Part I: Introduction -- Chapter 1 The investment environment page 1-22 -- Chapter 2 Asset classes and financial instruments page 23-53 -- Chapter 3 How securities are traded page 54-87 -- Chapter 4 Mutual funds and other investment companies page 88-112 -- Part II: Portfolio theory and practice -- Chapter 5 Learning about return and risk from the historical record page 113-155 -- Chapter 6 Risk aversion and capital allocation to risky assets page 156-193 -- Chapter 7 Optimal risky portfolios page 194-243 -- Chapter 8 Index models page 244-278 -- Part III: Equilibrium in capital markets -- Chapter 9 The capital asset pricing model page 279-318 -- Chapter 10 Arbitrage pricing theory and multifactor models of risk and return page 319-343 -- Chapter 11 The efficient market hypothesis page 344-383 -- Chapter 12 Behavioral finance and technical analysis page 384-409 -- Chapter 13 Empirical evidence on security returns page 410-444

Part IV: Fixed-income securities -- Chapter 14 Bond prices and yields page 445-483 -- Chapter 15 The term structure of interest rates page 484-511 -- Chapter 16 Managing bond portfolios page 512-552 -- Part V: Security analysis -- Chapter 17 Macroeconomic and industry analysis page 553-585 -- Chapter 18 Equity valuation models page 586-630 -- Chapter 19 Financial statement analysis page 631-670 -- Part VI: Options, futures, and other derivatives -- Chapter 20 Options markets: Introduction page 671-714 -- Chapter 21 Option valuation page 715-758 -- Chapter 22 Futures markets page 759-787 -- Chapter 23 Futures, swaps, and risk management page 788-822 -- Part VII: Applied portfolio management -- Chapter 24 Portfolio performance evaluation page 823-866 -- Chapter 25 International diversification page 867-901 -- Chapter 26 Hedge funds page 902-923 -- Chapter 27 The theory of active portfolio management page 924-949 -- Chapter 28 Investment policy and the framework of the CFA Institute page 950-988