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Portfolio Theory and Investment Management. 2nd Edition

  • ID: 2217682
  • Book
  • November 1993
  • 192 Pages
  • John Wiley and Sons Ltd
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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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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.



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Richard Dobbins
Stephen Witt
John Fielding
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