Modern Portfolio Theory and Investment Analysis / Edition 7

Modern Portfolio Theory and Investment Analysis / Edition 7

by Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann
     
 

ISBN-10: 0470050829

ISBN-13: 9780470050828

Pub. Date: 12/06/2006

Publisher: Wiley

Stressing the economic intuition behind the subject matter, this classic text presents advanced concepts of investment analysis and portfolio management. New to this edition: two institutional chapters on financial securities and financial markets; sections on the uses of Arbitrage Pricing Theory, the performance of international funds, bond management and multi-index

Overview

Stressing the economic intuition behind the subject matter, this classic text presents advanced concepts of investment analysis and portfolio management. New to this edition: two institutional chapters on 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; many new examples; and a totally updated international diversification chapter.

Product Details

ISBN-13:
9780470050828
Publisher:
Wiley
Publication date:
12/06/2006
Edition description:
Revised Edition
Pages:
752
Product dimensions:
7.30(w) x 10.08(h) x 1.18(d)

Related Subjects

Table of Contents

Partial table of contents:
Financial Securities.
Financial Markets.
PORTFOLIO ANALYSIS.
Delineating Efficient Portfolios.
Techniques for Calculating the Efficient Frontier.
The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques.
Utility Analysis.
Other Portfolio Selection Models.
International Diversification.
MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS.
Nonstandard Forms of Capital Asset Pricing Models.
Empirical Tests of Equilibrium Models.
SECURITY ANALYSIS AND PORTFOLIO THEORY.
Efficient Markets.
The Valuation Process.
Earnings Estimation.
Option Pricing Theory.
EVALUATING THE INVESTMENT PROCESS.
Evaluation of Portfolio Performance.
Evaluation of Security Analysis.
Portfolio Management Revisited.
Index.

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