Modern portfolio theory and investment analysis:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2011
|
| Ausgabe: | 8. ed., internat. student version |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVIII, 727 S. graph. Darst. |
| ISBN: | 0470505842 9780470505847 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804140805901778944 |
|---|---|
| adam_text | MODERN PORTFOLIO THEORY AND INVESTMENT ANALYSIS EIGHTH EDITION
INTERNATIONAL STUDENT VERSION EDWIN J. ELTON LEONARD N. STERN SCHOOL OF
BUSINESS NEW YORK UNIVERSITY MARTIN J. GRUBER LEONARD N. STERN SCHOOL OF
BUSINESS NEW YORK UNIVERSITY STEPHEN J. BROWN LEONARD N. STERN SCHOOL OF
BUSINESS NEW YORK UNIVERSITY WILLIAM N. GOETZMANN YALE UNIVERSITY WILEY
JOHN WILEY & SONS, INC. CONTENTS PART 1 CHAPTER 1 CHAPTER 2 CHAPTER 3
ABOUT THE AUTHORS VII PREFACE IX INTRODUCTION 1 INTRODUCTION 2 OUTLINE
OF THE BOOK 2 THE ECONOMIC THEORY OF CHOICE: AN ILLUSTRATION UNDER
CERTAINTY 4 CONCLUSION 8 MULTIPLE ASSETS AND RISK 8 QUESTIONS AND
PROBLEMS 9 BIBLIOGRAPHY 10 FINANCIAL MARKETS 1 1 TRADING MECHANICS 11
MARGIN 14 MARKETS 18 TRADE TYPES AND COSTS 25 CONCLUSION 27 BIBLIOGRAPHY
27 FINANCIAL SECURITIES TYPES OF MARKETABLE FINANCIAL SECURITIES 28 THE
RETURN CHARACTERISTICS OF ALTERNATIVE SECURITY TYPES STOCK MARKET
INDEXES 38 BOND MARKET INDEXES 39 CONCLUSION 40 28 36 PART 2 PORTFOLIO
ANALYSIS SECTION I MEAN VARIANCE PORTFOLIO THEORY CHAPTER 4 THE
CHARACTERISTICS OF THE OPPORTUNITY SET UNDER RISK DETERMINING THE
AVERAGE OUTCOME 45 A MEASURE OF DISPERSION 46 VARIANCE OF COMBINATIONS
OF ASSETS 49 CHARACTERISTICS OF PORTFOLIOS IN GENERAL 51 TWO CONCLUDING
EXAMPLES 61 CONCLUSION 64 41 43 44 XIII XIV CONTENTS QUESTIONS AND
PROBLEMS 64 BIBLIOGRAPHY 66 CHAPTER 5 DELINEATING EFFICIENT PORTFOLIOS
68 COMBINATIONS OF TWO RISKY ASSETS REVISITED: SHORT SALES NOT ALLOWED
68 THE SHAPE OF THE PORTFOLIO POSSIBILITIES CURVE 77 THE EFFICIENT
FRONTIER WITH RISKLESS LENDING AND BORROWING 84 EXAMPLES AND
APPLICATIONS 88 THREE EXAMPLES 93 CONCLUSION 96 QUESTIONS AND PROBLEMS
96 BIBLIOGRAPHY 97 CHAPTER 6 TECHNIQUES FOR CALCULATING THE EFFICIENT
FRONTIER 99 SHORT SALES ALLOWED WITH RISKLESS LENDING AND BORROWING 1 00
SHORT SALES ALLOWED: NO RISKLESS LENDING AND BORROWING 104 RISKLESS
LENDING AND BORROWING WITH SHORT SALES NOT ALLOWED 104 NO SHORT SELLING
AND NO RISKLESS LENDING AND BORROWING 1 05 THE INCORPORATION OF
ADDITIONAL CONSTRAINTS 106 AN EXAMPLE 107 CONCLUSION 1 10 APPENDIX A: AN
ALTERNATIVE DEFINITION OF SHORT SALES 110 APPENDIX B: DETERMINING THE
DERIVATIVE 111 APPENDIX C: SOLVING SYSTEMS OF SIMULTANEOUS EQUATIONS 115
APPENDIX D: A GENERAL SOLUTION 118 APPENDIX E: QUADRATIC PROGRAMMING AND
