Investments 11th Edition Bodie Solutions Manual

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Product details:

• ISBN-10 ‏ : ‎ 9781259277177
• ISBN-13 ‏ : ‎ 978-1259277177
• Author: Alan J. Marcus; Zvi Bodie

The integrated solutions for Bodie, Kane, and Marcus’ Investments set the standard for graduate/MBA investments textbooks. The unifying theme is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes. The content places greater emphasis on asset allocation and offers a much broader and deeper treatment of futures, options, and other derivative security markets than most investment texts.Connect is the only integrated learning system that empowers students by continuously adapting to deliver precisely what they need, when they need it, and how they need it, so that your class time is more engaging and effective.

Table of contents:

1. Part One: ELEMENTS OF INVESTMENTS
2. Chapter 1 Investments: Background and Issues
3. 1.1 Real Assets versus Financial Assets
4. 1.2 Financial Assets
5. 1.3 Financial Markets and the Economy
6. The Informational Role of Financial Markets
7. Consumption Timing
8. Allocation of Risk
9. Separation of Ownership and Management
10. Corporate Governance and Corporate Ethics
11. 1.4 The Investment Process
12. 1.5 Markets Are Competitive
13. The Risk-Return Trade-Off
14. Efficient Markets
15. 1.6 The Players
16. Financial Intermediaries
17. Investment Bankers
18. Venture Capital and Private Equity
19. 1.7 The Financial Crisis of 2008
20. Antecedents of the Crisis
21. Changes in Housing Finance
22. Mortgage Derivatives
23. Credit Default Swaps
24. The Rise of Systemic Risk
25. The Shoe Drops
26. The Dodd-Frank Reform Act
27. 1.8 Outline of the Text
28. End-of-Chapter Material
29. Chapter 2 Asset Classes and Financial Instruments
30. 2.1 The Money Market
31. Treasury Bills
32. Certificates of Deposit
33. Commercial Paper
34. Bankers’ Acceptances
35. Eurodollars
36. Repos and Reverses
37. Brokers’ Calls
38. Federal Funds
39. The LIBOR Market
40. Yields on Money Market Instruments
41. 2.2 The Bond Market
42. Treasury Notes and Bonds
43. Inflation-Protected Treasury Bonds
44. Federal Agency Debt
45. International Bonds
46. Municipal Bonds
47. Corporate Bonds
48. Mortgage and Asset-Backed Securities
49. 2.3 Equity Securities
50. Common Stock as Ownership Shares
51. Characteristics of Common Stock
52. Stock Market Listings
53. Preferred Stock
54. Depositary Receipts
55. 2.4 Stock and Bond Market Indexes
56. Stock Market Indexes
57. The Dow Jones Industrial Average
58. The Standard & Poor’s 500 Index
59. Other U.S. Market Value Indexes
60. Equally Weighted Indexes
61. Foreign and International Stock Market Indexes
62. Bond Market Indicators
63. 2.5 Derivative Markets
64. Options
65. Futures Contracts
66. End-of-Chapter Material
67. Chapter 3 Securities Markets
68. 3.1 How Firms Issue Securities
69. Privately Held Firms
70. Publicly Traded Companies
71. Shelf Registration
72. Initial Public Offerings
73. 3.2 How Securities are Traded
74. Types of Markets
75. Types of Orders
76. Trading Mechanisms
77. 3.3 The Rise of Electronic Trading
78. 3.4 U.S. Markets
79. NASDAQ
80. The New York Stock Exchange
81. ECNs
82. 3.5 New Trading Strategies
83. Algorithmic Trading
84. High-Frequency Trading
85. Dark Pools
86. Bond Trading
87. 3.6 Globalization of Stock Markets
88. 3.7 Trading Costs
89. 3.8 Buying on Margin
90. 3.9 Short Sales
91. 3.10 Regulation of Securities Markets
92. Self-Regulation
93. The Sarbanes-Oxley Act
94. Insider Trading
95. End-of-Chapter Material
