Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
Wiley, c1995
5th ed
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. A new interactive portfolio analysis software program allows the reader to perform almost all the text analyses in a Windows-based environment. There are two new chapters on financial securities and financial markets, together with new sections on the use of arbitrary pricing theory, the performance of international funds, bond management and multi-index models in portfolio evaluation.
目次
- INTRODUCTION: Financial Securities
- Financial Markets
- PORTFOLIO ANALYSIS: Section 1: Mean Variance Portfolio Theory: The Characteristics of the Opportunity Set Under Risk
- 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
- The Arbitrage Pricing Model of APT
- SECURITY ANALYSIS AND PORTFOLIO THEORY: Efficient Markets
- The Valuation Process
- EVALUATING THE INVESTMENT PROCESS: Evaluation of Portfolio Performance
- Evaluation of Security Analysis
- Portfolio Management Revisited.
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