KUHN-TUCKER CONDITIONS 122 QUESTIONS AND PROBLEMS 125 BIBLIOGRAPHY 126
SECTION 2 SIMPLIFYING THE PORTFOLIO SELECTION PROCESS 129 CHAPTER 7 THE
CORRELATION STRUCTURE OF SECURITY RETURNS: THE SINGLE-INDEX MODEL 1 30
THE INPUTS TO PORTFOLIO ANALYSIS 131 SINGLE-INDEX MODELS: AN OVERVIEW
132 CHARACTERISTICS OF THE SINGLE-INDEX MODEL 1 37 ESTIMATING BETA 139
THE MARKET MODEL 152 AN EXAMPLE 1 53 QUESTIONS AND PROBLEMS 1 54
BIBLIOGRAPHY 156 CHAPTER 8 THE CORRELATION STRUCTURE OF SECURITY
RETURNS: MULTI-INDEX MODELS AND GROUPING TECHNIQUES 1 59 MULTI-INDEX
MODELS 1 60 AVERAGE CORRELATION MODELS 1 66 MIXED MODELS 167 FUNDAMENTAL
MULTI-INDEX MODELS 167 CONCLUSION 173 APPENDIX A: PROCEDURE FOR REDUCING
ANY MULTI-INDEX MODEL TO A MULTI-INDEX MODEL WITH ORTHOGONAL INDEXES 1
73 APPENDIX B: MEAN RETURN, VARIANCE, AND COVARIANCE OF A MULTI-INDEX
MODEL 1 74 QUESTIONS AND PROBLEMS 176 BIBLIOGRAPHY 177 CONTENTS XV
CHAPTER 9 SIMPLE TECHNIQUES FOR DETERMINING THE EFFICIENT FRONTIER 180
THE SINGLE-INDEX MODEL 181 SECURITY SELECTION WITH A PURCHASABLE INDEX 1
92 THE CONSTANT CORRELATION MODEL 1 93 OTHER RETURN STRUCTURES 1 96 AN
EXAMPLE 1 96 CONCLUSION 197 APPENDIX A: SINGLE-INDEX MODEL*SHORT SALES
ALLOWED 198 APPENDIX B: CONSTANT CORRELATION COEFFICIENT*SHORT SALES
ALLOWED 200 APPENDIX C: SINGLE-INDEX MODEL WITH SHORT SALES NOT ALLOWED
201 APPENDIX D: CONSTANT CORRELATION COEFFICIENT*SHORT SALES NOT ALLOWED
203 APPENDIX E: SINGLE-INDEX MODEL, SHORT SALES ALLOWED, AND A MARKET
ASSET 205 QUESTIONS AND PROBLEMS 205 BIBLIOGRAPHY 206 CHAPTER 10
INTERNATIONAL DIVERSIFICATION 208 THE WORLD PORTFOLIO 208 CALCULATING
THE RETURN ON FOREIGN INVESTMENTS 210 THE RISK OF FOREIGN SECURITIES 212
RETURNS FROM INTERNATIONAL DIVERSIFICATION 217 THE EFFECT OF EXCHANGE
RISK 218 RETURN EXPECTATIONS AND PORTFOLIO PERFORMANCE 219 OTHER
EVIDENCE ON INTERNATIONALLY DIVERSIFIED PORTFOLIOS 222 MODELS FOR
MANAGING INTERNATIONAL PORTFOLIOS 226 CONCLUSION 229 QUESTIONS AND
PROBLEMS 229 BIBLIOGRAPHY 231 SECTION 3 SELECTING THE OPTIMUM PORTFOLIO
235 CHAPTER 1 1 ESTIMATING EXPECTED RETURNS 236 AGGREGATE ASSET
ALLOCATION 236 FORECASTING INDIVIDUAL SECURITY RETURNS 240 PORTFOLIO
ANALYSIS WITH DISCRETE DATA 242 BIBLIOGRAPHY 24 4 CHAPTER 1 2 HOW TO
SELECT AMONG THE PORTFOLIOS IN THE OPPORTUNITY SET 245 CHOOSING DIRECTLY
245 AN INTRODUCTION TO PREFRERENCE FUNCTIONS 246 RISK TOLERANCE
FUNCTIONS 249 SAFETY FIRST 251 MAXIMIZING THE GEOMETRIC MEAN RETURN 257
VALUE AT RISK (VAR) 259 UTILITY AND THE EQUITY RISK PREMIUM 260 OPTIMAL
INVESTMENT STRATEGIES WITH INVESTOR LIABILITIES 262 LIABILITIES AND
SAFETY-FIRST PORTFOLIO SELECTION 266 SIMULATIONS IN PORTFOLIO CHOICE 266
CONCLUSION 272 APPENDIX: THE ECONOMIC PROPERTIES OF UTILITY FUNCTIONS
