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008			000223s20012018ii a b 001 0 eng
010			_a 00026314
020			_a9789332583207 (pbk)
040			_aDLC _cNCL _dDLC
050	0	0	_aHG4529 _b.H38 2001
082	0	0	_a332.6 _221 _bHAU-M 2018 11264
100	1		_aHaugen, Robert A.
245	1	0	_aModern investment theory / _cRobert A. Haugen.
250			_a5th ed.
260			_aU.P. : _bPearson, _c2018c .
300			_axviii, 663 p. : _bill. ; _c26 cm.
440		0	_aPrentice Hall finance series
504			_aIncludes bibliographical references and index.
505			_a 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.
650		0	_aInvestment analysis.
650		0	_aPortfolio management.
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c7980 _d7980