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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.
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Publish Date
2013
Publisher
Bookboon.com
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Subjects
Economics and FinanceShowing 6 featured editions. View all 6 editions?
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Book Details
Table of Contents
Content
Part I: An Introduction
1. An Overview
Introduction
1.1 The Development of Finance
1.2 Efficient Capital Markets
1.3 The Role of Mean-Variance Efficiency
1.4 The Background to Modern Portfolio Theory
Summary and Conclusions
Selected References
Part II: The Portfolio Decision
2. Risk and Portfolio Analysis
Introduction
2.1 Mean-Variance Analyses: Markowitz Efficiency
2.2 The Combined Risk of Two Investments
2.3 The Correlation between Two Investments
Summary and Conclusions
Selected References
3. The Optimum Portfolio
Introduction
3.1 The Mathematics of Portfolio Risk
3.2 Risk Minimisation and the Two-Asset Portfolio
3.3 The Minimum Variance of a Two-Asset Portfolio
3.4 The Multi-Asset Portfolio
3.5: The Optimum Portfolio
Summary and Conclusions
Selected References
4. The Market Portfolio
Introduction
4.1 The Market Portfolio and Tobin’s Theorem
4.2 The CML and Quantitative Analyses
4.3 Systematic and Unsystematic Risk
Summary and Conclusions
Selected References
Part III: Models of Capital Asset Pricing
5. The Beta Factor
Introduction
5.1 Beta, Systemic Risk and the Characteristic Line
5.2 The Mathematical Derivation of Beta
5.3 The Security Market Line
Summary and Conclusions
Selected References
6. The Capital Asset Pricing Model (CAPM)
Introduction
6.1 The CAPM Assumptions
6.2 The Mathematical Derivation of the CAPM
6.3 The Relationship between the CAPM and SML
6.4 Criticism of the CAPM
Summary and Conclusions
Selected References
7. Capital Budgeting, Capital Structure and the CAPM
Introduction
7.1 Capital Budgeting and the CAPM
7.2 The Estimation of Project Betas
7.3 Capital Gearing and the Beta Factor
7.4 Capital Gearing and the CAPM
7.5 Modigliani-Miller and the CAPM
Summary and Conclusions
Selected References
Part IV: Modern Portfolio Theory
8. Arbitrage Pricing Theory and Beyond
Introduction
8.1 Portfolio Theory and the CAPM
8.2 Arbitrage Pricing Theory (APT)
Summary and Conclusions
Selected References
Appendix for Chapter 1
ID Numbers
Links outside Open Library
Community Reviews (0)
Feedback?July 14, 2021 | Edited by AgentSapphire | Merge works |
December 20, 2017 | Edited by Tom Morris | merge authors |
November 6, 2014 | Edited by Alice Kirk | Edited without comment. |
October 15, 2014 | Edited by Alice Kirk | Edited without comment. |
October 15, 2014 | Created by Alice Kirk | Added new book. |