Modern portfolio theory and investment analysis

By:

Elton, Edwin J.; Gruber, Martin J

Material type: Text

TextPublication details: New York John Wiley & Sons 1995Edition: 5Description: xix,715 p. 26 cm ; HardISBN:

978-0471007432

Subject(s):

Portfolio management Investment Analysis

DDC classification:

332.6 ELT

Contents:

pt. 1. Introduction. Ch. 2. Financial Securities. Ch. 3. Financial Markets -- pt. 2. Portfolio Analysis. Sect. 1. Mean Variance Portfolio Theory. Ch. 4. The Characteristics of the Opportunity Set Under Risk. Ch. 5. Delineating Efficient Portfolios. Ch. 6. Techniques for Calculating the Efficient Frontier. Sect. 2. Simplifying the Portfolio Selection Process. Ch. 7. The Correlation Structure of Security Returns: The Single-Index Model. Ch. 8. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques. Ch. 9. Simple Techniques for Determining the Efficient Frontier. Sect. 3. Selecting the Optimum Portfolio. Ch. 10. Utility Analysis. Ch. 11. Other Portfolio Selection Models. Sect. 4. Widening the Selection Universe. Ch. 12. International Diversification -- pt. 3. Models of Equilibrium in the Capital Markets. Ch. 13. The Standard Capital Asset Pricing Model. Ch. 14. Nonstandard Forms of Capital Asset Pricing Models

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.6 ELT (Browse shelf(Opens below))	Available		17724

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pt. 1. Introduction. Ch. 2. Financial Securities. Ch. 3. Financial Markets --
pt. 2. Portfolio Analysis. Sect. 1. Mean Variance Portfolio Theory. Ch. 4. The Characteristics of the Opportunity Set Under Risk. Ch. 5. Delineating Efficient Portfolios. Ch. 6. Techniques for Calculating the Efficient Frontier. Sect. 2. Simplifying the Portfolio Selection Process. Ch. 7. The Correlation Structure of Security Returns: The Single-Index Model. Ch. 8. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques. Ch. 9. Simple Techniques for Determining the Efficient Frontier. Sect. 3. Selecting the Optimum Portfolio. Ch. 10. Utility Analysis. Ch. 11. Other Portfolio Selection Models. Sect. 4. Widening the Selection Universe. Ch. 12. International Diversification --
pt. 3. Models of Equilibrium in the Capital Markets. Ch. 13. The Standard Capital Asset Pricing Model. Ch. 14. Nonstandard Forms of Capital Asset Pricing Models

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