Portfolio Theory and Investment Analysis
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740306064
Table of contents: title: Innhold; title: An Overview; title: The Development of Finance; title: Efficient Capital Markets; title: The Role of Mean-Variance Efficiency; title: The Background to Modern Portfolio Theory; title: Risk and Portfolio Analysis; title: Mean-Variance Analyses: Markowitz Efficiency; title: The Combined Risk of Two Investments; title: The Correlation between Two Investments; title: The Optimum Portfolio; title: The Mathematics of Portfolio Risk; title: Risk Minimisation and the Two-Asset Portfolio; title: The Minimum Variance of a Two-Asset Portfolio; title: The Multi-Asset Portfolio; title: The Optimum Portfolio; title: The Market Portfolio; title: The Market Portfolio and Tobin’s Theorem; title: The CML and Quantitative Analyses; title: Systematic and Unsystematic Risk; title: Appendix