Modern portfolio theory and investment analysis
著者
書誌事項
Modern portfolio theory and investment analysis
Wiley Custom, c2017
9th ed
大学図書館所蔵 全6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.: c2014
Includes bibliographical references and index
内容説明・目次
内容説明
Modern Portfolio Theory and Investment Analysis, 9e 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.
The authors present material that captures the state of modern portfolio analysis, general equilibrium theory, and investment analysis in an accessible and intuitive manner.
目次
Table of Contents
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 Multifactor 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 Prices
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: Mutual Funds
Chapter 26: Evaluation of Portfolio Performance
Chapter 27: Evaluation of Security Analysis
Chapter 28: Portfolio Management Revisited
Index
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