Portfolio Theory & Financial Analyses
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776816056
Table of contents: title: Obsah; title: 1. Part I: An Introduction; title: 2. An Overview 2.1. Introduction; title: 2.2. The Development of Finance; title: 2.3. Efficient Capital Markets; title: 2.4. The Role of Mean-Variance Efficiency; title: 2.5. The Background to Modern Portfolio Theory; title: 2.6. Summary and Conclusions; title: 2.7. Selected References; title: 3. Part II: The Portfolio Decision; title: 4. Risk and Portfolio Analysis 4.1. Introduction; title: 4.2. Mean-Variance Analyses: Markowitz Efficiency; title: 4.3. The Combined Risk of Two Investments; title: 4.4. The Correlation between Two Investments; title: 4.5. Summary and Conclusions; title: 4.6. Selected References; title: 5. The Optimum Portfolio 5.1. Introduction; title: 5.2. The Mathematics of Portfolio Risk; title: 5.3. Risk Minimisation and the Two-Asset Portfolio; title: 5.4. The Minimum Variance of a Two-Asset Portfolio; title: 5.5. The Multi-Asset Portfolio; title: 5.6. The Optimum Portfolio; title: 5.7. Summary and Conclusions; title: 5.8. Selected References; title: 6. The Market Portfolio 6.1. Introduction; title: 6.2. The Market Portfolio and Tobin’s Theorem; title: 6.3. The CML and Quantitative Analyses; title: 6.4. Systematic and Unsystematic Risk; title: 6.5. Summary and Conclusions; title: 6.6. Selected References; title: 7. Part III: Models of Capital Asset Pricing; title: 8. The Beta Factor 8.1. Introduction; title: 8.2. Beta, Systemic Risk and the Characteristic Line; title: 8.3. The Mathematical Derivation of Beta; title: 8.4. The Security Market Line; title: 8.5. Summary and Conclusions; title: 8.6. Selected References; title: 9. The Capital Asset Pricing Model (CAPM) 9.1. Introduction; title: 9.2. The CAPM Assumptions; title: 9.3. The Mathematical Derivation of the CAPM; title: 9.4. The Relationship between the CAPM and SML; title: 9.5. Criticism of the CAPM; title: 9.6. Summary and Conclusions; title: 9.7. Selected References; title: 10. Capital Budgeting, Capital Structure and the CAPM 10.1. Introduction; title: 10.2. Capital Budgeting and the CAPM; title: 10.3. The Estimation of Project Betas; title: 10.4. Capital Gearing and the Beta Factor; title: 10.5. Capital Gearing and the CAPM; title: 10.6. Modigliani-Miller and the CAPM; title: 10.7. Summary and Conclusions; title: 10.8. Selected References; title: 11. Part IV: Modern Portfolio Theory; title: 12. Arbitrage Pricing Theory and Beyond 12.1. Introduction; title: 12.2. Portfolio Theory and the CAPM; title: 12.3. Arbitrage Pricing Theory (APT); title: 12.4. Summary and Conclusions; title: 12.5. Selected References; title: 13. Appendix for Chapter 1