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
大学図書館所蔵 全4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
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
「Nielsen BookData」 より