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<b>Volume II</b> <p>Equity Models and Valuation 1</p> <p>Dividend Discount Models 3</p> <p>Discounted Cash Flow Methods for Equity Valuation 15</p> <p>Relative Valuation Methods for Equity Analysis 33</p> <p>Equity Analysis in a Complex Market 47</p> <p>Equity Portfolio Selection Models in Practice 61</p> <p>Basics of Quantitative Equity Investing 89</p> <p>Quantitative Equity Portfolio Management 107</p> <p>Forecasting Stock Returns 121</p> <p>Factor Models for Portfolio Construction 135</p> <p>Factor Models 137</p> <p>Principal Components Analysis and Factor Analysis 153</p> <p>Multifactor Equity Risk Models and Their Applications 171</p> <p>Factor-Based Equity Portfolio Construction and Analysis 195</p> <p>Cross-Sectional Factor-Based Models and Trading Strategies 213</p> <p>The Fundamentals of Fundamental Factor Models 243</p> <p>Multifactor Equity Risk Models and Their Applications 255</p> <p>Multifactor Fixed Income Risk Models and Their Applications 267</p> <p>Financial Econometrics 293</p> <p>Scope and Methods of Financial Econometrics 295</p> <p>Regression Analysis: Theory and Estimation 305</p> <p>Categorical and Dummy Variables in Regression Models 333</p> <p>Quantile Regression 353</p> <p>ARCH/GARCH Models in Applied Financial Econometrics 359</p> <p>Classification and Regression Trees and Their Use in Financial Modeling 375</p> <p>Applying Cointegration to Problems in Finance 383</p> <p>Nonlinearity and Nonlinear Econometric Models in Finance 401</p> <p>Robust Estimates of Betas and Correlations 437</p> <p>Working with High-Frequency Data 449</p> <p>FinancialModeling Principles 465</p> <p>Milestones in Financial Modeling 467</p> <p>From Art to Financial Modeling 479</p> <p>Basic Data Description for Financial Modeling and Analysis 485</p> <p>Time Series Concepts, Representations, and Models 501</p> <p>Extracting Risk-Neutral Density Information from Options Market Prices 521</p> <p>Financial Statement Analysis 529</p> <p>Financial Statements 531</p> <p>Financial Ratio Analysis 545</p> <p>Cash-Flow Analysis 565</p> <p>Finite Mathematics for Financial Modeling 579</p> <p>Important Functions and Their Features 581</p> <p>Time Value of Money 595</p> <p>Fundamentals of Matrix Algebra 621</p> <p>Difference Equations 629</p> <p>Differential Equations 643</p> <p>Partial Differential Equations in Finance 659</p> <p>Model Risk and Selection 689</p> <p>Model Risk 691</p> <p>Model Selection and Its Pitfalls 699</p> <p>Managing the Model Risk with the Methods</p> <p>of the Probabilistic Decision Theory 719</p> <p>Fat-Tailed Models for Risk Estimation 731</p>

<p><b>Frank J. Fabozzi</b> is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.</p>

<p><b>VOLUME II</b></p> <p>The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the <i>Encyclopedia of Financial Models, 3 Volume Set</i> has been created to help a broad spectrum of individuals—ranging from finance professionals to academics and students—understand the various models currently available and apply them in real-world situations.</p> <p>Edited by Frank Fabozzi, this set includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Incorporating timely research and in-depth analysis, <i>Volume II</i> of the <i>Encyclopedia of Financial Models</i> covers:</p> <ul> <li>Equity Models and Valuation</li> <li>Factor Models for Portfolio Construction</li> <li>Financial Econometrics</li> <li>Financial Modeling Principles</li> <li>Financial Statement Analysis</li> <li>Finite Mathematics for Financial Modeling</li> <li>Model Risk and Selection</li> </ul>

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