Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
Wiley, c2011
8th ed
- : international student version
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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
Chapter 1. Introduction. Chapter 2. Financial Markets. Chapter 3. Financial Securities. Chapter 4. The Characteristics of the Opportunity Set Under Risk. Chapter 5. Delineating Efficient Portfolios. Chapter 6. Techniques for Calculating the Efficient Frontier. 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. Chapter 10. International Diversification. Chapter 11. Estimating Expected Returns. Chapter 12. How to Select Among the Portfolios in the Opportunity Set. Chapter 13. The Standard Capital Asset Pricing Model. Chapter 14. Alternative Forms of Capital Asset Pricing Models. Chapter 15. Empirical Tests of the CAPM Forms. Chapter 16. The Arbitrage Pricing Model and Its Empirical Relevance. Chapter 17. Efficient Markets. Chapter 18. Behavioral Finance, Investor Decision Making, and Asset Pricing. Chapter 19. Valuation Models. Chapter 20. Earnings Estimation. Chapter 21. Interest Rate Theory and the Pricing of Bonds. Chapter 22. The Management of Bond Portfolios. Chapter 23. Valuation and Uses of Options. Chapter 24. The Valuation and Uses of Financial Futures. Chapter 25. Evaluation of Portfolio Performance. Chapter 26. Evaluation of Security Analysis. Chapter 27. Portfolio Management Revisited.
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