Modern portfolio theory and investment analysis

Introduction — Financial Securities — Financial Markets — Mean Variance Portfolio Theory — The Characteristics Of The Opportunity Set Under Risk — Delineating Efficient Portfolios — Techniques For Calculating The Efficient Frontier — The Correlation Structure Of Security Returns: The Single-index Model — The Correlation Structure Of Security Returns: Multi-index Models And Grouping Techniques — Simple Techniques For Determining The Efficient Frontier — Utility Analysis — Other Portfolio Selection Models — International Diversification — The Standard Capital Asset Pricing Model –nonstandard Forms Of Capital Asset Pricing Models — Empirical Tests Of Equilibrium Models — The Arbitrage Pricing Model Apt – A New Approach To Explaining Asset Prices — Efficient Markets — The Valuation Process — