Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

The most comprehensive coverage of institutional investment management issues

This comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here, respected investment expert Frank Fabozzi moves on to cover a wide array of issues in this evolving field. From valuation and fixed income analysis to alternative investments and asset allocation, Fabozzi provides the best in cutting-edge information for new and seasoned practitioners, as well as professors and students of finance.

• Contains practical, real-world applications of investment management theories and concepts


• Uses unique illustrations of factor models to highlight how to build a portfolio


• Includes insights on execution and measurement of transaction costs


• Covers fixed income (particularly structured products) and derivatives

Institutional Investment Management is an essential read for anyone who needs to hone their skills in this discipline.

Keywords: relative valuation method, equity management, equity trading, stock index futures, equity options, equity derivative pricing, securities, bond pricing, bond yields, embedded options, liability funding strategies, interest rate futures, swaps, caps, floors, mutual funds, exchange-traded funds, ETFs, hedge funds, Frank Fabozzi, valuation, fixed income analysis, alternative investments, asset allocation