عنوان

Modern portfolio theory and investment analysis

شابک

1118469941

شابک

9781118469941

شماره

b549149

عنوان اصلي

Modern portfolio theory and investment analysis

نام عام مواد

[Book]

نام نخستين پديدآور

Edwin J. Elton, Leonard N. Stern School of Business, New York University, Martin J. Gruber, Leonard N. Stern School of Business, New York University, Stephen J. Brown, Leonard N. Stern School of Business, New York University, William N. Goetzmann, School of Management Yale University

وضعيت ويراست

Ninth edition, 4. reprint

محل نشرو پخش و غیره

Hoboken, NJ

نام ناشر، پخش کننده و غيره

Wiley

تاریخ نشرو بخش و غیره

[2015]

نام خاص و کميت اثر

xiv, 738 pages ; 26 cm

متن يادداشت

Chapter 1: Introduction Chapter 2: Financial Securities Chapter 3: Financial Markets Chapter 4: The Characteristics of the Opportunity Set Under Risk Chapter 5: Delineating Efficient Portfolios Chapter 6: Techniques for Calculating the Efficient Frontier Chapter 7: The Correlation Structure of Security Returns: The Single-Index Model Chapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques Chapter 9: Simple Techniques for Determining the Efficient Frontier Chapter 10: Estimating Expected Returns Chapter 11: How to Select Among the Portfolios in the Opportunity Set Chapter 12: International Diversification Chapter 13: The Standard Capital Asset Pricing Model Chapter 14: Nonstandard Forms of Capital Asset Pricing Models Chapter 15: Empirical Tests of Equilibrium Models Chapter 16: The Arbitrage Pricing Model APT A Multifactor Approach to Explaining Asset Prices Chapter 17: Efficient Markets Chapter 18: The Valuation Process Chapter 19: Earnings Estimation Chapter 20: Behavioral Finance, Investor Decision Making, and Asset Prices Chapter 21: Interest Rate Theory and the Pricing of Bonds Chapter 22: The Management of Bond Portfolios Chapter 23: Option Pricing Theory Chapter 24: The Valuation and Uses of Financial Futures Chapter 25: Mutual Funds Chapter 26: Evaluation of Portfolio Performance Chapter 27: Evaluation of Security Analysis Chapter 28: Portfolio Management Revisited

موضوع مستند نشده

Finansiering

موضوع مستند نشده

Investment analysis

موضوع مستند نشده

Portfolio management

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Edwin J. Elton, Leonard N. Stern School of Business, New York University, Martin J. Gruber, Leonard N. Stern School of Business, New York University, Stephen J. Brown, Leonard N. Stern School of Business, New York University, William N. Goetzmann, Sc

مستند نام اشخاص تاييد نشده

Edwin J Elton

مستند نام اشخاص تاييد نشده

Martin Jay Gruber

مستند نام اشخاص تاييد نشده

Stephen J Brown

مستند نام اشخاص تاييد نشده

William N Goetzmann

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y