272 RELATIVE RISK AVERSION AND WEALTH 274 QUESTIONS AND PROBLEMS 274
BIBLIOGRAPHY 275 XVI CONTENTS PART 3 CHAPTER 13 CHAPTER 14 CHAPTER 15
CHAPTER 16 MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS THE STANDARD
CAPITAL ASSET PRICING MODEL THE ASSUMPTIONS UNDERLYING THE STANDARD
CAPITAL ASSET PRICING MODEL (CAPM) 280 THE CAPITAL ASSET PRICING MODEL
281 PRICES AND THE CAPM 290 CONCLUSION 292 APPENDIX: APPROPRIATENESS OF
THE SINGLE-PERIOD ASSET PRICING MODEL 294 QUESTIONS AND PROBLEMS 298
BIBLIOGRAPHY 299 ALTERNATIVE FORMS OF CAPITAL ASSET PRICING MODELS SHORT
SALES DISALLOWED 302 MODIFICATIONS OF RISKLESS LENDING AND BORROWING 302
PERSONAL TAXES 312 NONMARKETABLE ASSETS 314 HETEROGENEOUS EXPECTATIONS
316 NON-PRICE-TAKING BEHAVIOR 317 MULTIPERIOD CAPM 317 THE
CONSUMPTION-ORIENTED CAPM 318 INFLATION RISK AND EQUILIBRIUM 319 THE
MULTI-BETA CAPM 31 9 CONCLUSION 320 APPENDIX: DERIVATION OF THE GENERAL
EQUILIBRIUM WITH TAXES 321 QUESTIONS AND PROBLEMS 323 BIBLIOGRAPHY 324
EMPIRICAL TESTS OF FORMS OF THE CAPM THE MODELS*EX-ANTE EXPECTATIONS AND
EX-POST TESTS 330 EMPIRICAL TESTS OF THE CAPM 33 1 TESTING SOME
ALTERNATIVE FORMS OF THE CAPM MODEL 345 TESTING THE POST-TAX FORM OF THE
CAPM MODEL 345 SOME RESERVATIONS ABOUT TRADITIONAL TESTS OF GENERAL
EQUILIBRIUM RELATIONSHIPS AND SOME NEW RESEARCH 349 CONCLUSION 351
APPENDIX: RANDOM ERRORS IN BETA AND BIAS IN THE PARAMETERS OF THE CAPM
352 QUESTIONS AND PROBLEMS 353 BIBLIOGRAPHY 354 279 280 301 330 THE
ARBITRAGE PRICING MODEL AND- RELEVANCE -ITS EMPIRICAL 358 APT*WHAT IS
IT? 358 ESTIMATING AND TESTING APT 363 APT AND CAPM 375 RECAPITULATION
376 CONCLUSION 385 APPENDIX A: A SIMPLE EXAMPLE OF FACTOR ANALYSIS 385
APPENDIX B: SPECIFICATION OF THE APT WITH AN UNOBSERVED MARKET FACTOR
386 QUESTIONS AND PROBLEMS 387 BIBLIOGRAPHY 388 CONTENTS XVII PART 4
CHAPTER 17 CHAPTER 18 CHAPTER 19 CHAPTER 20 SECURITY ANALYSIS AND
PORTFOLIO THEORY EFFICIENT MARKETS SOME BACKGROUND 398 TESTS OF RETURN
PREDICTABILITY 400 ANNOUNCEMENT AND PRICE RETURN 416 METHODOLOGY OF
EVENT STUDIES 416 STRONG-FORM EFFICIENCY 422 MARKET RATIONALITY 425
CONCLUSION 427 QUESTIONS AND PROBLEMS 427 BIBLIOGRAPHY 427 BEHAVIORAL
FINANCE, INVESTOR DECISION MAKING, AND ASSET PRICES PROSPECT THEORY AND
DECISION MAKING UNDER UNCERTAINTY 438 BIASES FROM LABORATORY EXPERIMENTS
441 SUMMARY OF INVESTOR BEHAVIOR 444 BEHAVIORAL FINANCE AND ASSET
PRICING THEORY 445 BIBLIOGRAPHY 452 VALUATION MODELS DISCOUNTED CASH
FLOW MODELS 456 CROSS-SECTIONAL REGRESSION ANALYSIS 468 AN ONGOING
SYSTEM 472 CONCLUSION 477 QUESTIONS AND PROBLEMS 477 BIBLIOGRAPHY 478
395 396 438 455 EARNINGS ESTIMATION 482 482 THE ELUSIVE NUMBER CALLED
