Modern Portfolio Theory and Investment Analysis

Name: Modern Portfolio Theory and Investment Analysis
Price: 5.7 USD
Availability: InStock
ISBN: 9780470050828

ISBN-10: 0470050829

ISBN-13: 9780470050828

Edition: 7th 2007 (Revised)

Authors: Edwin J. Elton, Stephen J. Brown, William N. Goetzmann, Martin J. Gruber

List price: $228.95

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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.

Book details

List price: $228.95
Edition: 7th
Copyright year: 2007
Publisher: John Wiley & Sons, Incorporated
Publication date: 12/6/2006
Binding: Hardcover
Pages: 752
Size: 6.75" wide x 10.50" long x 1.25" tall
Weight: 2.530
Language: English



Introduction


Introduction


Financial Securities


Financial Markets


Portfolio Analysis


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


Utility Analysis


Other Portfolio Selection Models


Widening the Selection Universe


International Diversification


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


Efficient Markets


The Valuation Process


Earnings Estimation


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


Index