Modern Investment Theory

Name: Modern Investment Theory
Price: 90.5 USD
Availability: InStock
ISBN: 9780130191700

ISBN-10: 0130191701

ISBN-13: 9780130191700

Edition: 5th 2001 (Revised)

Authors: Robert A. Haugen

List price: $168.00

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Book details

List price: $168.00
Edition: 5th
Copyright year: 2001
Publisher: Prentice Hall PTR
Publication date: 6/8/2000
Binding: Hardcover
Pages: 680
Size: 8.25" wide x 10.50" long x 1.25" tall
Weight: 3.146




Background



Introduction to Modern Investment Theory



Securities and Markets



Some Statistical Concepts



Combining Individual Securities into Portfolios



Portfolio Management



Finding the Efficient Set



Factor Models



Asset Allocation



Asset Pricing Theories And Performance Measurement



The Capital Asset Pricing Model



Empirical Tests of the Asset Pricing Model



The Arbitrage Pricing Theory



Measuring Portfolio Performance with Asset Pricing Models



Measuring Performance without Asset Pricing Models



Interest Rates And Bond Management



The Level of Interest Rates



The Term Structure of Interest Rates



Bond Portfolio Management



Interest Immunization



Derivative Securities



European Option Pricing



American Option Pricing



Additional Issues in Option Pricing



Financial Forward and Futures Contracts



Taxes, Stock Valuation, And Market Efficiency



The Effect of Taxes on Investment Strategy and Securities Prices



Stock Valuation



Issues in Estimating Future Earnings and Dividends



Market Efficiency: The Concept



Market Efficiency: The Evidence