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Modern portfolio theory and investment analysis / Edwin J.Elton, Martin J. Gruber, Stephen J. Brown [y otro]

Contributor(s): Material type: TextTextLanguage: English Publication details: New York : John Wiley & Sons, 2003.Edition: Sixth editionDescription: xiv, 705 páginas : tablas, gráficas ; 26 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0471238546
Subject(s): DDC classification:
  • 332.6  M63 21
Other classification:
  • R42
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. Utility analysis ; Chapter 11. Other portfolio selection models -- 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. Interest rate theory and the pricing of bonds ; Chapter 21. The management of bond portfolios ; Chapter 22. Option pricing theory ; Chapter 23. The valuation and uses of financial futures -- Part 5. Evaluating the investment process: Chapter 24. Evaluation of portfolio performance ; Chapter 25. Evaluation of security analysis ; Chapter 26. Portfolio management revisited."
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 332.6 M63 (Browse shelf(Opens below)) Available Mantener en colección. 29004016841412
Total holds: 0

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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. Utility analysis ; Chapter 11. Other portfolio selection models -- 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. Interest rate theory and the pricing of bonds ; Chapter 21. The management of bond portfolios ; Chapter 22. Option pricing theory ; Chapter 23. The valuation and uses of financial futures -- Part 5. Evaluating the investment process: Chapter 24. Evaluation of portfolio performance ; Chapter 25. Evaluation of security analysis ; Chapter 26. Portfolio management revisited."

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