Modern investment theory

By: Haugen, Robert AMaterial type: TextTextPublication details: Upper Saddle River, NJ : Prentice Hall, ©1997Edition: 4th edDescription: xviii, 748 pagesISBN: 9780131901827; 0131901826 ; 9780132613972 ; 0132613972Subject(s): Investment analysis | Portfolio managementDDC classification: 332.6
Contents:
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.
Summary: 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.
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Item type Current library Collection Call number Status Date due Barcode Item holds
Reference Books Reference Books Main Library
Reference 		Reference 332.6 HAU (Browse shelf(Opens below)) Available 006957
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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.

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