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Portfolio Theory and Investment Management. 2nd Edition

  • ID: 2217682
  • Book
  • November 1993
  • 192 Pages
  • John Wiley and Sons Ltd
Since the first edition of this book was published, significant developments have modified the general view of the efficient market hypothesis. This fully revised second edition provides a major contribution to the study of these developments.

The authors provide a concise summary of modern portfolio theory covering such issues as:

∗ The mean–variance approach to portfolio management.

∗ The capital asset pricing model.

∗ The efficient market hypothesis and option pricing theories.
∗ Risk measurement services.

Combining theory and practice, this is an ideal introductory text for undergraduate and postgraduate students, as well as a useful reference for investment managers.

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Preface.

1. The Revolution in Portfolio Theory: a Summary.

2. The Mean–variance Approach to Portfolio Management.

3. The Capital–asset Pricing Model.

4. The Efficient Market Hypothesis: The Early Evidence.

5. Implications of the Efficient Market Hypothesis.

6. The Efficient Market Hypothesis Revisited: Some Recent Developments.

7. Risk Measurement Services.

8. Option Pricing Theory.

Appendix: Study Questions.

References.

Index.

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Richard Dobbins
Stephen Witt
John Fielding
Note: Product cover images may vary from those shown
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