Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
Wiley, c2007
7th 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 1. 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. Techniques for Calculating the Efficient Frontier. Section 2. Simplifying the Portfolio Selection Process. Chapter 7. The Correlation Structure of Security Returns: The Single-Index Model. Chapter 8. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques. Chapter 9. Simple Techniques for Determining the Efficient Frontier. Section 3. Selecting the Optimum Portfolio. Chapter 10. Estimating Expected Returns. Chapter 11. How to Select Among the Portfolios in the Opportunity Set. Section 4. Widening the Selection Universe. Chapter 12. International Diversification. PART 3: MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS. Chapter 13. The Standard Capital Asset Pricing 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 New Approach to Explaining Asset Prices. PART 4: SECURITY ANALYSIS AND PORTFOLIO THEORY. Chapter 17. Efficient Markets. Chapter 18. The Valuation Process. Chapter 19. Earnings Estimation. Chapter 20. Behavioral Finance, Investor Decision Making, and Asset Pricing. Chapter 21. Interest Rate Theory and the Pricing of Bonds. Chapter 22. The Management of Bond Portfolios. Chapter 23. Option Pricing Theory. Chapter 24. The Valuation and Uses of Financial Futures. PART 5: EVALUATING THE INVESTMENT PROCESS. Chapter 25. Evaluation of Portfolio Performance. Chapter 26. Evaluation of Security Analysis. Chapter 27. Portfolio Management Revisited. Index.
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