Modern Portfolio Theory And Investment Analysis by Edwin J. Elton, Martin J. Gruber

Full Title: Modern Portfolio Theory And Investment Analysis
Author/Editor(s): Edwin J Elton; Martin Jay Gruber (1937-)
ISBN: 0471007439, 9780471007432
Publisher: Wiley
Published Place: New York
Published/Copyright Year: 1995
Language: English
Physical Description: Illustrations included, 26 cm
LCCN: 94042489
Edition: 5th Edition [View All Editions]
Number of pages: 715 (xix, 715 pages)
Categories:
Portfolio Management
Investment Analysis


Content:
Introduction
Financial securities
Financial markets
Mean variance portfolio theory
The characteristics of the opportunity set under risk
Delineating efficient portfolios
Techniques for calculating the efficient frontier
The correlation structure of security returns: the single-index model
The correlation structure of security returns: multi-index models and grouping techniques
Simple techniques for determining the efficient frontier
Utility analysis
Other portfolio selection models
International diversification
The standard capital asset pricing model
Nonstandard forms of capital asset pricing models
Empirical tests of equilibrium models
The arbitrage pricing model APT - a new approach to explaining asset prices
Efficient markets
The valuation process
Earnings estimation
Interest rate theory and the pricing of bonds
The management of bond portfolios
Option pricing theory
The valuation and uses of financial futures
Evaluation of portfolio performance
Evaluation of security analysis
Portfolio management revisited.

Notes:
Includes bibliographical references and index.

ISBNPlus ID: HVD.V7.54694-2-1718185
Other ID: GB95-34839(NBN)
Nature: Bibliographies
Form: Nonfiction
LC Call No: HG4529.5 .E47 1995
Dewey Decimal: 332.6
Released Date: 20020606

Download BiBTeX of this book (.bib)
@book{isbnplus9780471007432,
 title={Modern Portfolio Theory And Investment Analysis},
 author={Edwin J Elton and Martin Jay Gruber},
 isbn={9780471007432},
 lccn={94042489},
 url={http://isbnplus.org/9780471007432},
 year={1995},
 publisher={Wiley},
 address={New York}
}
Download 9780471007432.bib
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%0 Book
%T Modern Portfolio Theory And Investment Analysis
%A Edwin J Elton
%A Martin Jay Gruber
%@ 9780471007432
%U http://isbnplus.org/9780471007432
%D 1995
%I Wiley
%C New York
Download 9780471007432.enw
Download RefMan of this book (.ris)
TY  - BOOK
T1  - Modern Portfolio Theory And Investment Analysis
A1  - Edwin J Elton
A1  - Martin Jay Gruber
SN  - 9780471007432
UR  - http://isbnplus.org/9780471007432
Y1  - 1995
PB  - Wiley
CY  - New York
ER  - 
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APA Style:
Elton, E.J. & Gruber, M.J. (1995). Modern Portfolio Theory And Investment Analysis. New York: Wiley.

MLA Style:
Elton, Edwin J, and Martin Jay Gruber. Modern Portfolio Theory And Investment Analysis. New York: Wiley, 1995. Print.

Chicago Style:
Elton, Edwin J, and Martin Jay Gruber. Modern Portfolio Theory And Investment Analysis. New York: Wiley, 1995.