Modern Portfolio Theory and Investment Analysis

ISBN-13: 9781119427292 / Angielski / Miękka / 2017 / 752 str.

William N. (Yale University) Goetzmann

Spis treści

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