Modern Investment Theory

Autor:

Haugen, Robert A.

Autor secundario/Colaboradores:

 -  

Título:

Modern Investment Theory

Temas:

 - FINANZAS  - TEORÍA FINANCIERA  - INVERSIONES 

Acceso en línea:

-  ;

Idioma:

Inglés

Medio:

Impreso en papel

País:

Estados Unidos

Lugar, editor y fecha:

Englewood Cliffs: Prentice-Hall, 1986

Páginas:

xvii, 541 p.

ISBN:

0-13-594805-3; 

Acceso en línea:

- 

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

Part 1. Background

1. Introduction to Modern Investment Theory

2. Securities and Markets

3. Some Statistical Concepts


Part 2. Portfolio Management

4. Combining Individual Stocks into Portfolios

5. Maximizing Return Given Risk

6. Properties of the Minimum Variance  Set

7. The Single-Index Model

8. Issues and Applications of Index Models


Part 3. Risk, Expected Return, and Performance Measurement

9. The Capital Asset Pricing Model

10. Empirical Tests of the Capital Asset Pricing Model 

11. The Arbitrage Pricing Theory

12. Measuring Portfolio Performance


Part 4. Interest Rates and Bond Management

13. The Level of Interest Rates

14. The Term Structure of Interest Rates

15. Aggressive Bond Portfolio Management

16. Interest Immunization


Part 5. The Pricing of Complex Securities

17. European Option Pricing

18. Additional Issues in Option Pricing

19. Financial Forward and Futures Contracts


Part 6. Issues in Investment Management

20. Taxes, Investment Strategy, and Security Prices

21. Market Efficiency: The Concept

22. Market Efficiency: The Evidence


Glossary

Index

Autor:

Haugen, Robert A.

Autor secundario/Colaboradores:

 -  

Título:

Modern Investment Theory

Temas:

 - FINANZAS  - TEORÍA FINANCIERA  - INVERSIONES 

Acceso en línea:

-  ;

Idioma:

Inglés

Medio:

Impreso en papel

País:

Estados Unidos

Lugar, editor y fecha:

Englewood Cliffs, New Jersey: Prentice-Hall, 1990

Edición:

2nd. ed.

Páginas:

xxiii, 696 p.

ISBN:

0-13-598715-6; 

Puede solicitar más fácilmente el ejemplar con: 336.01 HAU 2 (in)

Part 1. Background

1. Introduction to Modern Investment Theory

2. Securities and Markets

3. Some Statistical Concepts


Part 2. Portfolio Management

4. Combining Individual Securities into Stocks into Portfolios

5. Finding the Efficient Set

6. Index Models


Part 3. Risk, Expected Return, and Performance Measurement

7. The Capital Asset Pricing Model

8. Empirical Tests of the Capital Asset Pricing Model 

9. The Arbitrage Pricing Theory

10. Measuring Portfolio Performance


Part 4. Interest Rates and Bond Management

11. The Level of Interest Rates

12. The Term Structure of Interest Rates

13. Bond Portfolio Management

14. Interest Immunization


Part 5. The Pricing of Complex Securities

15. European Option Pricing

16. American Option Pricing

17. Additional Issues in Option Pricing

18. Financial Forward and Futures Contracts


Part 6. Issues in Investment Management

19. The Effect of Taxes on Investment Strategy and Securities Prices

20. Stock Valuation

21. Issues in Estimating Future Earnings and Dividends

22. Market Efficiency: The Concept

23. Market Efficiency: The Evidence

Appendix 8. Additional Properties of the Minimum Variable Set

Glossary

Index