Modern portfolio theory and investment analysis /  
Edwin J.Elton, Martin J. Gruber, Stephen J. Brown [y otro] 
 - Sixth edition 
 - New York :   John Wiley & Sons,   2003. 
 - xiv, 705 páginas :   tablas, gráficas ;  26 cm. 
<br/><br/>Incluye bibliografías e índice. 
<br/><br/>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." 
<br/><br/><label>ISBN: </label>0471238546 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portafolio de inversiones<br/>Análisis de inversiones<br/>Administración de portafolios de inversión
<br/><br/><label>Dewey Class. No.: </label>332.6   / M63