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Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis Table of ContentsPART 1 INTRODUCTIONChapter 1: IntroductionChapter 2: Financial SecuritiesChapter 3: Financial MarketsPART 2 PORTFOLIO ANALYSISSection 1 MEAN VARIANCE PORTFOLIO THEORYChapter 4: The Characteristics of the Opportunity Set Under RiskChapter 5: Delineating Efficient PortfoliosChapter 6: Techniques for Calculating the Efficient FrontierSection 2 SIMPLIFYING THE PORTFOLIO SELECTION PROCESSChapter 7: The Correlation Structure of Security Returns: The Single-Index ModelChapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping TechniquesChapter 9: Simple Techniques for Determining the Efficient FrontierSection 3 SELECTING THE OPTIMUM PORTFOLIOChapter 10: Estimating Expected ReturnsChapter 11: How to Select Among the Portfolios in the Opportunity SetSection 4 WIDENING THE SELECTION UNIVERSEChapter 12: International DiversificationPART 3 MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETSChapter 13: The Standard Capital Asset Pricing ModelChapter 14: Nonstandard Forms of Capital Asset Pricing ModelsChapter 15: Empirical Tests of Equilibrium ModelsChapter 16: The Arbitrage Pricing Model APT - A Multifactor Approach to Explaining Asset PricesPART 4 SECURITY ANALYSIS AND PORTFOLIO THEORYChapter 17: Efficient MarketsChapter 18: The Valuation ProcessChapter 19: Earnings EstimationChapter 20: Behavioral Finance, Investor Decision Making, and Asset PricesChapter 21: Interest Rate Theory and the Pricing of BondsChapter 22: The Management of Bond PortfoliosChapter 23: Option Pricing TheoryChapter 24: The Valuation and Uses of Financial FuturesPART 5 EVALUATING THE INVESTMENT PROCESSChapter 25: Mutual FundsChapter 26: Evaluation of Portfolio PerformanceChapter 27: Evaluation of Security AnalysisChapter 28: Portfolio Management RevisitedIndex...
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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