concluding Remarks
716

Asset Allocation and the Investors Risk and Return Objectives
236
The Selection of Asset Classes
248
The Steps in Asset Allocation
254
Implementing the Strategic Asset Allocation
296
Strategic Asset Allocation for Institutional Investors
307
Tactical Asset Allocation
320
CHAPTER 6
328
Other FixedIncome Strategies
369
International Bond Investing
390
Selecting a FixedIncome Manager
402
9
579
CHAPTER 2
761
Introduction
783
17
808
18
822
GIPS Glossary
856
Glossary
864
References
888
About the CFA Program
903
Index
913
Copyright

Other editions - View all

Common terms and phrases

About the author (2007)

JOHN L. MAGINN, CFA, is President of Maginn Associates, Inc., a financial consulting firm. He is also an adjunct professor in the MBA program at Creighton University. He is retired from Mutual of Omaha, where he was the chief investment officer and treasurer, and is also a past chairman of the board of trustees of AIMR, the predecessor to CFA Institute.

DONALD L. TUTTLE, PHD, CFA, was vice president of CFA Institute in its Curriculum and Examinations Department from 1992 until his retirement in 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. Before coming to CFA Institute in 2002, he was a consultant 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 and a PhD in finance from the Stern School. Pinto obtained his CFA charter in 1992.

DENNIS W. MCLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. During his twenty-five-year academic career, he 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.

Bibliographic information