EARNINGS THE IMPORTANCE OF EARNINGS 485 CHARACTERISTICS OF EARNINGS AND
EARNINGS FORECASTS 488 CONCLUSION 495 QUESTIONS AND PROBLEMS 496
BIBLIOGRAPHY 496 CHAPTER 21 INTEREST RATE THEORY AND THE PRICING OF
BONDS AN INTRODUCTION TO DEBT SECURITIES 499 THE MANY DEFINITIONS OF
RATES 501 BOND PRICES AND SPOT RATES 508 DETERMINING SPOT RATES 510 THE
DETERMINANTS OF BOND PRICES 512 CONCLUSION 528 APPENDIX A: SPECIAL
CONSIDERATIONS IN BOND PRICING 528 APPENDIX B: ESTIMATING SPOT RATES 528
APPENDIX C: CALCULATING BOND EQUIVALENT YIELD AND EFFECTIVE ANNUAL YIELD
531 QUESTIONS AND PROBLEMS 531 BIBLIOGRAPHY 532 CHAPTER 22 THE
MANAGEMENT OF BOND PORTFOLIOS DURATION 536 PROTECTING AGAINST TERM
STRUCTURE SHIFTS 544 BOND PORTFOLIO MANAGEMENT OF YEARLY RETURNS 548
SWAPS 557 498 536 XVIII CONTENTS APPENDIX A: DURATION MEASURES 559
APPENDIX B: EXACT MATCHING PROGRAMS 563 APPENDIX C: BOND-SWAPPING
TECHNIQUES 565 APPENDIX D: CONVEXITY 566 QUESTIONS AND PROBLEMS 567
BIBLIOGRAPHY 568 CHAPTER 23 VALUATION AND USES OF OPTIONS 571 TYPES OF
OPTIONS 571 SOME BASIC CHARACTERISTICS OF OPTION VALUES 577 VALUATION
MODELS 582 ARTIFICIAL OR HOMEMADE OPTIONS 593 USES OF OPTIONS 594
CONCLUSION 597 APPENDIX A: DERIVATION OF THE BINOMIAL FORMULA 597
APPENDIX B: DERIVATION OF THE BLACK-SCHOLES FORMULA 600 QUESTIONS AND
PROBLEMS 602 BIBLIOGRAPHY 603 CHAPTER 24 THE VALUATION AND USES OF
FINANCIAL FUTURES 609 DESCRIPTION OF FINANCIAL FUTURES 609 VALUATION OF
FINANCIAL FUTURES 61 3 THE USES OF FINANCIAL FUTURES 619 NONFINANCIAL
FUTURES AND COMMODITY FUNDS 623 QUESTIONS AND PROBLEMS 624 BIBLIOGRAPHY
624 PART 5 EVALUATING THE INVESTMENT PROCESS 627 CHAPTER 25 EVALUATION
OF PORTFOLIO PERFORMANCE 628 EVALUATION TECHNIQUES 629 A
MANIPULATION-PROOF PERFORMANCE MEASURE 6 44 DECOMPOSITION OF OVERALL
EVALUATION 645 MULTI-INDEX, APT, AND PERFORMANCE EVALUATION 655 MUTUAL
FUND PERFORMANCE 661 CONCLUSION 674 QUESTIONS AND PROBLEMS 674
BIBLIOGRAPHY 675 CHAPTER 26 EVALUATION OF SECURITY ANALYSIS 680 WHY THE
EMPHASIS ON EARNINGS? 681 THE EVALUATION OF EARNINGS FORECASTS 682
EVALUATING THE VALUATION PROCESS 689 CONCLUSION 692 QUESTIONS AND
PROBLEMS 693 BIBLIOGRAPHY 693 CHAPTER 27 PORTFOLIO MANAGEMENT REVISITED
695 MANAGING STOCK PORTFOLIOS 69 6 ACTIVE MANAGEMENT 699 PASSIVE VERSUS
ACTIVE 700 INTERNATIONAL DIVERSIFICATION 701 BOND MANAGEMENT 701 BOND
AND STOCK INVESTMENT WITH A LIABILITY STREAM 704 BIBLIOGRAPHY 709 INDEX
711
|
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| dewey-search | 332.6 |
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| discipline | Wirtschaftswissenschaften |
| edition | 8. ed., internat. student version |
| format | Book |
