Bibliographic record and links to related information available from the Library of Congress catalog
Information from electronic data provided by the publisher. May be incomplete or contain other coding.
Partial table of contents: Financial Securities. Financial Markets. PORTFOLIO ANALYSIS. Delineating Efficient Portfolios. Techniques for Calculating the Efficient Frontier. The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques. Utility Analysis. Other Portfolio Selection Models. International Diversification. MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS. Nonstandard Forms of Capital Asset Pricing Models. Empirical Tests of Equilibrium Models. SECURITY ANALYSIS AND PORTFOLIO THEORY. Efficient Markets. The Valuation Process. Earnings Estimation. Option Pricing Theory. EVALUATING THE INVESTMENT PROCESS. Evaluation of Portfolio Performance. Evaluation of Security Analysis. Portfolio Management Revisited. Index.