Portfolio Theory & Financial Analyses
Publisher: Bookboon
Published: 2013
ISBN-13: 9788776816056
Table of contents: title: Part I: An Introduction; title: An Overview; title: Introduction; title: The Development of Finance; title: Efficient Capital Markets; title: The Role of Mean-Variance Efficiency; title: The Background to Modern Portfolio Theory; title: Summary and Conclusions; title: Selected References; title: Part II: The Portfolio Decision; title: Risk and Portfolio Analysis; title: Introduction; title: Mean-Variance Analyses: Markowitz Efficiency; title: The Combined Risk of Two Investments; title: The Correlation between Two Investments; title: Summary and Conclusions; title: Selected References; title: The Optimum Portfolio; title: Introduction; 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: Summary and Conclusions; title: Selected References; title: The Market Portfolio; title: Introduction; title: The Market Portfolio and Tobin’s Theorem; title: The CML and Quantitative Analyses; title: Systematic and Unsystematic Risk; title: Summary and Conclusions; title: Selected References; title: Part III: Models of Capital Asset Pricing; title: The Beta Factor; title: Introduction; title: Beta, Systemic Risk and the Characteristic Line; title: The Mathematical Derivation of Beta; title: The Security Market Line; title: Summary and Conclusions; title: Selected References; title: The Capital Asset Pricing Model (CAPM); title: Introduction; title: The CAPM Assumptions; title: The Mathematical Derivation of the CAPM; title: The Relationship between the CAPM and SML; title: Criticism of the CAPM; title: Summary and Conclusions; title: Selected References; title: Capital Budgeting, Capital Structure and the CAPM; title: Introduction; title: Capital Budgeting and the CAPM; title: The Estimation of Project Betas; title: Capital Gearing and the Beta Factor; title: Capital Gearing and the CAPM; title: Modigliani-Miller and the CAPM; title: Summary and Conclusions; title: Selected References; title: Part IV: Modern Portfolio Theory; title: Arbitrage Pricing Theory and Beyond; title: Introduction; title: Portfolio Theory and the CAPM; title: Arbitrage Pricing Theory (APT); title: Summary and Conclusions; title: Selected References; title: Appendix for Chapter 1