Modern investment theory (Record no. 37381)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01986nam a2200229 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780131901827 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0131901826 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780132613972 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0132613972 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | HAU |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Haugen, Robert A. |
| 245 ## - TITLE STATEMENT | |
| Title | Modern investment theory |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Upper Saddle River, NJ : |
| Name of publisher | Prentice Hall, |
| Year of publication | ©1997. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xviii, 748 pages ; |
| 500 ## - GENERAL NOTE | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction to Modern Investment Theory --<br/>2. Securities and Markets --<br/>3. Some Statistical Concepts --<br/>4. Combining Individual Securities into Portfolios --<br/>5. Finding the Efficient Set --<br/>6. Factor Models --<br/>7. The Capital Asset Pricing Model --<br/>8. Empirical Tests of the Capital Asset Pricing Model --<br/>9. The Arbitrage Pricing Theory --<br/>10. The Tracking Power of Markowitz Portfolio Optimization --<br/>11. Measuring Portfolio Performance --<br/>12. The Level of Interest Rates --<br/>13. The Term Structure of Interest Rates --<br/>14. Bond Portfolio Management --<br/>15. Interest Immunization --<br/>16. European Option Pricing --<br/>17. American Option Pricing --<br/>18. Additional Issues in Option Pricing --<br/>19. Financial Forward and Futures Contracts --<br/>20. The Effect of Taxes on Investment Strategy and Securities Prices --<br/>21. Stock Valuation --<br/>22. Issues in Estimating Future Earnings and Dividends --<br/>23. Market Efficiency: The Concept --<br/>24. Market Efficiency: The Evidence --<br/>Appendix 10: Additional Properties of the Minimum Variance Set --<br/>Appendix 11: Invest Software. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Investment analysis. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Portfolio management. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 22/01/2002 | Purchased | 932.40 | 332.6 HAU | 006957 | Reference Books |