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Modern Portfolio Theory and Investment Analysis
US $9.99
ApproximatelyAU $15.35
Condition:
Good
A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages. See the seller’s listing for full details and description of any imperfections.
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US $5.22 (approx. AU $8.02) USPS Media MailTM.
Located in: Houston, Texas, United States
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Estimated between Thu, 21 Aug and Wed, 27 Aug to 94104
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eBay item number:167589329595
Item specifics
- Condition
- Binding
- Hardcover
- Weight
- 2 lbs
- Product Group
- Book
- IsTextBook
- Yes
- ISBN
- 9780471851134
About this product
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471851132
ISBN-13
9780471851134
eBay Product ID (ePID)
4448864
Product Key Features
Number of Pages
672 Pages
Language
English
Publication Name
Modern Portfolio Theory
Publication Year
1987
Subject
Investments & Securities / Portfolio Management, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / General
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Weight
36 Oz
Item Length
2.7 in
Item Width
1.6 in
Additional Product Features
Edition Number
3
Intended Audience
College Audience
LCCN
86-019070
Dewey Edition
19
Dewey Decimal
332.6
Table Of Content
PORTFOLIO ANALYSIS.MEAN VARIANCE PORTFOLIO THEORY.The Characteristics of the Opportunity Set Under.Delineating Efficient Portfolios.Techniques for Calculating the Efficient Frontier.SIMPLIFYING THE PORTFOLIO SELECTION PROCESS.The Correlation Structure of Security Returns: The Single Index Model.The Correlation Structure of Security Returns: Multi-index Models and Grouping Technique.Simple Techniques for Determining the Efficient Frontier.SELECTING THE OPTIMAL PORTFOLIO.Utility Analysis.Other Portfolio Selection Models.WIDENING THE SELECTION UNIVERSE.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 Models.The Arbitrage Pricing Model.APT--A New Approach to Explaining Asset Prices.SECURITY ANALYSIS AND PORTFOLIO THEORY.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.EVALUATING THE INVESTMENT PROCESS.Evaluation of Portfolio Performance.Evaluation of Security Analysis.A Brief Retrospective.Bibliography.Index.
Synopsis
This new edition of the popular undergraduate text examines the characteristics and analysis of individual securities along with the theory and practice of combining securities into portfolios. Changes in this edition include a new chapter on valuation, financial futures and substantial updating reflecting recent changes in theory. Details the theory of modern portfolio analysis and discusses the differences between portfolios and the individual securities from which they are formed. Describes the equilibrium in capital markets, and reviews the characteristics and evaluation of individual securities, including their market efficiency, the valuation of common stocks, valuation of bonds, nature and valuation of options, and the valuation and uses of futures. Concludes with a discussion of the evaluation of the investment analysis and portfolio management process, stressing techniques for evaluating every stage of the investment process.
LC Classification Number
HG4529.5.E47 1987
Item description from the seller
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