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Modern Investment Theory Robert A. Haugen

Modern Investment Theory By Robert A. Haugen

Modern Investment Theory by Robert A. Haugen


$11.69
Condition - Good
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Summary

This text offers coverage of investments, with an emphasis on portfolio theory. It also includes discussion of areas including capital asset pricing, arbitrage pricing and pricing of derivative securities. Stock valuation and fixed income markets are also examined.

Modern Investment Theory Summary

Modern Investment Theory by Robert A. Haugen

This text offers coverage of investments, with an emphasis on portfolio theory. It also includes extensive discussion of capital asset pricing, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. Stock valuation, estimating future earnings and dividends, and fixed income markets are also examined.

Table of Contents

I. BACKGROUND. 1. Introduction to Modern Investment Theory. 2. Securities and Markets. 3. Some Statistical Concepts. II. PORTFOLIO MANAGEMENT. 4. Combining Individual Securities into Portfolios. 5. Finding the Efficient Set. 6. Factor Models. III. RISK, EXPECTED RETURN, AND PERFORMANCE MEASUREMENT. 7. The Capital Asset Pricing Model. 8. Empirical Tests of the Capital Asset Pricing Model. 9. The Arbitrage Pricing Theory. 10. The Tracking Power of Markowitz Portfolio Optimization. 11. Measuring Portfolio Performance. IV. INTEREST RATES AND BOND MANAGEMENT. 12. The Level of Interest Rates. 13. The Term Structure of Interest Rates. 14. Bond Portfolio Management. 15. Interest Immunization. V. THE PRICING OF DERIVATIVE SECURITIES. 16. European Option Pricing. 17. American Option Pricing. 18. Additional Issues in Option Pricing. 19. Financial Forward and Futures Contracts. VI. ISSUES IN INVESTMENT MANAGEMENT. 20. The Effect of Taxes on Investment Strategy and Securities Prices. 21. Stock Valuation. 22. Issues in Estimating Future Earnings and Dividends. 23. Market Efficiency: The Concept. 24. Market Efficiency: The Evidence. Glossary. Appendix 10: Additional Properties of Minimum Variance Set. Appendix 11: Invest Software. Glossary. Index.

Additional information

GOR004384205
9780132613972
0132613972
Modern Investment Theory by Robert A. Haugen
Used - Good
Paperback
Pearson Education (US)
19960627
748
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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