Modern portfolio theory and investment analysis/ Edwin J. Elton

By: Elton, Edwin JMaterial type: TextTextPublication details: New Delhi: John wiley & Sons, 2010Edition: 8th edDescription: xviii, 727pISBN: 9788126528141Subject(s): Portfolio management -- Investment analysisDDC classification: 332.6
Contents:
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
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
General Books General Books Central Library, Sikkim University
General Book Section 		332.6 ELT/M (Browse shelf(Opens below)) Checked out 16/02/2021 P27511
Total holds: 0

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

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