Quantitative Investment Analysis Workbook
CFA Institute Investment Series 3. Aufl.
Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice. As the companion piece to Quantitative Investment Analysis, this workbook aligns with the text chapter-by-chapter to give you the focused, targeted exercises you need to fully understand each topic. Each chapter explicitly lays out the learning objectives so you understand the 'why' of each problem, and brief chapter summaries help refresh your memory on key points before you begin working. The practice problems themselves reinforce the practitioner-oriented text, and are designed to mirror the real-world problems encountered every day in the field. Solutions are provided to all of the problems for those who self-study, and an optional online Instructor's manual brings this book into the classroom with ease. Quantitative analysis is essential to the investment process, but hypothetical 'pie-in-the-sky' type practice scenarios only waste your time. You need a globally relevant application guide with roots in the real-world industry, so you can spend your time preparing for scenarios that you'll actually encounter. This workbook is your answer, with practice problems covering the complete range of quantitative methods. Refresh your memory with succinct chapter summaries Enhance your understanding with topic-specific practice problems Work toward explicit chapter objectives to internalize key information Practice important techniques with real-world applications Consistent mathematical notation, topic coverage continuity, and evenness of subject matter treatment are critical to the learning process. This workbook lives up to its reputation of clarity, and provides investment-oriented practice based on actual changes taking place in the global investment community. For those who want a practical route to mastering quantitative methods, the Quantitative Investment Analysis Workbook is your real-world solution.
Part I Learning Objectives, Summary Overview, and Problems Chapter 1 The Time Value of Money 3 Learning Outcomes 3 Summary Overview 3 Problems 4 Chapter 2 Discounted Cash Flow Applications 7 Learning Outcomes 7 Summary Overview 7 Problems 8 Chapter 3 Statistical Concepts and Market Returns 13 Learning Outcomes 13 Summary Overview 14 Problems 15 Chapter 4 Probability Concepts 23 Learning Outcomes 23 Summary Overview 24 Problems 26 Chapter 5 Common Probability Distributions 31 Learning Outcomes 31 Summary Overview 32 Problems 34 Chapter 6 Sampling and Estimation 39 Learning Outcomes 39 Summary Overview 39 Problems 41 Chapter 7 Hypothesis Testing 45 Learning Outcomes 45 Summary Overview 46 Problems 48 Chapter 8 Correlation and Regression 53 Learning Outcomes 53 Summary Overview 53 Problems 55 Chapter 9 Multiple Regression and Issues in Regression Analysis 67 Learning Outcomes 67 Summary Overview 68 Problems 70 Chapter 10 Time-Series Analysis 87 Learning Outcomes 87 Summary Overview 88 Problems 90 Chapter 11 An Introduction to Multifactor Models 99 Learning Outcomes 99 Summary Overview 99 Problems 101 Part II Solutions Chapter 1 The Time Value of Money 105 Solutions 105 Chapter 2 Discounted Cash Flow Applications 121 Solutions 121 Chapter 3 Statistical Concepts and Market Returns 127 Solutions 127 Chapter 4 Probability Concepts 143 Solutions 143 Chapter 5 Common Probability Distributions 151 Solutions 151 Chapter 6 Sampling and Estimation 157 Solutions 157 Chapter 7 Hypothesis Testing 163 Solutions 163 Chapter 8 Correlation and Regression 171 Solutions 171 Chapter 9 Multiple Regression and Issues in Regression Analysis 181 Solutions 181 Chapter 10 Time-Series Analysis 191 Solutions 191 Chapter 11 An Introduction to Multifactor Models 197 Solutions 197 About the CFA Program 199
RICHARD A. DeFUSCO, CFA, is a Professor of Finance at the University of Nebraska-Lincoln. He earned his CFA charter in 1999 and started CFA grading in 2000. DENNIS W. McLEAVEY, CFA, is Faculty Advisor to the Ram Fund and Professor Emeritus of Finance and OR/MS at the University of Rhode Island. He obtained his CFA charter in 1990 and began CFA grading in 1995. JERALD E. PINTO, PhD, CFA, has been at CFA Institute since 2002 as Visiting Scholar, Vice President, and now Director, Curriculum Projects in the Credentialing Division for the CFA and CIPM Programs. DAVID E. RUNKLE, CFA, is Director of Quantitative Research for Trilogy Global Advisors, LP. He joined Trilogy in 2007 from Piper Jaffray, where he was an Investment Research Manager.
HANDS-ON QUANTITATIVE ANALYSIS PRACTICE BASED ON REAL-WORLD SCENARIOS Quantitative Investment Analysis Workbook, Third Edition provides the key component of effective learning—practice. This companion workbook conveniently aligns with the text chapter-by-chapter, provides brief chapter summaries to refresh your memory on key points before you begin working, and explicitly lays out the learning objectives so you understand the "why" of each problem. Those who self study will find solutions to all exercise problems. This workbook lets you: Refresh your memory with succinct chapter summaries Enhance your understanding with topic-specific practice problems Work toward explicit chapter objectives to internalize key information Practice important techniques with real-world applications For everyone who wants a practical route to mastering quantitative methods, Quantitative Investment Analysis Workbook, Third Edition lives up to its reputation for clarity and world-class practice based on actual scenarios investors face every day.
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