Normal view MARC view ISBD view

Elton Edwin J

Modern portfolio theory and investment analysis - Singapore John Wiley & Sons 2001 - 715p xi

Contents
INTRODUCTION: Financial Securities;
Financial Markets;
PORTFOLIO ANALYSIS: Section 1: Mean Variance Portfolio Theory: The Characteristics of the Opportunity Set Under Risk;
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;
The Arbitrage Pricing Model of APT;
SECURITY ANALYSIS AND PORTFOLIO THEORY: Efficient Markets;
The Valuation Process;
EVALUATING THE INVESTMENT PROCESS: Evaluation of Portfolio Performance;
Evaluation of Security Analysis;
Portfolio Management Revisited.

ISBN: 9780471007432

Subjects--Topical Terms:
1. Portfolio Management2. Investment Analysis

Dewey Class. No.: 332.600000 / ELT