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| LEADER |
01856nam a2200205 a 4500 |
| 001 |
545639 |
| 005 |
20171111230010.0 |
| 008 |
070605s2007 njua b 001 0 eng |
| 020 |
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|a 9780470050828
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| 040 |
|
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|a DLC
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| 050 |
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|a HG4529.5
|b .E47 2007
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| 245 |
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|a Modern portfolio theory and investment analysis /
|c Edwin J. Elton ... [et al.].
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| 250 |
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|a 7th ed.
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| 260 |
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|a Hoboken, NJ :
|b J. Wiley & Sons,
|c c2007.
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| 300 |
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|a xviii, 728 p. :
|b ill. ;
|c 26 cm.
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
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|a Introduction -- Financial securities -- Financial markets -- The characteristics of the opportunity set under risk -- Delineating efficient portfolios -- Techniques for calculating the efficient frontier -- The correlation structure of security returns : the single-index model -- The correlation structure of security returns : multi-index models and grouping techniques -- Simple techniques for determining the efficient frontier -- Estimating expected returns -- How to select among the portfolios in the opportunity set -- International diversification -- The standard capital asset pricing model -- Nonstandard forms of capital asset pricing models -- Empirical tests of equilibrium models -- The arbitrage pricing model APT - a new approach to explaining asset prices -- Efficient markets -- The valuation process -- Earnings estimation -- Behavioral finance, investor decision making, and asset pricing -- Interest rate theory and the pricing of bonds -- The management of bond portfolios -- Option pricing theory -- The valuation and uses of financial futures -- Evaluation of portfolio performance -- Evaluation of security analysis -- Portfolio management revisited.
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| 650 |
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|a Portfolio management
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| 700 |
1 |
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|a Elton, Edwin J.
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| 952 |
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|a GrThPMO
|b 59b00dad6c5ad17d7e5ab787
|c 952a
|d 9528
|e HG4529.5.E47 2007
|t 7
|x m
|z Books
|
