Modern portfolio theory and investment analysis.

Contributor(s):

Elton, Edwin J

Material type: Text

TextPublication details: Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2010.Edition: 8th ed., International student ed. / Edwin J. Elton ... [et al.]Description: xviii, 727 p. : ill. ; 260cmISBN:

0470505842 (pbk.)
9780470505847 (pbk.)

Subject(s):

DDC classification:

332.6 ELT

Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Standard Loan	Moylish Library Main Collection	332.6 ELT (Browse shelf(Opens below))	1	Available		39002100394353

Enhanced descriptions from Syndetics:

Examining the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios, this text stresses the economic intuition behind the subject matter while presenting advanced concepts on investment analysis and portfolio management.

Previous ed.: Hoboken, N.J.: Wiley, 2007.

Includes bibliographical references and index.

Table of contents provided by Syndetics

Chapter 1 Introduction
Chapter 2 Financial Markets
Chapter 3 Financial Securities
Chapter 4 The Characteristics of the Opportunity Set Under Risk
Chapter 5 Delineating Efficient Portfolios
Chapter 6 Techniques for Calculating the Efficient Frontier
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
Chapter 10 International Diversification
Chapter 11 Estimating Expected Returns
Chapter 12 How to Select Among the Portfolios in the Opportunity Set
Chapter 13 The Standard Capital Asset Pricing Model
Chapter 14 Alternative Forms of Capital Asset Pricing Models
Chapter 15 Empirical Tests of the CAPM Forms
Chapter 16 The Arbitrage Pricing Model and Its Empirical Relevance
Chapter 17 Efficient Markets
Chapter 18 Behavioral Finance, Investor Decision Making, and Asset Pricing
Chapter 19 Valuation Models
Chapter 20 Earnings Estimation
Chapter 21 Interest Rate Theory and the Pricing of Bonds
Chapter 22 The Management of Bond Portfolios
Chapter 23 Valuation and Uses of Options
Chapter 24 The Valuation and Uses of Financial Futures
Chapter 25 Evaluation of Portfolio Performance
Chapter 26 Evaluation of Security Analysis
Chapter 27 Portfolio Management Revisited