Modern investment theory /

Haugen, Robert A.

Modern investment theory / Robert A. Haugen. - 5th ed. - U.P. : Pearson, 2018c . - xviii, 663 p. : ill. ; 26 cm. - Prentice Hall finance series .

Includes bibliographical references and index.

Preface --
1. Introduction to Modern Investment Theory --
2. Securities and Markets --
3. Some Statistical Concepts --
4. Combining Individual Securities into Portfolios --
5. Finding the Efficient Set --
6. Factor Models --
7. The Capital Asset Pricing Model --
8. Empirical Tests of the Capital Asset Pricing Model --
9. The Arbitrage Pricing Theory --
10. The Tracking Power of Markowitz Portfolio Optimization --
11. Measuring Portfolio Performance --
12. The Level of Interest Rates --
13. The Term Structure of Interest Rates --
14. Bond Portfolio Management --
15. Interest Immunization --
16. European Option Pricing --
17. American Option Pricing --
18. Additional Issues in Option Pricing --
19. Financial Forward and Futures Contracts --
20. The Effect of Taxes on Investment Strategy and Securities Prices --
21. Stock Valuation --
22. Issues in Estimating Future Earnings and Dividends --
23. Market Efficiency: The Concept --
24. Market Efficiency: The Evidence --
Appendix 10: Additional Properties of the Minimum Variance Set --
Appendix 11: Invest Software --
Glossary --
Index.

9789332583207 (pbk)

00026314


Investment analysis.
Portfolio management.

HG4529 / .H38 2001

332.6 / HAU-M 2018 11264