Buch, Englisch, 752 Seiten, Format (B × H): 177 mm x 256 mm, Gewicht: 1191 g
Buch, Englisch, 752 Seiten, Format (B × H): 177 mm x 256 mm, Gewicht: 1191 g
ISBN: 978-1-119-42729-2
Verlag: John Wiley & Sons Inc
The authors present material that captures the state of modern portfolio analysis, general equilibrium theory, and investment analysis in an accessible and intuitive manner.
Autoren/Hrsg.
Weitere Infos & Material
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