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Modern Portfolio Theory and Investment Analysis, 8th Edition,9780470388327
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Modern Portfolio Theory and Investment Analysis, 8th Edition

by ; ; ;
Edition:
8th
ISBN13:

9780470388327

ISBN10:
0470388323
Format:
Hardcover
Pub. Date:
11/1/2009
Publisher(s):
Wiley
List Price: $286.85

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What version or edition is this?
This is the 8th edition with a publication date of 11/1/2009.
What is included with 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.
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Summary

Integrates real-world examples throughout the pages to reinforce important concepts. Shows how to apply modern tools such as equilibrium theory to the management of a portfolio. Includes behavioral finance. The hallmark features of the eight edition of Modern Portfolio Theory include the integration of real-world examples throughout the pages to reinforce important concepts, clear demonstrations of how to apply modern tools such as equilibrium theory to the management of a portfolio and up-to-date material reflecting recent developments in financial theory and practice.

Author Biography

Edwin J. Elton is Nomura Professor of Finance at the Stern School of Business of New York University. He has authored or coauthored eight books and ore than 110 articles. These articles have appeared in journals such as The Journal of Finance, The Review of Financial Studies, review of Economics and Statistics, Management Science, Journal of Financial Economics, Journal of business, Oxford Economic Papers, and Journal of Financial and Quantitative Analysis. He has been coeditor of the Journal of Finance. Professor Elton has been a member of the board of directors of the American Finance Association and an Associate Editor of Management Science. Professor Elton has served as a consultant for many major financial institutions. A compendium of articles by Professor Elton and Professor Gruber has recently been published in two volumes by MIT press. Professor Elton is a past president of the American Finance Association, a fellow of that association, a recipient of distinguished research award by the Eastern Finance Association and a recipient of the James Vertin award from the Financial Analyst Association.

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

Introduction
Introduction
Financial Securities
Financial Markets
Portfolio Analysis
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
Internasional Diversification
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
Efficient Markets
The Valuation Process
Earnings Estlmanon
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.


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