Elton, Edwin J.

Modern Portfolio Theory and Investment Analysis by Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann - 8th ed - New Delhi Wiley India Pvt. Ltd. 2010 - 727p

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.


Portfolio management - Investment analysis

332.6 / ELT

Copyrights © Nirma University 2018. All Right Reserved