Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
Wiley, c2003
6th ed
- : cloth
- : hard
大学図書館所蔵 全22件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Previous ed.: 1995
Includes bibliographical references and index
内容説明・目次
内容説明
This book covers the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. Stressing the economic intuition behind the subject matter, this classic text presents advanced concepts of investment analysis and portfolio management. It can be used for courses in both portfolio theory and in investment analysis that have an emphasis on portfolio theory. It can also be used in a course in investments where both portfolio analysis and security analysis are discussed. The authors' goal has been to make all the material in this text accessible to students of portfolio analysis and investment management, both at the undergraduate and graduate levels while maintaining the rigor through the use of appendices which can be used in conjunction with the text.
目次
PART 1: INTRODUCTION.Introduction.Financial Securities.Financial Markets.PART 2: PORTFOLIO ANALYSIS.Section 1: Mean Variance Portfolio Theory.The Characteristics of the Opportunity Set Under Risk.Delineating Efficient Portfolios.Techniques for Calculating the Efficient Frontier.Section 2: 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.Section 3: Selecting the Optimum Portfolio.Utility Analysis.Other Portfolio Selection Models.Section 4: Widening the Selection Universe.International Diversification.PART 3: 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.PART 4: 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.PART 5: EVALUATING THE INVESTMENT PROCESS.Evaluation of Portfolio Performance.Evaluation of Security Analysis.Portfolio Management Revisited.Index.
「Nielsen BookData」 より