| Description |
xvi, 656 pages : illustrations ; 26 cm |
| Series |
Prentice Hall finance series |
|
Prentice Hall finance series.
|
| Contents |
Preface -- 1. Introduction to Modern Investment Theory -- 2. Securities and Markets -- 3. Some Statistical Concepts -- 4. Combining Individual Securities into Portfolios -- 5. Finding the Efficient Set -- 6. Factor Models -- 7. The Capital Asset Pricing Model -- 8. Empirical Tests of the Capital Asset Pricing Model -- 9. The Arbitrage Pricing Theory -- 10. The Tracking Power of Markowitz Portfolio Optimization -- 11. Measuring Portfolio Performance -- 12. The Level of Interest Rates -- 13. The Term Structure of Interest Rates -- 14. Bond Portfolio Management -- 15. Interest Immunization -- 16. European Option Pricing -- 17. American Option Pricing -- 18. Additional Issues in Option Pricing -- 19. Financial Forward and Futures Contracts -- 20. The Effect of Taxes on Investment Strategy and Securities Prices -- 21. Stock Valuation -- 22. Issues in Estimating Future Earnings and Dividends -- 23. Market Efficiency: The Concept -- 24. Market Efficiency: The Evidence -- Appendix 10: Additional Properties of the Minimum Variance Set -- Appendix 11: Invest Software -- Glossary -- Index |
| Summary |
Offers accurate coverage of investments, with an emphasis on portfolio theory. This book includes discussion of capital asset pricing, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. It is intended for the introductory graduate or intermediate undergraduate courses in Investments and Finance Theory |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Investment analysis.
|
|
Portfolio management.
|
| LC no. |
00026314 |
| ISBN |
0130191701 |
|
0130304735 |
|
