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Modern portfolio theory and investment analysis Edwin J. Elton ... y otros.

Contributor(s): Elton, Edwin J.
Hoboken, NJ J. Wiley & Sons ©2007Edition: 7a. edición.Description: xviii, 728 páginas ilustrado 26 cm.ISBN: 9780470050828.Subject(s): Portfolio management | Investment analysis | Administración de cartera (finanzas) | Análisis de la inversiónDDC classification: 332.64 Online resources: Contributor biographical information | Publisher description | Table of contents only
Contents:
Introduction -- Financial securities -- Financial markets -- The characteristics of the opportunity set under risk -- Delineating efficient portfolios -- Techniques for calculating the efficient frontier -- The correlation structure of security returns: The single-index model -- The correlation structure of security returns: multi-index models and grouping techniques -- Simple techniques for determining the efficient frontier -- Estimating expected returns -- How to select among the portfolios in the opportunity set -- International diversification -- The standard capital asset pricing model -- Nonstandard forms of capital asset pricing models -- Empirical tests of equilibrium models -- The arbitrage pricing model APT-A new approach to explaining asset prices -- Efficient markets -- The valuation process -- Earnings estimation -- Behavioral finance, investor decision making, and asset pricings -- Interest rate theory and the pricing of bonds -- The management of bond portfolios -- Option pricing theory -- The valuation and uses of financial futures -- Evaluation of portfolio performance -- Evaluation of security analysis -- Portfolio management revisited
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.64 / M689m (Browse shelf) Ej.1 Available 8000022263
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332.64 / A627p Psicotrading : 332.64 / A627p Psicotrading : 332.64 / B126a A course in derivative securities 332.64 / M689m Modern portfolio theory and investment analysis 332.64 / ST814t The psychology of trading 332.642 / C796m Mercado de valores / 332.642 / C796m Mercado de valores /

Incluye referencias bibliográficas e índice.

Introduction -- Financial securities -- Financial markets -- The characteristics of the opportunity set under risk -- Delineating efficient portfolios -- Techniques for calculating the efficient frontier -- The correlation structure of security returns: The single-index model -- The correlation structure of security returns: multi-index models and grouping techniques -- Simple techniques for determining the efficient frontier -- Estimating expected returns -- How to select among the portfolios in the opportunity set -- International diversification -- The standard capital asset pricing model -- Nonstandard forms of capital asset pricing models -- Empirical tests of equilibrium models -- The arbitrage pricing model APT-A new approach to explaining asset prices -- Efficient markets -- The valuation process -- Earnings estimation -- Behavioral finance, investor decision making, and asset pricings -- Interest rate theory and the pricing of bonds -- The management of bond portfolios -- Option pricing theory -- The valuation and uses of financial futures -- Evaluation of portfolio performance -- Evaluation of security analysis -- Portfolio management revisited

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