The Role of Monetary Policy in Investment Management

Jensen, Gerald R.; Johnson, Robert R.; Mercer, Jeffrey M.

ISBN 10: 0943205506 / ISBN 13: 9780943205502

Published by Blackwell Publishing & AIMR, Charlottesville, 2000

About this Item

62 pp, biblio.

Seller Inventory # 123-39

Bibliographic Details

• Title: The Role of Monetary Policy in Investment Management
• Publisher: Blackwell Publishing & AIMR, Charlottesville
• Publication Date: 2000
• Language: English
• ISBN 10: 0943205506
• ISBN 13: 9780943205502
• Binding: Trade Paperback
• Edition: First Edition
• Condition: Very Good +
• Seller catalogs:
  • Miscellaneous

About this title

Synopsis

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.

About 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 is a member of the Investment Analysts Society of Chicago and AIMR. Professor Mercer holds a Ph.D. in finance from Texas Tech University.