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Modern Portfolio Theory and Investment Analysis, 9th Edition


Modern Portfolio Theory and Investment Analysis, 9th Editionexamines the characteristics and analysis of individual securities, as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management.

The authors present material that captures the state of modern portfolio analysis, general equilibrium theory, and investment analysis in an accessible and intuitive manner.


Chapter 1: Introduction

Chapter 2: Financial Securities

Chapter 3: Financial Markets

Chapter 4: The Characteristics of the Opportunity Set Under Risk

Chapter 5: Delineating Efficient Portfolios

Chapter 6: Techniques for Calculating the Efficient Frontier

Chapter 7: The Correlation Structure of Security Returns: The Single-Index Model

Chapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques

Chapter 9: Simple Techniques for Determining the Efficient Frontier

Chapter 10: Estimating Expected Returns

Chapter 11: How to Select Among the Portfolios in the Opportunity Set

Chapter 12: International Diversification

Chapter 13: The Standard Capital Asset Pricing Model

Chapter 14: Nonstandard Forms of Capital Asset Pricing Models

Chapter 15: Empirical Tests of Equilibrium Models

Chapter 16: The Arbitrage Pricing Model APT – A Multifactor Approach to Explaining Asset Prices

Chapter 17: Efficient Markets

Chapter 18: The Valuation Process

Chapter 19: Earnings Estimation

Chapter 20: Behavioral Finance, Investor Decision Making, and Asset Prices

Chapter 21: Interest Rate Theory and the Pricing of Bonds

Chapter 22: The Management of Bond Portfolios

Chapter 23: Option Pricing Theory

Chapter 24: The Valuation and Uses of Financial Futures

Chapter 25: Mutual Funds

Chapter 26: Evaluation of Portfolio Performance

Chapter 27: Evaluation of Security Analysis

Chapter 28: Portfolio Management Revisited