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1 Local Warehouse Economics- General

Modern Portfolio Theory

by

Modern Portfolio Theory Cover

 

Synopses & Reviews

Publisher Comments:

This new edition of the popular undergraduate text examines the characteristics and analysis of individual securities along with the theory and practice of combining securities into portfolios. Changes in this edition include a new chapter on valuation, financial futures and substantial updating reflecting recent changes in theory. Details the theory of modern portfolio analysis and discusses the differences between portfolios and the individual securities from which they are formed. Describes the equilibrium in capital markets, and reviews the characteristics and evaluation of individual securities, including their market efficiency, the valuation of common stocks, valuation of bonds, nature and valuation of options, and the valuation and uses of futures. Concludes with a discussion of the evaluation of the investment analysis and portfolio management process, stressing techniques for evaluating every stage of the investment process.

Table of Contents

PORTFOLIO ANALYSIS.

MEAN VARIANCE PORTFOLIO THEORY.

The Characteristics of the Opportunity Set Under.

Delineating Efficient Portfolios.

Techniques for Calculating the Efficient Frontier.

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 Technique.

Simple Techniques for Determining the Efficient Frontier.

SELECTING THE OPTIMAL PORTFOLIO.

Utility Analysis.

Other Portfolio Selection Models.

WIDENING THE SELECTION UNIVERSE.

International Diversification.

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.

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.

EVALUATING THE INVESTMENT PROCESS.

Evaluation of Portfolio Performance.

Evaluation of Security Analysis.

A Brief Retrospective.

Bibliography.

Index.

Product Details

ISBN:
9780471851134
Author:
Elton, Edwin J.
Publisher:
Wiley
Author:
Gruber, Martin J.
Location:
New York :
Subject:
Investment analysis
Subject:
Portfolio management
Subject:
Investments & Securities
Subject:
Trading
Copyright:
Edition Number:
3rd ed.
Edition Description:
Includes bibliographies and index.
Series Volume:
bd. XL
Publication Date:
19870116
Binding:
Hardback
Illustrations:
Yes
Pages:
672

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