Portfolio and Investment Selection

Autor:

Levy, Haim

Autor secundario/Colaboradores:

 - Sarnat, Marshall 

Título:

Portfolio and Investment Selection: Theory and Practice

Temas:

 - FINANZAS  - RIESGO  - INCERTIDUMBRE  - MERCADO DE CAPITALES  - INVERSIONES 

Acceso en línea:

-  ;

Idioma:

Inglés

Medio:

Impreso en papel

País:

Reino Unido

Lugar, editor y fecha:

London: Prentice-Hall, 1984

Páginas:

xvii, 747 p.

ISBN:

0-13-687558-0; 

Acceso en línea:

- 

Puede solicitar más fácilmente el ejemplar con: PHL 336.01 LEV (in)

Part 1. The Capital Markets: Survey and the Historical Record

1. The Capital Market

2. Rates of Return


Part 2. The Foundations of Investment Decision-Making

3. Investment Decisions Under Certainty

4. Investment Decisions Under Uncertainty

5. Alternative Shapes of the Utility Function

6. The Efficiency Analysis of Investments under Uncertainty: Stochastic Dominance Rules


Part 3. Portfolio Selection: The Mean - Variance Approach

7. The Mean - Variance Criterion

8. The Mean - Variance Criterion and Portfolio Selection

9. Tracing the Efficient Frontier

10. The Single Index Model


Part 4. Equilibrium Models: Theory and Empirical Tests

11. The Capital Asset Pricing Model (CAPM): Price Determination in the Stock Market

12. The Risk Index Beta: Measurement and Application

13. Extension of the CAPM: Other Risk - Return Models

14. Testing the Equilibrium Models

15. Performance Measures


Part 5. Other Selected Topics

16. Options: Return Profiles

17. Option Valuation Models: Theory and Empirical Evidence

18. International Diversification

19. Market Efficiency


Mathematical Supplement

Statistical Supplement

Data Set

Index