Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
J. Wiley & Sons, c2010
8th ed
- : cloth
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Part 1 INTRODUCTION Chapter I INTRODUCTION Chapter 2 FINANCIAL SECURITIES Chapter 3 FINANCIAL MARKETS Part 2 PORTFOLIO ANALYSIS Section 1 MEAN VARIANCE PORTFOLIO THEORY Chapter 4 THE CHARACTERISTICS OF THE OPPORTUNITY SET UNDER RISK Chapter 5 DELINEATING EFFICIENT PORTFOLIOS Chapter 6 TECHNIOUES FOR CALCULATING THE Section 2 SIMPLIFYING ME PORTFOLIO SELECTION PROCESS Chapter 7 THE CORRELATION STRUCTURE OF SECURITY RETURNS: Chapter 8 THE CORRELATION STRUCTURE OF SECURITY RETURNS: Chapter 9 SIMPLE TECt INIOUCS FOR DETERMINING THE EFFICIENT FRONTIER Section 3 SELECTING THE OPTIMUM PORTFOLIO Chapter 10 ESTIMATING EXPECTED RETURNS Chapter 11 HOW TO SELECT AMONG THE PORTFOUOS Section 4 WIDENING THE SELECTION UNIVERSE Chapter 12 INTERNASIONAL DIVERSIFICATION Part 3 MODELS OF EQUILIBRIUM IN THE CAPITAL Chapter 13 THE STANDARD CAPITALASSFT PRiClNG MODEL Chapter 14 NONSTANDARD FORMS OF CAPITAL ASSET PRICING MODELS Chapter 15 EMPIRICAL TESTS OF EQUILIBRIUM MODELS Chapter 16 THE ARBITRAGE PRICING MODEL APT A WAPPROACH Part 4 SECURITY ANALYSIS AND PORTFOLIO THEORY Chapter 17 EFFICIENT MARKETS Chapter 18 THE VALUATION PROCESS Chapter 19 EARNINGS ESTlMAnON Chapter 20 BEHAVIORAL FINANCE. INVESTOR DECISION Chapter 21 INTEREST RATE THEORYAND THE PRICING OF BONDS Chapter 22 THE MANAGEMENT OF BOND PORTFOLIOS Chapter 23 OPTION PRICING THEORY Chapter 24 THE VALUATION AND USES OF FINANCLAL FUTURES Part 5 EVALUATING THE INVESTMENT PROCESS Chapter 25 EVALUATION OF PORTFOLIO PERFORMANCE Chapter 26 EVALUATION OF SECURTY ANALYSIS Chapter 27 PORTFOLIO MANAGEMENT REVISITED
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