Book description
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
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.
