Modern portfolio theory and investment analysis

Author(s)

• Elton, Edwin J.
• Gruber, Martin Jay

Bibliographic Information

Modern portfolio theory and investment analysis

Edwin J. Elton, Martin J. Gruber

（Wiley series in finance）

Wiley, c1991

4th ed

• : pbk.

Note

Includes bibliographical references and index

Description and Table of Contents

Volume

ISBN 9780471532484

Description

This best selling text is rigorous yet not overly abstract. The authors (both are editors for the Journal of Finance) have thoroughly updated all material to reflect recent research and have included many additional examples. The book contains a new chapter on portfolio management which not only examines all the different types of investment strategies used, but also the underlying philosophies behind those strategies. All chapters feature an array of new and simplified examples. The previous edition of this book was published in 1987.

Table of Contents

• Portfolio Analysis
• Mean Variance Portfolio Theory
• Simplifying the Portfolio Selection Process
• Selecting the Optimum Portfolio
• Widening the Selection Universe
• Models of Equilibrium in the Capital Markets
• Security Analysis and Portfolio Theory
• Evaluating the Investment Process.

Volume

: pbk. ISBN 9780471541943

Description

Presents the fundamentals and design of microcoded systems, beginning with simple state machines and using a progression of four circuits. Chapters discuss data manipulation, how to access external memory and the use of VLSI devices to build high-performance processors.

Table of Contents

• Partial table of contents:
• PORTFOLIO ANALYSIS
• The Characteristics of the Opportunity Set Under Risk
• Techniques for Calculating the Efficient Frontier
• The Correlation Structure of Security Returns: Multi-Index Models and Grouping Technique
• Utility Analysis
• International Diversification
• MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS
• The Standard Capital Asset Pricing Model
• Empirical Tests of Equilibrium Models
• SECURITY ANALYSIS AND PORTFOLIO THEORY
• Efficient Markets
• Earnings Estimation
• The Management of Bond Portfolios
• The Valuation and Uses of Financial Futures
• EVALUATING THE INVESTMENT PROCESS
• Evaluation of Portfolio Performance
• Portfolio Management Revisited
• Index.

by "Nielsen BookData"

Details

• NCID: BA12265017
• ISBN:
  • 0471532487
  • 047154194X
• LCCN: 90025120
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvi, 736 p.
• Size: 23 cm
• Classification:
  • LCC : HG4529.5
  • DC20 : 332.6
• Subject Headings:
  • LCSH : Portfolio management
  • LCSH : Investment analysis
• Parent Bibliography ID:
  • BA03613101