Modern Portfolio Theory and Investment Analysis
Edition: 7th 2007 (Revised)
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Description: An update of a classic book in the field, Modern Portfolio Theory 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. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.
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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $228.95
Copyright year: 2007
Publisher: John Wiley & Sons, Incorporated
Publication date: 12/6/2006
Size: 6.75" wide x 10.50" long x 1.25" tall
|Mean Variance Portfolio Theory|
|The Characteristics of the Opportunity Set Under Risk|
|Delineating Efficient Portfolios|
|Techniques for Calculating the Efficient Frontier|
|Simplifying the Portfolio Selection Process|
|The Correlation Structure of Security Returns: The Single-Index Model|
|The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques|
|Simple Techniques for Determining the Efficient Frontier|
|Selecting the Optimum Portfolio|
|Other Portfolio Selection Models|
|Widening the Selection Universe|
|Models of Equilibrium in the Capital Markets|
|The Standard Capital Asset Pricing Model|
|Nonstandard Forms of Capital Asset Pricing Models|
|Empirical Tests of Equilibrium Models|
|The Arbitrage Pricing Model Apt_A New Approach to Explaining Asset Prices|
|Security Analysis and Portfolio Theory|
|The Valuation Process|
|Interest Rate Theory and the Pricing of Bonds|
|The Management of Bond Portfolios|
|Option Pricing Theory|
|The Valuation and Uses of Financial Futures|
|Evaluating the Investment Process|
|Evaluation of Portfolio Performance|
|Evaluation of Security Analysis|
|Portfolio Management Revisited|