Portfolio Theory and Investment Analysis
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740306064
Table of contents: title: Content; title: 1. An Overview; title: 1.1. The Development of Finance; title: 1.2. Efficient Capital Markets; title: 1.3. The Role of Mean-Variance Efficiency; title: 1.4. The Background to Modern Portfolio Theory; title: 2. Risk and Portfolio Analysis; title: 2.1. Mean-Variance Analyses: Markowitz Efficiency; title: 2.2. The Combined Risk of Two Investments; title: 2.3. The Correlation between Two Investments; title: 3. The Optimum Portfolio; title: 3.1. The Mathematics of Portfolio Risk; title: 3.2. Risk Minimisation and the Two-Asset Portfolio; title: 3.3. The Minimum Variance of a Two-Asset Portfolio; title: 3.4. The Multi-Asset Portfolio; title: 3.5. The Optimum Portfolio; title: 4. The Market Portfolio; title: 4.1. The Market Portfolio and Tobin’s Theorem; title: 4.2. The CML and Quantitative Analyses; title: 4.3. Systematic and Unsystematic Risk; title: 5. Appendix