Modern Portfolio Theory and Investment Analysis / Edition 7

Hardcover (Print)
Used and New from Other Sellers
Used and New from Other Sellers
from $37.79
Usually ships in 1-2 business days
(Save 84%)
Other sellers (Hardcover)
  • All (11) from $37.79   
  • New (6) from $111.03   
  • Used (5) from $37.34   
Close
Sort by
Page 1 of 1
Showing All
Note: Marketplace items are not eligible for any BN.com coupons and promotions
$111.03
Seller since 2008

Feedback rating:

(213)

Condition:

New — never opened or used in original packaging.

Like New — packaging may have been opened. A "Like New" item is suitable to give as a gift.

Very Good — may have minor signs of wear on packaging but item works perfectly and has no damage.

Good — item is in good condition but packaging may have signs of shelf wear/aging or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Acceptable — item is in working order but may show signs of wear such as scratches or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Used — An item that has been opened and may show signs of wear. All specific defects should be noted in the Comments section associated with each item.

Refurbished — A used item that has been renewed or updated and verified to be in proper working condition. Not necessarily completed by the original manufacturer.

New

Ships from: Chicago, IL

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
$197.73
Seller since 2009

Feedback rating:

(11188)

Condition: New
New Book. Shipped from US within 4 to 14 business days. Established seller since 2000

Ships from: Secaucus, NJ

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
$199.38
Seller since 2015

Feedback rating:

(362)

Condition: New
Brand New Item.

Ships from: Chatham, NJ

Usually ships in 1-2 business days

  • Canadian
  • International
  • Standard, 48 States
  • Standard (AK, HI)
  • Express, 48 States
  • Express (AK, HI)
$199.58
Seller since 2011

Feedback rating:

(70)

Condition: New
Ships next business day! Brand New!

Ships from: Vancouver, WA

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
  • Express, 48 States
  • Express (AK, HI)
$228.87
Seller since 2011

Feedback rating:

(569)

Condition: New
"BRAND NEW. 30 Day Satisfaction Guarantee. Quick International Airmail!"

Ships from: Indian Trail, NC

Usually ships in 1-2 business days

  • International
  • Standard, 48 States
  • Standard (AK, HI)
$272.12
Seller since 2006

Feedback rating:

(321)

Condition: New
ABSOLUTELY BRAND NEW! Ships out within 24 hours! Multiple quantities available! International and expedited shipping available.

Ships from: Camden, NY

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
Page 1 of 1
Showing All
Close
Sort by

Overview

An update of a classic book in the field, Modern Portfolio Theory 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. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.

Read More Show Less

Product Details

  • ISBN-13: 9780470050828
  • Publisher: Wiley
  • 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 more than 100 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. He is Associate Editor of Journal of Banking and Finance and Journal of Accounting Auditing and Finance. 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, and a recipient of distinguished research award by the Eastern Finance 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 Analysts. He was formerly Finance Department Editor for Management Science. Professor Gruber has consulted in the areas of Investment Analysis and Portfolio Management with many major financial institutions. He is currently a director of DWS Mutual Funds, and a Director of the Diawa closed-end funds. He is formerly a director of TIAA, a director and chairman of CREF, and a director of the S. G. 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 on the Board of Directors of the American Finance Association, was   founding editor of The Review of Financial Studies and is currently a member of the Board of the Society of Quantitative Analysis. He 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. In 1996 he served on the nominating committee for the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. He has served as an expert witness for the U.S. Department of Justice.

WILLIAM N. GOETZMANN is Edwin J. Beinecke Professor of Finance and Management Studies at the Yale School of Management and Director, International Center for Finance at the Yale School of Management 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 managers, 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.

Read More Show Less

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 New 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 Pricing.

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. Evaluation of Portfolio Performance.

Chapter 26. Evaluation of Security Analysis.

Chapter 27. Portfolio Management Revisited.

Index.

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)