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- Product code: 15945
- ISBN: 0471428566,
ISBN13: 9780471428565,
720 pages, hardback
Published by John Wiley & Sons, 6th edition, 2003
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Description of Modern Portfolio Theory and Investment Analysis (Wiley International Edition) 6th Edition |
Stressing the economic intuition behind the subject matter, this classic book presents advanced concepts of investment analysis and portfolio management. Topics include financial securities and financial markets; sections on the uses of Arbitrage Pricing Theory, the performance of international funds, bond management and multi-index models in portfolio evaluation.
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Contents of Modern Portfolio Theory and Investment Analysis (Wiley International Edition) 6th Edition |
PART 1: INTRODUCTION
Introduction
Financial Securities
Financial Markets
PART 2: PORTFOLIO ANALYSIS
Section 1: Mean Variance Portfolio Theory
The Characteristics of the Opportunity Set Under Risk.
Delineating Efficient Portfolios
Techniques for Calculating the Efficient Frontier
Section 2: 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 Techniques
Simple Techniques for Determining the Efficient Frontier
Section 3: Selecting the Optimum Portfolio
Utility Analysis
Other Portfolio Selection Models
Section 4: Widening the Selection Universe
International Diversification
PART 3: 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
PART 4: 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
PART 5: EVALUATING THE INVESTMENT PROCESS
Evaluation of Portfolio Performance
Evaluation of Security Analysis
Portfolio Management Revisited
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