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(2) ::u1L::nua:u1n:j1un1:LgLnu1u a1uv 2 Standards of Practice Casebook (AIMR, 1996)
Introduction
Tore & Associates, Douglas R. Hughes
The Consultant, Jules A. Huot
Pearl Investment Management (A), (B), and (C), Glen A. Holden, Jr.
International Investment Advisors, Paul F. Van Schyndel
Case Study: Suitability, Standards Reporter (AIMR, July/August 1997)
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(3) in:ujn1an:a1v:Ln1:L:v1:nauauv:nu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Economic Concepts for Asset Valuation in and Dennis W. McLeavey (Wiley, 2007)
Portfolio Management) Capital Market Expectations, Ch. 4
Investment Analysis and Portfolio Management, 8th edition, Frank K. Reilly and Keith C. Brown (South-Western, 2006)
Macroanalysis and Microvaluation of the Stock Market, Ch. 12
(4) n1:1in:1:vituL:u1na1v:Ln1:L:v1:nauauv:nu Quantitative Methods for Investment Analysis, 2nd edition, Richard A. DeFusco, Dennis W. McLeavey,
(Quantitative Methods for Portfolio Management and Jerald E. Pinto, and David E.Runkle (CFA Institute, 2004)
Wealth Planning) Time-Series Analysis, Ch. 10
Portfolio Concepts, Ch. 11
Prepared by Adam Kobor (CFA Institute, 2006)
"A Note on Harry M. Markowitzs Market Efficiency: A Theoretical Distinction and So What?
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CFA Program Curriculum, Level III, 2007
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(5) n1:auvulun:1a1:vu::v11uL::ivn Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Equity Portfolio Management) and Dennis W. McLeavey (Wiley, 2007)
Equity Portfolio Management, Ch. 7
Benchmarks and Investment Management, Laurence B. Siegel (The Research Foundation of AIMR, 2003)
"International Equity Benchmarks", Ch. 10
vu1uivn : a1u1:n download 1n1n
http://www.cfainstitute.org/memresources/education/reading/pdf/Portfolio_mgt_lev3_reading_60_ch10.pdf
(v1n1ua1u1:n download 1n n:n1nnna TSI_Examination@set.or.th)
The Theory of Corporate Finance, Jean Tirole (Princeton University Press, 2006)
Corporate Governance, Ch. 1, pp. 15-56
untaan : iuav1L1ua1ua1u1:na1uau1n1n
CFA Program Curriculum, Level III, 2007
(6) n1:1in:1:vua:nauvsn1:auvulun:1a1:vu a1uv 1 Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Management of Passive and Active Fixed Income and Dennis W. McLeavey (Wiley, 2007)
Portfolios) "Fixed Income Portfolio Management", Ch. 6, page 328 to 369
(7) n1:1in:1:vua:nauvsn1:auvulun:1a1:vu a1uv 2 Fixed Income Analysis for the Chartered Financial Analyst Program, 2nd edition, Frank J. Fabozzi (Wiley, 2007)
(Portfolio Management of Global Bonds and Relative-Value Methodologies for Global Credit Bond Portfolio Management, Ch. 20
Fixed Income Derivatives) Hedging Mortgage Securities to Capture Relative Value, Ch. 23
Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
and Dennis W. McLeavey (Wiley, 2007)
"Fixed Income Portfolio Management", Ch. 6, page 369 to 406
(8) n1:1in:1:vn1:auvuluv1uiaanau Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Alternative Investments for Portfolio Management) and Dennis W. McLeavey (Wiley, 2007)
Alternative Investments Portfolio Management, Ch. 8
Derivatives Markets, 2nd edition, Robert L. McDonald (Addison Wesley, 2006)
Swaps, Ch. 8, pp. 239-244, 259-262
Commodity Forwards and Futures, Ch. 6
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(9) nauvsn1:auvulun:1a1:aunus : Analysis of Derivatives for the CFA Program, Don Chance (AIMR, 2003)
aqq1n1ia:a na:i1:n aaLtu ua:a1aL Risk Management Applications of Forward and Futures Strategies, Ch. 6
(Derivatives Risk Management Strategy) Risk Management Applications of Option Strategies, Ch. 7
Risk Management Applications of Swap Strategies, Ch. 8