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| id | DE-604.BV035839010 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:05:49Z |
| institution | BVB |
| isbn | 0470505842 9780470505847 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018697374 |
| oclc_num | 632072483 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-945 DE-1050 DE-2070s DE-91G DE-BY-TUM DE-92 DE-384 DE-473 DE-BY-UBG DE-91 DE-BY-TUM |
| owner_facet | DE-19 DE-BY-UBM DE-945 DE-1050 DE-2070s DE-91G DE-BY-TUM DE-92 DE-384 DE-473 DE-BY-UBG DE-91 DE-BY-TUM |
| physical | XVIII, 727 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| spelling | Modern portfolio theory and investment analysis Edwin J. Elton ... 8. ed., internat. student version Hoboken, NJ Wiley 2011 XVIII, 727 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Analyse (DE-588)4122795-5 gnd rswk-swf Portfolio-Investition (DE-588)4175391-4 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Portfoliomanagement (DE-588)4115601-8 s DE-604 Finanzanalyse (DE-588)4133000-6 s Portfolio Selection (DE-588)4046834-3 s 1\p DE-604 Analyse (DE-588)4122795-5 s 2\p DE-604 Portfolio-Investition (DE-588)4175391-4 s 3\p DE-604 Elton, Edwin J. Sonstige oth GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697374&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Modern portfolio theory and investment analysis Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Analyse (DE-588)4122795-5 gnd Portfolio-Investition (DE-588)4175391-4 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4133000-6 (DE-588)4046834-3 (DE-588)4122795-5 (DE-588)4175391-4 (DE-588)4123623-3 |
| title | Modern portfolio theory and investment analysis |
| title_auth | Modern portfolio theory and investment analysis |
| title_exact_search | Modern portfolio theory and investment analysis |
| title_full | Modern portfolio theory and investment analysis Edwin J. Elton ... |
| title_fullStr | Modern portfolio theory and investment analysis Edwin J. Elton ... |
| title_full_unstemmed | Modern portfolio theory and investment analysis Edwin J. Elton ... |
| title_short | Modern portfolio theory and investment analysis |
| title_sort | modern portfolio theory and investment analysis |
| topic | Investment analysis Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Analyse (DE-588)4122795-5 gnd Portfolio-Investition (DE-588)4175391-4 gnd |
| topic_facet | Investment analysis Portfolio management Portfoliomanagement Finanzanalyse Portfolio Selection Analyse Portfolio-Investition Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697374&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT eltonedwinj modernportfoliotheoryandinvestmentanalysis |