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More About This Title Quantitative Investment Analysis, Second Edition Workbook
English
English
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.
English
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 andMarket Returns 11
Learning Outcomes 11
Summary Overview 11
Problems 13
CHAPTER 4 Probability Concepts 21
Learning Outcomes 21
Summary Overview 21
Problems 23
CHAPTER 5 Common Probability Distributions 29
Learning Outcomes 29
Summary Overview 30
Problems 31
CHAPTER 6 Sampling and Estimation 37
Learning Outcomes 37
Summary Overview 37
Problems 39
CHAPTER 7 Hypothesis Testing 43
Learning Outcomes 43
Summary Overview 44
Problems 46
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 83
Learning Outcomes 83
Summary Overview 84
Problems 85
CHAPTER 11 Portfolio Concepts 97
Learning Outcomes 97
Summary Overview 98
Problems 102
PART 2 Solutions
CHAPTER 1 The Time Value of Money 111
Solutions 111
CHAPTER 2 Discounted Cash Flow Applications 129
Solutions 129
CHAPTER 3 Statistical Concepts andMarket Returns 135
Solutions 135
CHAPTER 4 Probability Concepts 149
Solutions 149
CHAPTER 5 Common Probability Distributions 155
Solutions 155
CHAPTER 6 Sampling and Estimation 161
Solutions 161
CHAPTER 7 Hypothesis Testing 167
Solutions 167
CHAPTER 8 Correlation and Regression 175
Solutions 175
CHAPTER 9 Multiple Regression and Issues in Regression Analysis 185
Solutions 185
CHAPTER 10 Time-Series Analysis 193
Solutions 193
CHAPTER 11 Portfolio Concepts 199
Solutions 199
About the CFA Program 205
