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Essay / Research Paper Abstract
This 36 page paper examines a number of issues that are important to investors and portfolio management. Te paper looks at asset allocation, the section of investment with tools such as capital asset pricing model (CAPM) and efficient market hypothesis (EMH), multifactor models of risk and return, including Fama and French’s Three Factor mode, bonds and bond management, derivative analysis and the different types of swap contracts. The bibliography cites 25 sources.
Page Count:
36 pages (~225 words per page)
File: TS14_TEinvesterms.rtf
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Unformatted sample text from the term paper:
BONDS 22 6. DERIVATIVE SECURITY ANALYSIS 25 7. SWAP CONTRACTS, CONVERTIBLE SECURITIES, AND OTHER EMBEDDED DERIVATIVES. 35 REFERENCES 39 1. Introduction Investments and portfolio management can be
very complex; there are many different issues to be considered and a range of models that can be utilised to help the investor or portfolio manager in their task. This
paper will look at a range of issues, models and tools that are, or can be used in order to help with the decision and management tasks of investment. 2. Asset
Allocation Asset allocation has become one of the mainstays of investment portfolio building. There is a great deal of academic research that indicates that a key influence on the
performance of the fund is that of asset allocation rather than finite portfolio and that it is asset allocation that is the primary influence in the risk and reward balance
in a portfolio. Active asset allocation may be defined as " the process of taking short or medium- term tactical positions within an investment portfolio, by varying the exposure to
different global markets and asset classes (equities, bonds and currencies), depending on a set of investment forecasts" (Pensions Week, 2004). The simple concept is that the portfolio of investments is
one that will match the needs of the investor, taking into account different aspects such as risk tolerance of the investor and the term of the planned investment (Money
Management, 2004). This will mean the amount invested will be spread between three main classes; these are usually equities, fixed income securities and cash equivalents (Money Management, 2004). Increased
spread may also be achieved with a spread over different markets (Money Management, 2004). The underlying premises are twofold; firstly that particular asset types will tend to
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