Portfolio Theory & Financial Analyses: Exercises
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776816162
Table of contents: title: Content; title: Part I: An Introduction; title: 1. An Overview; title: Introduction; title: Exercise 1.1: The Mean-Variance Paradox; title: Exercise 1.2: The Concept of Investor Utility; title: Summary and Conclusions; title: Selected References (From PTFA); title: Part II: The Portfolio Decision; title: 2. Risk and Portfolio Analysis; title: Introduction; title: Exercise 2.1: A Guide to Further Study; title: Exercise 2.2: The Correlation Coefficient and Risk; title: Exercise 2.3: Correlation and Risk Reduction; title: Summary and Conclusions; title: Selected References; title: 3. The Optimum Portfolio; title: Introduction; title: Exercise 3.1: Two-Asset Portfolio Risk Minimisation; title: Exercise 3.2: Two-Asset Portfolio Minimum Variance (I); title: Exercise 3.3: Two-Asset Portfolio Minimum Variance (II); title: Exercise 3.4: The Multi-Asset Portfolio; title: Summary and Conclusions; title: Selected References; title: 4. The Market Portfolio; title: Introduction; title: Exercise 4.1: Tobin and Perfect Capital Markets; title: Exercise 4.2: The Market Portfolio and Tobin’s Theorem; title: Summary and Conclusions; title: Selected References; title: Part III: Models of Capital Asset Pricing; title: 5. The Beta Factor; title: Introduction; title: Exercise 5.1: The Derivation of Beta Factors; title: Exercise 5.2: The Security Beta Factor; title: Exercise 5.3: The Portfolio Beta Factor; title: Summary and Conclusions; title: Selected References; title: 6. The Capital Asset Pricing Model (CAPM); title: Introduction; title: Exercise 6.1: Market Volatility and Portfolio Management; title: Exercise 6.2: The CAPM and Company Valuation; title: Summary and Conclusions; title: Selected References; title: 7. Capital Budgeting, Capital Structure and the CAPM; title: Introduction; title: Exercise 7.1: The CAPM Discount Rate; title: Exercise 7.2: MM, Geared Betas and the CAPM; title: Exercise 7.3: The CAPM: A Review; title: Conclusions; title: Summary and Conclusions; title: Selected References