000 03097cam a2200373 a 4500
999 _c214938
_d173500
001 734984
003 CO-BoCAI
005 20180523161817.0
008 170512s2003 nyuad fr d01 0 eng d
020 _a0471238546
040 _aCO-BoCAIE
_cCO-BoCAIE
_erda
041 0 _aeng
082 0 4 _a332.6
_bM63
_221
084 _2JEL
_aR42
245 0 0 _aModern portfolio theory and investment analysis /
_cEdwin J.Elton, Martin J. Gruber, Stephen J. Brown [y otro]
250 _aSixth edition
260 _aNew York :
_bJohn Wiley & Sons,
_c2003.
300 _axiv, 705 páginas :
_btablas, gráficas ;
_c26 cm.
336 _2rdacontenido
_aTexto
_btxt
337 _2rdamedio
_aSin mediación
_bn
338 _2rdasoporte
_aVolumen
_bnc
504 _aIncluye bibliografías e índice.
505 _aPart 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."
650 4 _aPortafolio de inversiones
_938658
650 4 _aAnálisis de inversiones
_937963
650 4 _aAdministración de portafolios de inversión
_939562
690 0 _aR42 - Análisis de las inversiones públicas y privadas; Mantenimiento de carreteras; Planificación del transporte
_938127
700 1 _aElton, Edwin J.
_96021
700 1 _aGruber, Martin J.,
_944174
_d1937-
700 1 _aBrown, Stephen J.
_93054
700 1 _aGoetzmann, William N.
_97653
942 _2ddc
_cLIBRO