Quantitative Investment Analysis, Workbook (CFA Institute Investment Series) [Paperback]

Richard A. DeFusco (Author), Dennis W. McLeavey (Author), Jerald E. Pinto (Author), David E. Runkle (Author)

Book Description

ISBN-10: 047006918X | ISBN-13: 978-0470069189 | Publication Date: January 16, 2007 | Edition: 2

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

Editorial Reviews

From the Back Cover

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

About the Author

RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco 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. He earned his CFA charter in 1999.

DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. 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 in investment planning, portfolio analysis, and quantitative analysis. He holds an MBA from Baruch College and a PhD in finance from the Stern School. Pinto earned his CFA charter in 1992.

DAVID E. RUNKLE, CFA, is Vice President and Research Manager at U.S. Bancorp Piper Jaffray. He is an adjunct professor of finance in the Carlson School of Management at the University of Minnesota. Runkle received a BA in economics from Carleton College and a PhD in economics from MIT.

Product Details

• Paperback: 216 pages
• Publisher: Wiley; 2 edition (January 16, 2007)
• Language: English
• ISBN-10: 047006918X
• ISBN-13: 978-0470069189
• Product Dimensions: 9.9 x 7.1 x 0.6 inches
• Shipping Weight: 12.8 ounces (View shipping rates and policies)
• Average Customer Review: 4.0 out of 5 stars  See all reviews (3 customer reviews)
• Amazon Best Sellers Rank: #152,754 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

5 of 5 people found the following review helpful:

3.0 out of 5 stars Barebones Basics, October 10, 2007

By 

Reginald Tucker "ContraCapitalist" - See all my reviews
(REAL NAME)   

This review is from: Quantitative Investment Analysis, Workbook (CFA Institute Investment Series) (Paperback)

I purchased this and the 'Managing Investment Portfolios Workbook' and was slighly disappointed. The workbook is good in that it forces you to workout quantitative problems, but the concept discriptions can be oversimplified. Good if you have a good base and want to review quantitative theory, but don't expect to learn these concepts in-depth.

1 of 1 people found the following review helpful:

4.0 out of 5 stars Very useful, December 22, 2008

By 

Ya-shih Tseng - See all my reviews
(REAL NAME)   

This review is from: Quantitative Investment Analysis, Workbook (CFA Institute Investment Series) (Paperback)

It provide very detail explain of every probelm and is easy to understand. Very useful book for study by yourself!!

5.0 out of 5 stars Academic portfolio & investment management, November 24, 2008

By 

R. Shefi "AACA" (Chicago, IL) - See all my reviews
(REAL NAME)   

This review is from: Quantitative Investment Analysis, Workbook (CFA Institute Investment Series) (Paperback)

i took it for my undergraduate quantitative finance class
we did not go through all the book ...just small pieces of it. however i think that the book is great for a finance major. very practical and easy to understand.