Modern investment theory
Haugen, Robert A.
Modern investment theory - 4th ed. - Upper Saddle River, NJ : Prentice Hall, ©1997. - xviii, 748 pages ;
Includes index
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.
This text offers coverage of investments, with an emphasis on portfolio theory. It also includes extensive discussion of capital asset pricing, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. Stock valuation, estimating future earnings and dividends, and fixed income markets are also examined.
9780131901827 0131901826 9780132613972 0132613972
Investment analysis.
Portfolio management.
332.6 / HAU
Modern investment theory - 4th ed. - Upper Saddle River, NJ : Prentice Hall, ©1997. - xviii, 748 pages ;
Includes index
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.
This text offers coverage of investments, with an emphasis on portfolio theory. It also includes extensive discussion of capital asset pricing, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. Stock valuation, estimating future earnings and dividends, and fixed income markets are also examined.
9780131901827 0131901826 9780132613972 0132613972
Investment analysis.
Portfolio management.
332.6 / HAU