The Role of Monetary Policy in Investment Management

Overview

This book presents substantial evidence that an association exists between monetary conditions and returns to various asset classes. It goes on to show how, over the past four decades, investors had the opportunity to use monetary policy to significantly enhance their portfolio performances.
Read More Show Less
... See more details below
Available through our Marketplace sellers.
Other sellers (Paperback)
  • All (4) from $1.99   
  • New (1) from $8.95   
  • Used (3) from $1.99   
Close
Sort by
Page 1 of 1
Showing All
Note: Marketplace items are not eligible for any BN.com coupons and promotions
$8.95
Seller since 2005

Feedback rating:

(1622)

Condition:

New — never opened or used in original packaging.

Like New — packaging may have been opened. A "Like New" item is suitable to give as a gift.

Very Good — may have minor signs of wear on packaging but item works perfectly and has no damage.

Good — item is in good condition but packaging may have signs of shelf wear/aging or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Acceptable — item is in working order but may show signs of wear such as scratches or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Used — An item that has been opened and may show signs of wear. All specific defects should be noted in the Comments section associated with each item.

Refurbished — A used item that has been renewed or updated and verified to be in proper working condition. Not necessarily completed by the original manufacturer.

New
New

Ships from: Fort Worth, TX

Usually ships in 1-2 business days

  • Canadian
  • International
  • Standard, 48 States
  • Standard (AK, HI)
  • Express, 48 States
  • Express (AK, HI)
Page 1 of 1
Showing All
Close
Sort by
Sending request ...

Overview

This book presents substantial evidence that an association exists between monetary conditions and returns to various asset classes. It goes on to show how, over the past four decades, investors had the opportunity to use monetary policy to significantly enhance their portfolio performances.
Read More Show Less

Product Details

Meet the Author

Gerald R. Jensen is professor of finance at Northern Illinois University, He has published extensively in the leading finance journals, including Journal of Financial Economics, Journal of Financial and Quantita-tive Analysis, Journal of Banking and Finance, Financial Analysts Journal, and Journal of Portfolio Management. Professor Jensen was the recipient of research grants from the Investment Analysts Society of Chicago (1997 and 1998) and the Foundation for Managed Derivatives Research (2000). He holds a Ph.D. from the University of Nebraska-Lincoln.

Robert R. Johnson, CFA, is a senior vice president in the curriculum and examinations department at AIMR. Previously, he taught at Creighton University, where he was professor of economics and finance and the recipient of the universityÆs 1994 Robert F. Kennedy Award for Teaching Excellence. Mr. Johnson is the author of more than 40 articles in such publications as Journal of Financial Economics, Journal of Finance, Financial Analysts Journal, and Journal of Portfolio Management. He holds a Ph.D. from the University of Nebraska-Lincoln.

Jeffrey M. Mercer is associate professor and former chair of the department of finance in the College of Business at Northern Illinois University. Prior to rejoining the faculty at NIU, he served as vice president and director of research at Ibbotson Associates of Chicago. Professor MercerÆs published work appears in academic and practitioner journals, including Journal of Financial Economics, Journal of Financial Research, Financial Analysts Journal, Journal of Portfolio Management, and Journal of Futures Markets. He isa member of the Investment Analysts Society of Chicago and AIMR. Professor Mercer holds a Ph.D. in finance from Texas Tech University.

Read More Show Less

Table of Contents

Foreword
Preface
Ch. 1 Federal Reserve Monetary Policy: A Primer 1
Ch. 2 Measuring Monetary Conditions 7
Ch. 3 Monetary Conditions and the Performance of Stocks and Bonds 15
Ch. 4 Monetary Conditions and the Performance of Various Asset Classes 27
Ch. 5 Assessing the Performance of Alternative Monetary Policy Measures as Predictors of Stock Returns 39
Ch. 6 Investment Implications and Conclusions 45
App. A Industry Definitions 53
App. B Construction of the Goldman Sachs Commodity Index 55
References 57
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)