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Modern Portfolio Theory and Investment Analysis by Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann

By: Elton, Edwin J.
Contributor(s): Gruber, Martin J | Brown, Stephen J | Goetzmann, William N.
Material type: materialTypeLabelBookPublisher: New Delhi Wiley India Pvt. Ltd. 2010Edition: 8th ed.Description: 727p.ISBN: 9788126528141.Subject(s): Portfolio management - Investment analysisDDC classification: 332.6
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Book Institute of Commerce
General 332.6 ELT (Browse shelf) In transit from Institute of Management to Institute of Commerce since 20/07/2019 C0000224
Total holds: 0

1. Introduction.
2. Financial Markets.
3. Financial Securities.
4. The Characteristics of the Opportunity Set Under Risk.
5. Delineating Efficient Portfolios.
6. Techniques for Calculating the Efficient Frontier.
7. The Correlation Structure of Security Returns: The Single-Index Model.
8. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques.
9. Simple Techniques for Determining the Efficient Frontier.
10. International Diversification.
11. Estimating Expected Returns.
12. How to Select Among the Portfolios in the Opportunity Set.
13. The Standard Capital Asset Pricing Model.
14. Alternative Forms of Capital Asset Pricing Models.
15. Empirical Tests of the CAPM Forms.
16. The Arbitrage Pricing Model and Its Empirical Relevance.
17. Efficient Markets.
18. Behavioral Finance, Investor Decision Making, and Asset Pricing.
19. Valuation Models.
20. Earnings Estimation.
21. Interest Rate Theory and the Pricing of Bonds.
22. The Management of Bond Portfolios.
23. Valuation and Uses of Options.
24. The Valuation and Uses of Financial Futures.
25. Evaluation of Portfolio Performance.
26. Evaluation of Security Analysis.
27. Portfolio Management Revisited.

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