(10) n1:iuuitunqnn::u Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing, Hersh Shefrin,
(Behavioral Finance) (Oxford University School Press, 2002)
Heuristic-Driven Bias: The First Theme, Ch. 2
Frame Dependence: The Second Theme, Ch. 3
Inefficient Markets: The Third Theme, Ch. 4
Portfolios, Pyramids, Emotions, and Biases, Ch.10
Pensions (Henry Stewart Publications, Vol. 10, 2004)
Investment Decision Making in Defined Contribution Pension Plans, Alistair Byrne
Global Equity Strategy (Dresdner Kleinwert Wasserstein, 24 August 2005)
The folly of forecasting: Ignore all economists, strategists, & analysts, James Montier
untaan : iuav1L1ua1ua1u1:na1uau1n1n
CFA Program Curriculum, Level III, 2007
(11) u1uL1un1:auvu: a1v:Lunauvu:1uuau Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Private Wealth Management) and Dennis W. McLeavey (Wiley, 2007)
Managing Individual Investor Portfolios, Ch. 2
Investment Management for Taxable Private Investors, Jarrod Wilcox, Jeffrey E. Horvitz, and Dan diBartolomeo
(The Research Foundation of CFA Institute, 2006)
Life-Cycle Investing,, Ch. 3
Excerpts from Lifestyle, Wealth Transfer and Asset Classes, Ch. 4
Techniques for Improving After-Tax Investment Performance, Ch. 6
Integrated Wealth Management: The New Direction for Portfolio Managers, Jean L.P. Brunel (Euromoney Institutional
Investors Plc, 2002)
Multiple Asset Locations, Ch. 5
Low-basis stock", Ch. 10
Journal of Wealth Management (Institutional Investors, 2004)
Goals-Based Investing: Integrating Traditional and Behavioral Finance, Daniel Nevins
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http://www.seic.com/advisors/cda/fr/documents/Goals%20Based%20Research%20Paper.pdf
(v1n1ua1u1:n download 1n n:n1nnna TSI_Examination@set.or.th)
untaan : iuav1L1ua1ua1u1:na1uau1n1n
CFA Program Curriculum, Level III, 2007
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(12) u1uL1un1:auvu: a1v:Lunauvuan1Lu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Portfolio Management for Institutional Investors) and Dennis W. McLeavey (Wiley, 2007)
Managing Institutional Investor Portfolios, Ch. 3
(13) n1:na::auv:nu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Asset Allocation) and Dennis W. McLeavey (Wiley, 2007)
Asset Allocation, Ch. 5
Prepared by Aaron Meder and Renato Staub, (UBS Global Asset Management)
Linking Pension Liabilities to Assets"
untaan : iuav1L1ua1ua1u1:na1uau1n1n
CFA Program Curriculum, Level III, 2007
(14) nauvsn1:L:v1:nauauv:nuauvu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Monitoring, Rebalancing, and Execution of and Dennis W. McLeavey (Wiley, 2007)
Portfolio Decision) Execution of Portfolio Decisions, Ch. 10
Monitoring and Rebalancing, Ch. 11
(15) tunaun1:auvuviLua1na International Investments, 5th edition, Bruno Solnik and Dennis McLeavey (Addison Wesley, 2003)
(Portfolio Management in Global Context) The Case for International Diversification, Ch. 9
Currency Risk Management, Ch. 11
(16) n1:L:v1:n11uiauu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Risk Management) and Dennis W. McLeavey (Wiley, 2007)
Risk Management, Ch. 9
(17) n1:L::iuunan1:L:v1:nauauv:nu Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Performance Evaluation and Attribution) and Dennis W. McLeavey (Wiley, 2007)
Evaluating Portfolio Performance, Ch. 12
International Investments, 5th edition, Bruno Solnik and Dennis McLeavey (Addison Wesley, 2003)
Global Performance Evaluation, Ch. 12, page 626648
(18) u1n:j1un1:1nnan1:n1iuun1:::nLa1na Managing Investment Portfolios: A Dynamic Process, 3rd edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto,
(Global Investment Performance Standards) and Dennis W. McLeavey (Wiley, 2007)
Global Investment Performance Standards, Ch. 13