Modern investment theory
Author(s)
Bibliographic Information
Modern investment theory
(Prentice Hall finance series, . Investments)(Prentice Hall International editions)
Prentice Hall International, c2001
5th ed., international ed
Available at 13 libraries
  Aomori
  Iwate
  Miyagi
  Akita
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  Fukushima
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  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references and index
Description and Table of Contents
Description
Intended for the introductory graduate or intermediate undergraduate courses in Investments and Finance Theory.
This text offers accurate and intuitive coverage of investments, with an emphasis on portfolio theory. It includes extensive discussion of capital asset pricing, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. Stock valuation, estimating future earnings and dividends, and fixed income markets are examined. Calculus is useful, but not required, since it is used only in the appendixes to the main discussions in the chapters.
Table of Contents
I. BACKGROUND.
1. Introduction to Modern Investment Theory.
2. Securities and Markets.
3. Some Statistical Concepts.
4. Combining Individual Securities into Portfolios.
II. PORTFOLIO MANAGEMENT.
5. Finding the Efficient Set.
6. Factor Models.
7. Asset Allocation.
III. ASSET PRICING THEORIES AND PERFORMANCE MEASUREMENT.
8. The Capital Asset Pricing Model.
9. Empirical Tests of the Asset Pricing Model.
10. The Arbitrage Pricing Theory.
11. Measuring Portfolio Performance with Asset Pricing Models.
12. Measuring Performance without Asset Pricing Models.
IV. INTEREST RATES AND BOND MANAGEMENT.
13. The Level of Interest Rates.
14. The Term Structure of Interest Rates.
15. Bond Portfolio Management.
16. Interest Immunization.
V. DERIVATIVE SECURITIES.
17. European Option Pricing.
18. American Option Pricing.
19. Additional Issues in Option Pricing.
20. Financial Forward and Futures Contracts.
VI. TAXES, STOCK VALUATION, AND MARKET EFFICIENCY.
21. The Effect of Taxes on Investment Strategy and Securities Prices.
22. Stock Valuation.
23. Issues in Estimating Future Earnings and Dividends.
24. Market Efficiency: The Concept.
25. Market Efficiency: The Evidence.
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