Modern investment theory / Robert A. Haugen.

By: Haugen, Robert AMaterial type: TextTextSeries: Prentice Hall finance seriesPublication details: U.P. : Pearson, 2018cEdition: 5th edDescription: xviii, 663 p. : ill. ; 26 cmISBN: 9789332583207 (pbk)Subject(s): Investment analysis | Portfolio managementDDC classification: 332.6 LOC classification: HG4529 | .H38 2001
Contents:
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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
Books Books Namal Library
Economics(hall 2) 		332.6 HAU-M 2018 11264 (Browse shelf (Opens below)) 1 Available 0011264
Books Books Namal Library
Economics(hall 2) 		332.6 HAU-M 2018 11514 (Browse shelf (Opens below)) 2 Available 0011514
Total holds: 0

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.

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