An edition of Portfolio Theory & Financial Analyses
(2013)
Portfolio Theory & Financial Analyses
by Robert Alan Hill
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Last edited by AgentSapphire
July 14, 2021 | History
This book and Exercises evaluate Modern Portfolio Theory (Markowitz, CAPM, MM and APT) for future study. From the original purpose of MPT through to asset investment by management, we learn why anybody today with the software and a reasonable financial education can model portfolios.
You can download the book for free via the link below.
Publish Date
2013
Publisher
Bookboon.com
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Economics and FinanceShowing 6 featured editions. View all 6 editions?
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Book Details
Table of Contents
Obsah
1. Part I: An Introduction
2. An Overview 2.1. Introduction
2.2. The Development of Finance
2.3. Efficient Capital Markets
2.4. The Role of Mean-Variance Efficiency
2.5. The Background to Modern Portfolio Theory
2.6. Summary and Conclusions
2.7. Selected References
3. Part II: The Portfolio Decision
4. Risk and Portfolio Analysis 4.1. Introduction
4.2. Mean-Variance Analyses: Markowitz Efficiency
4.3. The Combined Risk of Two Investments
4.4. The Correlation between Two Investments
4.5. Summary and Conclusions
4.6. Selected References
5. The Optimum Portfolio 5.1. Introduction
5.2. The Mathematics of Portfolio Risk
5.3. Risk Minimisation and the Two-Asset Portfolio
5.4. The Minimum Variance of a Two-Asset Portfolio
5.5. The Multi-Asset Portfolio
5.6. The Optimum Portfolio
5.7. Summary and Conclusions
5.8. Selected References
6. The Market Portfolio 6.1. Introduction
6.2. The Market Portfolio and Tobin’s Theorem
6.3. The CML and Quantitative Analyses
6.4. Systematic and Unsystematic Risk
6.5. Summary and Conclusions
6.6. Selected References
7. Part III: Models of Capital Asset Pricing
8. The Beta Factor 8.1. Introduction
8.2. Beta, Systemic Risk and the Characteristic Line
8.3. The Mathematical Derivation of Beta
8.4. The Security Market Line
8.5. Summary and Conclusions
8.6. Selected References
9. The Capital Asset Pricing Model (CAPM) 9.1. Introduction
9.2. The CAPM Assumptions
9.3. The Mathematical Derivation of the CAPM
9.4. The Relationship between the CAPM and SML
9.5. Criticism of the CAPM
9.6. Summary and Conclusions
9.7. Selected References
10. Capital Budgeting, Capital Structure and the CAPM 10.1. Introduction
10.2. Capital Budgeting and the CAPM
10.3. The Estimation of Project Betas
10.4. Capital Gearing and the Beta Factor
10.5. Capital Gearing and the CAPM
10.6. Modigliani-Miller and the CAPM
10.7. Summary and Conclusions
10.8. Selected References
11. Part IV: Modern Portfolio Theory
12. Arbitrage Pricing Theory and Beyond 12.1. Introduction
12.2. Portfolio Theory and the CAPM
12.3. Arbitrage Pricing Theory (APT)
12.4. Summary and Conclusions
12.5. Selected References
13. Appendix for Chapter 1
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History
- Created April 15, 2015
- 5 revisions
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| July 14, 2021 | Edited by AgentSapphire | Merge works |
| August 22, 2020 | Edited by ISBNbot2 | normalize ISBN |
| April 15, 2015 | Edited by Alice Kirk | Edited without comment. |
| April 15, 2015 | Edited by Alice Kirk | Added new cover |
| April 15, 2015 | Created by Alice Kirk | Added new book. |