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Modern Portfolio Theory and Investment Analysis - Hardcover

 
9780471007432: Modern Portfolio Theory and Investment Analysis
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Stressing the economic intuition behind the subject matter, this classic text presents advanced concepts of investment analysis and portfolio management. New to this edition: two institutional chapters on financial securities and financial markets; sections on the uses of Arbitrage Pricing Theory, the performance of international funds, bond management and multi–index models in portfolio evaluation; many new examples; a totally updated international diversification chapter plus an interactive portfolio analysis software program that allows readers to perform almost all the text analyses in a Windows–based environment.

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Synopsis:
This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. A new interactive portfolio analysis software program allows the reader to perform almost all the text analyses in a Windows-based environment. There are two new chapters on financial securities and financial markets, together with new sections on the use of arbitrary pricing theory, the performance of international funds, bond management and multi-index models in portfolio evaluation.
About the Author:
Edwin J Elton, New York University; and
Martin J Gruber, New York University

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  • PublisherJohn Wiley & Sons
  • Publication date1995
  • ISBN 10 0471007439
  • ISBN 13 9780471007432
  • BindingHardcover
  • Edition number2
  • Number of pages736
  • Rating

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