Global investments
副标题：无
作 者：布鲁诺·索尔尼克(Bruno Solnik)，丹尼斯·麦克利维(Dennis Mcleavey)著
分类号：
ISBN：9787300136233
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简介
《国际投资(第6版)》对国际投资理论与实务进行了全面详尽的介绍。
全书共有13章，按内容可以分为三个部分。前3章为第一部分，主要介绍外
汇汇率基础知识，通过汇率将不同国家和地区之间的经济联系到一起。第4
-8章是第二部分，介绍关于全球投资中与国际资产相关的系列内容，其中第
4章介绍国际资产定价理论；第5章将注意力集中到各种股权市场与工具的交
易成本问题上；第6、7、8章分别介绍股权、债券以及其它各种类型的国际
投资工具。第9-13章为第三部分，主要讲授国际投资组合管理的方法以及思
考相关问题的视角，其中第9章提出了支持与反对国际分散化的案例；第10
章阐明可以使用外汇衍生工具进行风险控制的方法；第11章介绍如何应用这
些方法进行外汇风险管理；第12章介绍如何运用各种绩效衡量尺度来判断全
球分散化投资的风险与收益贡献；第13章总结全球投资与投资组合管理的过
程。
《国际投资(第6版)》由布鲁诺？索尔尼克和丹尼斯？麦克利维编著。
目录
《国际投资(全文影印)(第六版)》
preface i
chapter 1 currency exchange rates
learning outcomes l
currency exchange rate quotations 3
forward quotes 14
summary 22
problems 23
chapter 2 foreign exchange parity relations 27
learning outcomes 27
foreign exchange fundamentals 28
international parity relations 38
exchange rate determination 50
summary 68
problems 70
bibliography 74
chapter 3 foreign exchange determination and forecasting 75
learning outcomes 75
international monetary arrangements 76
the empirical evidence 83
.exchange rate forecasting 91
summary 102
problems 103
bibliography 106
chapter 3 appendix: statistical supplements on forecasting asset returns 109
chapter 4 international asset pricing 117
learning outcomes 117
international market efficiency 118
asset-pricing theory 121
practical implications 136
summary 148
problems 151
bibliography 155
chapter 5 equity: markets and instruments 157
learning outcomes 157
market differences: a historical perspective 158
some statistics 167
some practical aspects 171
execution costs 177
investing in foreign shares listed at home 185
summary 196
problems 197
bibliography 202
chapter 6 equity: concepts and techniques 203
learning outcomes 203
approaching international analysis 204
differences in national accounting standards 207
global industry analysis 217
equity analysis 232
global risk factors in security returns 245
summary 251
problems 252
bibliography 257
chapter 7 global bond investing 259
learning outcomes 259
the global bond market 260
major differences among bond markets 271
a refresher on bond valuation 276
multicurrency approach 284
floating-rate notes and structured notes 293
summary 310
problems 312
bibliography 316
chapter 8 alternative investments 317
learning outcomes 317
investment companies 319
real estate 332
private equity 344
hedge funds and absolute return strategies 351
closely held companies and inactively traded securities 366
distressed securities/bankruptcies 368
commodity markets and commodity derivatives 369
summary 375
problems 378
bibliography 383
chapter9 the case for international diversification 385
learning outcomes 385
the traditional case for international diversification 388
the case against international diversification 407
the case for international diversification revisited 415
the case for emerging markets 421
summary 425
problems 427
bibliography 430
chapter 10 derivatives: risk management with speculation, hedging, and risk transfer 433
learning outcomes 433
forward and futures 434
swaps 453
options 464
summary 476
problems 478
bibliography 483
chapter 11 currency risk management 485
learning outcomes 485
hedging with futures or forward currency contracts 486
insuring and hedging with options 499
other methods for managing currency exposure 505
strategic and tactical currency management 509
summary 515
problems 516
bibliography 521
chapter 12 global performance evaluation 523
learning outcomes 523
the basics 524
performance attribution in global performance evaluation 534
performance appraisal in global performance evaluation 557
implementation of performance evaluation 565
summary 570
problems 571
bibliography 579
chapter 13 structuring the global investment process 581
learning outcomes 581
a tour of the global investment industry 582
global investment philosophies 587
the investment policy statement 595
capital market expectations 600
global asset allocation: from strategic to tactical 610
global asset allocation: structuring and quantifying the process 615
summary 624
problems 625
bibliography 627
glossary 629
preface i
chapter 1 currency exchange rates
learning outcomes l
currency exchange rate quotations 3
forward quotes 14
summary 22
problems 23
chapter 2 foreign exchange parity relations 27
learning outcomes 27
foreign exchange fundamentals 28
international parity relations 38
exchange rate determination 50
summary 68
problems 70
bibliography 74
chapter 3 foreign exchange determination and forecasting 75
learning outcomes 75
international monetary arrangements 76
the empirical evidence 83
.exchange rate forecasting 91
summary 102
problems 103
bibliography 106
chapter 3 appendix: statistical supplements on forecasting asset returns 109
chapter 4 international asset pricing 117
learning outcomes 117
international market efficiency 118
asset-pricing theory 121
practical implications 136
summary 148
problems 151
bibliography 155
chapter 5 equity: markets and instruments 157
learning outcomes 157
market differences: a historical perspective 158
some statistics 167
some practical aspects 171
execution costs 177
investing in foreign shares listed at home 185
summary 196
problems 197
bibliography 202
chapter 6 equity: concepts and techniques 203
learning outcomes 203
approaching international analysis 204
differences in national accounting standards 207
global industry analysis 217
equity analysis 232
global risk factors in security returns 245
summary 251
problems 252
bibliography 257
chapter 7 global bond investing 259
learning outcomes 259
the global bond market 260
major differences among bond markets 271
a refresher on bond valuation 276
multicurrency approach 284
floating-rate notes and structured notes 293
summary 310
problems 312
bibliography 316
chapter 8 alternative investments 317
learning outcomes 317
investment companies 319
real estate 332
private equity 344
hedge funds and absolute return strategies 351
closely held companies and inactively traded securities 366
distressed securities/bankruptcies 368
commodity markets and commodity derivatives 369
summary 375
problems 378
bibliography 383
chapter9 the case for international diversification 385
learning outcomes 385
the traditional case for international diversification 388
the case against international diversification 407
the case for international diversification revisited 415
the case for emerging markets 421
summary 425
problems 427
bibliography 430
chapter 10 derivatives: risk management with speculation, hedging, and risk transfer 433
learning outcomes 433
forward and futures 434
swaps 453
options 464
summary 476
problems 478
bibliography 483
chapter 11 currency risk management 485
learning outcomes 485
hedging with futures or forward currency contracts 486
insuring and hedging with options 499
other methods for managing currency exposure 505
strategic and tactical currency management 509
summary 515
problems 516
bibliography 521
chapter 12 global performance evaluation 523
learning outcomes 523
the basics 524
performance attribution in global performance evaluation 534
performance appraisal in global performance evaluation 557
implementation of performance evaluation 565
summary 570
problems 571
bibliography 579
chapter 13 structuring the global investment process 581
learning outcomes 581
a tour of the global investment industry 582
global investment philosophies 587
the investment policy statement 595
capital market expectations 600
global asset allocation: from strategic to tactical 610
global asset allocation: structuring and quantifying the process 615
summary 624
problems 625
bibliography 627
glossary 629
Global investments
- 名称
- 类型
- 大小
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