Modern Portfolio Theory and Investment Analysis

By:

Elton, Edwin J

Contributor(s):

Material type: Text

TextPublication details: Wiley India Pvt. Ltd. 2010 New DelhiEdition: 8th edDescription: 727pISBN:

9788126528141

Subject(s):

Portfolio management - Investment analysis

DDC classification:

332.6 ELT

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6 ELT (Browse shelf(Opens below))	Available		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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