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Book Cover
Book
Author Elton, Edwin J.

Title Modern portfolio theory and investment analysis / Edwin J. Elton, Martin J. Gruber
Edition Fifth edition
Published New York : Wiley, [1995]
©1995

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Location Call no. Vol. Availability
 MELB  332.6 Elt/Mpt 1995  AVAILABLE
Description xix, 715 pages : illustrations ; 26 cm
Contents Pt. 1. Introduction. Ch. 2. Financial Securities. Ch. 3. Financial Markets -- Pt. 2. Portfolio Analysis. Sect. 1. Mean Variance Portfolio Theory. Ch. 4. The Characteristics of the Opportunity Set Under Risk. Ch. 5. Delineating Efficient Portfolios. Ch. 6. Techniques for Calculating the Efficient Frontier. Sect. 2. Simplifying the Portfolio Selection Process. Ch. 7. The Correlation Structure of Security Returns: The Single-Index Model. Ch. 8. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques. Ch. 9. Simple Techniques for Determining the Efficient Frontier. Sect. 3. Selecting the Optimum Portfolio. Ch. 10. Utility Analysis. Ch. 11. Other Portfolio Selection Models. Sect. 4. Widening the Selection Universe. Ch. 12. International Diversification -- Pt. 3. Models of Equilibrium in the Capital Markets. Ch. 13. The Standard Capital Asset Pricing Model. Ch. 14. Nonstandard Forms of Capital Asset Pricing Models
Ch. 15. Empirical Tests of Equilibrium Models. Ch. 16. The Arbitrage Pricing Model Apt - A New Approach to Explaining Asset Prices -- Pt. 4. Security Analysis and Portfolio Theory. Ch. 17. Efficient Markets. Ch. 18. The Valuation Process. Ch. 19. Earnings Estimation. Ch. 20. Interest Rate Theory and the Pricing of Bonds. Ch. 21. The Management of Bond Portfolios. Ch. 22. Option Pricing Theory. Ch. 23. The Valuation and Uses of Financial Futures -- Pt. 5. Evaluating the Investment Process. Ch. 24. Evaluation of Portfolio Performance. Ch. 25. Evaluation of Security Analysis. Ch. 26. Portfolio Management Revisited
Analysis Investment
Notes Previous ed.: 1991
Bibliography Includes bibliographical references and index
SUBJECT PORTFOLIO (Computer program)
Subject Investment analysis.
Portfolio management.
Author Gruber, Martin Jay, 1937-
LC no. 94042489
ISBN 0471007439 (acid-free paper)
Other Titles Investment portfolio