Modern portfolio theory and investment analysis / Edwin J. Elton.

By: Elton, Edwin JContributor(s): Gruber, Martin JPublisher: [S.l.] : John Wiley & Sons, 1995Edition: 5 Sub edDescription: 736 p. ; 26 cmISBN: 0471007439; 9780471007432DDC classification: 332.6 Online resources: Amazon.com | Amazon customer reviews Summary: 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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Hardcover.

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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