Modern Portfolio Theory and Investment Analysis

Häftad, Engelska, 2017

AvEdwin J. Elton,Martin J. Gruber,Stephen J. Brown,William N. Goetzmann,Edwin J. (New York University) Elton,Martin J. (New York University) Gruber,New York University) Brown, Stephen J. (Leonard N. Stern School of Business,William N. (Yale University) Goetzmann

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Modern Portfolio Theory and Investment Analysis, 9e examines the characteristics and analysis of individual securities, as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management.The authors present material that captures the state of modern portfolio analysis, general equilibrium theory, and investment analysis in an accessible and intuitive manner.

Produktinformation

Utgivningsdatum2017-04-11
Mått178 x 254 x 15 mm
Vikt680 g
FormatHäftad
SpråkEngelska
Antal sidor752
Upplaga9
FörlagJohn Wiley & Sons Inc
ISBN9781119427292

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Table of ContentsPART 1 INTRODUCTIONChapter 1: IntroductionChapter 2: Financial SecuritiesChapter 3: Financial MarketsPART 2 PORTFOLIO ANALYSIS Section 1 MEAN VARIANCE PORTFOLIO THEORYChapter 4: The Characteristics of the Opportunity Set Under RiskChapter 5: Delineating Efficient PortfoliosChapter 6: Techniques for Calculating the Efficient FrontierSection 2 SIMPLIFYING THE PORTFOLIO SELECTION PROCESSChapter 7: The Correlation Structure of Security Returns: The Single-Index ModelChapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping TechniquesChapter 9: Simple Techniques for Determining the Efficient FrontierSection 3 SELECTING THE OPTIMUM PORTFOLIOChapter 10: Estimating Expected ReturnsChapter 11: How to Select Among the Portfolios in the Opportunity SetSection 4 WIDENING THE SELECTION UNIVERSEChapter 12: International DiversificationPART 3 MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETSChapter 13: The Standard Capital Asset Pricing ModelChapter 14: Nonstandard Forms of Capital Asset Pricing ModelsChapter 15: Empirical Tests of Equilibrium ModelsChapter 16: The Arbitrage Pricing Model APT – A Multifactor Approach to Explaining Asset PricesPART 4 SECURITY ANALYSIS AND PORTFOLIO THEORYChapter 17: Efficient MarketsChapter 18: The Valuation ProcessChapter 19: Earnings EstimationChapter 20: Behavioral Finance, Investor Decision Making, and Asset PricesChapter 21: Interest Rate Theory and the Pricing of BondsChapter 22: The Management of Bond PortfoliosChapter 23: Option Pricing TheoryChapter 24: The Valuation and Uses of Financial FuturesPART 5 EVALUATING THE INVESTMENT PROCESSChapter 25: Mutual FundsChapter 26: Evaluation of Portfolio PerformanceChapter 27: Evaluation of Security AnalysisChapter 28: Portfolio Management RevisitedIndex