Modern Portfolio Theory and Investment Analysis / Edition 7

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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.
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Product Details

  • ISBN-13: 9780470050828
  • Publisher: Wiley, John & Sons, Incorporated
  • Publication date: 12/6/2006
  • Edition description: Revised Edition
  • Edition number: 7
  • Pages: 752
  • Product dimensions: 7.30 (w) x 10.08 (h) x 1.18 (d)

Meet the Author

Edwin J. Elton is Nomura Professor of Finance at the Stern School of Business of New York University. He has authored or coauthored eight books and ore than 110 articles. These articles have appeared in journals such as The Journal of Finance, The Review of Financial Studies, review of Economics and Statistics, Management Science, Journal of Financial Economics, Journal of business, Oxford Economic Papers, and Journal of Financial and Quantitative Analysis. He has been coeditor of the Journal of Finance. Professor Elton has been a member of the board of directors of the American Finance Association and an Associate Editor of Management Science. Professor Elton has served as a consultant for many major financial institutions. A compendium of articles by Professor Elton and Professor Gruber has recently been published in two volumes by MIT press. Professor Elton is a past president of the American Finance Association, a fellow of that association, a recipient of distinguished research award by the Eastern Finance Association and a recipient of the James Vertin award from the Financial Analyst Association.

Martin J. Gruber is Nomura Professor of Finance and past chairman of the Finance Department at the Stern School of Business of New York University. He is a fellow of the American Finance Association. He has published nine books and more than 100 journal articles in journals such as The Journal of Finance, The Review of Financial Studies, Review of Economics and Statistics, Journal of Financial Economics, Journal of Business, Management Science, Journal of Financial and Quantitative Analysis, Operations Research, Oxford Economic Papers, and The Journal of Portfolio Management. He has been coeditor of the Journal of Finance. He has been president of the American Finance Association, a director of the European Finance Association, a director of the American Finance Association, and a director of both the Computer Applications Committee and the Investment Technology Symposium of the New York Society of Security Analyst. He was formerly Finance Department editor for Management Science. Professor Gruber has consulted in the areas of investment analysis ad portfolio management with many major financial institutions. He is currently a director of the Daiwa closed- end funds. He is formerly a Director of TIAA,Director and Chairman of CREF, Director of DWS Mutual Funds, and Director  of the SG Cowen Mutual Funds.

Stephen J. Brown is David S. Loeb Professor of Finance and Coordinator of undergraduate finance at the Leonard N. Stern School of Business, New York University. He has served as president of the Western Finance Association and on the board of directors of the American Finance Association, was a founding editor of The Review of Financial Studies, is a managing editor of the Journal of Financial and Quantitative Analysis, and has served on the editorial boards of The Journal of Finance, Pacific-Basin Finance Journal, and other journals. He has published numerous articles and four books on finance and economics-related areas. He has served as an expert witness for the U.S. Department of Justice and has testified on his research before a Full Committee Hearing of the U.S. Congress House Financial Services Committee in March 2007.

William N. Goetzmann is Edwin J. Beinecke Professor of Finance and Management Studies and director of the International center for Finance at the Yale School of Management. He is currently president of the Western Finance Association and has served on the board of directors of the American Finance Association, His published research topics include global investing, forecasting stock markets, selecting mutual fund manager, housing as investment, and the risk and return of art Professor Goetzmann has a background in arts and media management. As a documentary filmmaker, he has written and coproduced programs for Nova and the American Masters series, including a profile of the artist Thomas Eakins. A former director of Denver's Museum of Western Art, Professor Goetzmann coauthored the award-winning book The West of the Imagination.

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Table of Contents

Pt. 1 Introduction 1
Ch. 2 Financial Securities 11
Ch. 3 Financial Markets 25
Pt. 2 Portfolio Analysis 43
Sect. 1 Mean Variance Portfolio Theory 45
Ch. 4 The Characteristics of the Opportunity Set Under Risk 46
Ch. 5 Delineating Efficient Portfolios 70
Ch. 6 Techniques for Calculating the Efficient Frontier 97
Sect. 2 Simplifying the Portfolio Selection Process 127
Ch. 7 The Correlation Structure of Security Returns: The Single-Index Model 128
Ch. 8 The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques 160
Ch. 9 Simple Techniques for Determining the Efficient Frontier 181
Sect. 3 Selecting the Optimum Portfolio 209
Ch. 10 Utility Analysis 210
Ch. 11 Other Portfolio Selection Models 231
Sect. 4 Widening the Selection Universe 261
Ch. 12 International Diversification 262
Pt. 3 Models of Equilibrium in the Capital Markets 293
Ch. 13 The Standard Capital Asset Pricing Model 294
Ch. 14 Nonstandard Forms of Capital Asset Pricing Models 311
Ch. 15 Empirical Tests of Equilibrium Models 341
Ch. 16 The Arbitrage Pricing Model Apt - A New Approach to Explaining Asset Prices 368
Pt. 4 Security Analysis and Portfolio Theory 405
Ch. 17 Efficient Markets 406
Ch. 18 The Valuation Process 449
Ch. 19 Earnings Estimation 477
Ch. 20 Interest Rate Theory and the Pricing of Bonds 494
Ch. 21 The Management of Bond Portfolios 534
Ch. 22 Option Pricing Theory 570
Ch. 23 The Valuation and Uses of Financial Futures 609
Pt. 5 Evaluating the Investment Process 629
Ch. 24 Evaluation of Portfolio Performance 630
Ch. 25 Evaluation of Security Analysis 672
Ch. 26 Portfolio Management Revisited 687
Index 705
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