Bulk sales, PO's, Marketplace Items, eBooks, Apparel, and DVDs not included.
Modern Portfolio Theory and Investment Analysis, 8th Editionby Edwin J. Elton (New York Univ.); Martin J. Gruber (New York Univ.); Stephen J. Brown (Leonard N. Stern School of Business, New York Univ. ); William N. Goetzmann (Yale Univ.)
Questions About This Book?
- The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
- The Used copy of this book is not guaranteed to include any supplemental materials. Typically, only the book itself is included.
- The Rental copy of this book is not guaranteed to include any supplemental materials. You may receive a brand new copy, but typically, only the book itself.
- The eBook copy of this book is not guaranteed to include any supplemental materials. Typically only the book itself is included.
Martin J. Gruber is Nomura Professor of Finance and past chairman of the Finance Department at the Stern School of Business of New York University. He is a fellow of the American Finance Association. He has published nine books and more than 100 journal articles in journals such as The Journal of Finance, The Review of Financial Studies, Review of Economics and Statistics, Journal of Financial Economics, Journal of Business, Management Science, Journal of Financial and Quantitative Analysis, Operations Research, Oxford Economic Papers, and The Journal of Portfolio Management. He has been coeditor of the Journal of Finance. He has been president of the American Finance Association, a director of the European Finance Association, a director of the American Finance Association, and a director of both the Computer Applications Committee and the Investment Technology Symposium of the New York Society of Security Analyst. He was formerly Finance Department editor for Management Science. Professor Gruber has consulted in the areas of investment analysis ad portfolio management with many major financial institutions. He is currently a director of the Daiwa closed- end funds. He is formerly a Director of TIAA,Director and Chairman of CREF, Director of DWS Mutual Funds, and Director of the SG Cowen Mutual Funds.
Stephen J. Brown is David S. Loeb Professor of Finance and Coordinator of undergraduate finance at the Leonard N. Stern School of Business, New York University. He has served as president of the Western Finance Association and on the board of directors of the American Finance Association, was a founding editor of The Review of Financial Studies, is a managing editor of the Journal of Financial and Quantitative Analysis, and has served on the editorial boards of The Journal of Finance, Pacific-Basin Finance Journal, and other journals. He has published numerous articles and four books on finance and economics-related areas. He has served as an expert witness for the U.S. Department of Justice and has testified on his research before a Full Committee Hearing of the U.S. Congress House Financial Services Committee in March 2007.
William N. Goetzmann is Edwin J. Beinecke Professor of Finance and Management Studies and director of the International center for Finance at the Yale School of Management. He is currently president of the Western Finance Association and has served on the board of directors of the American Finance Association, His published research topics include global investing, forecasting stock markets, selecting mutual fund manager, housing as investment, and the risk and return of art Professor Goetzmann has a background in arts and media management. As a documentary filmmaker, he has written and coproduced programs for Nova and the American Masters series, including a profile of the artist Thomas Eakins. A former director of Denver's Museum of Western Art, Professor Goetzmann coauthored the award-winning book The West of the Imagination.
Table of Contents
|Mean Variance Portfolio Theory|
|The Characteristics Of The Opportunity Set Under Risk|
|Delineating Efficient Portfolios|
|Technioues For Calculating The|
|Simplifying Me Portfolio Selection Process|
|The Correlation Structure Of Security Returns:|
|The Correlation Structure Of Security Returns:|
|Simple Tect Inioucs For Determining The Efficient Frontier|
|Selecting The Optimum Portfolio|
|Estimating Expected Returns|
|How To Select Among The Portfouos|
|Widening The Selection Universe|
|Models Of Equilibrium In The Capital|
|The Standard Capitalassft Priclng Model|
|Nonstandard Forms Of Capital Asset Pricing Models|
|Empirical Tests Of Equilibrium Models|
|The Arbitrage Pricing Model Apt A Wapproach|
|Security Analysis And Portfolio Theory|
|The Valuation Process|
|Behavioral Finance. Investor Decision|
|Interest Rate Theoryand The Pricing Of Bonds|
|The Management Of Bond Portfolios|
|Option Pricing Theory|
|The Valuation And Uses Of Financlal Futures|
|Evaluating The Investment Process|
|Evaluation Of Portfolio Performance|
|Evaluation Of Securty Analysis|
|Portfolio Management Revisited|
|Table of Contents provided by Publisher. All Rights Reserved.|