96. Chapter 4 Mutual Funds and Other Investment Companies
97. 4.1 Investment Companies
98. 4.2 Types of Investment Companies
99. Unit Investment Trusts
100. Managed Investment Companies
101. Other Investment Organizations
102. 4.3 Mutual Funds
103. Investment Policies
104. How Funds Are Sold
105. 4.4 Costs of Investing in Mutual Funds
106. Fee Structure
107. Fees and Mutual Fund Returns
108. 4.5 Taxation of Mutual Fund Income
109. 4.6 Exchange-Traded Funds
110. 4.7 Mutual Fund Investment Performance: A First Look
111. 4.8 Information on Mutual Funds
112. End-of-Chapter Material
113. Part TWO: PORTFOLIO THEORY
114. Chapter 5 Risk, Return, and the Historical Record
115. 5.1 Rates of Return
116. Measuring Investment Returns over Multiple Periods
117. Conventions for Annualizing Rates of Return
118. 5.2 Inflation and the Real Rate of Interest
119. The Equilibrium Nominal Rate of Interest
120. 5.3 Risk and Risk Premiums
121. Scenario Analysis and Probability Distributions
122. The Normal Distribution
123. Normality and the Investment Horizon
124. Deviation from Normality and Tail Risk
125. Risk Premiums and Risk Aversion
126. The Sharpe Ratio
127. 5.4 The Historical Record
128. Using Time Series of Returns
129. Risk and Return: A First Look
130. 5.5 Asset Allocation across Risky and Risk-Free Portfolios
131. The Risk-Free Asset
132. Portfolio Expected Return and Risk
133. The Capital Allocation Line
134. Risk Aversion and Capital Allocation
135. 5.6 Passive Strategies and the Capital Market Line
136. Historical Evidence on the Capital Market Line
137. Costs and Benefits of Passive Investing
138. End-of-Chapter Material
139. Chapter 6 Efficient Diversification
140. 6.1 Diversification and Portfolio Risk
141. 6.2 Asset Allocation with Two Risky Assets
142. Covariance and Correlation
143. Using Historical Data
144. The Three Rules of Two-Risky-Asset Portfolios
145. The Risk-Return Trade-Off with Two-Risky-Assets Portfolios
146. The Mean-Variance Criterion
147. 6.3 The Optimal Risky Portfolio with a Risk-Free Asset
148. 6.4 Efficient Diversification with Many Risky Assets
149. The Efficient Frontier of Risky Assets
150. Choosing the Optimal Risky Portfolio
151. The Preferred Complete Portfolio and a Separation Property
152. Constructing the Optimal Risky Portfolio: An Illustration
153. 6.5 A Single-Index Stock Market
154. Statistical Interpretation of the Single-Index Model
155. Learning from the Index Model
156. Using Security Analysis with the Index Model
157. 6.6 Risk Pooling, Risk Sharing, and Time Diversification
158. Time Diversification
159. End-of-Chapter Material
160. Chapter 7 Capital Asset Pricing and Arbitrage Pricing Theory
161. 7.1 The Capital Asset Pricing Model
162. The Model: Assumptions and Implications
163. Why All Investors Would Hold the Market Portfolio
164. The Passive Strategy Is Efficient
165. The Risk Premium of the Market Portfolio
166. Expected Returns on Individual Securities
167. The Security Market Line
168. Applications of the CAPM
169. 7.2 The CAPM and Index Models
170. 7.3 How Well Does the CAPM Predict Risk Premiums?
171. 7.4 Multifactor Models and the CAPM
172. The Fama-French Three-Factor Model
173. Estimating a Three-Factor SML
174. Multifactor Models and the Validity of the CAPM
175. 7.5 Arbitrage Pricing Theory
176. Diversification in a Single-Index Security Market
177. Well-Diversified Portfolios
178. The Security Market Line of the APT
179. Individual Assets and the APT

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