Investment Portfolio

Edwin J. Elton, etc., Martin Gruber (Autoren)

Diskette

1995 | 5th Revised edition
John Wiley and Sons (WIE) (Hersteller)
978-0-471-05576-1 (ISBN)

Infos

This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. There are new chapters on financial securities and financial markets, together with advice on the use of arbitrary pricing theory, bond management and more.

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This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. A new interactive portfolio analysis software program allows the reader to perform almost all the text analyses in a Windows-based environment. There are two new chapters on financial securities and financial markets, together with new sections on the use of arbitrary pricing theory, the performance of international funds, bond management and multi-index models in portfolio evaluation.

Inhalt

INTRODUCTION: Financial Securities; Financial Markets; PORTFOLIO ANALYSIS: Section 1: Mean Variance Portfolio Theory: The Characteristics of the Opportunity Set Under Risk; International Diversification; MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS: The Standard Capital Asset Pricing Model; Nonstandard Forms of Capital Asset Pricing Models; Empirical Tests of Equilibrium; The Arbitrage Pricing Model of APT; SECURITY ANALYSIS AND PORTFOLIO THEORY: Efficient Markets; The Valuation Process; EVALUATING THE INVESTMENT PROCESS: Evaluation of Portfolio Performance; Evaluation of Security Analysis; Portfolio Management Revisited.

Produkt-Details

• Erscheint lt. Verlag: 25.4.1995
• Verlagsort: New York
• Sprache: englisch
• Maße: 180 x 256 mm
• Gewicht: 85 g
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 0-471-05576-X / 047105576X
• ISBN-13: 978-0-471-05576-1 / 9780471055761
• Zustand: Neuware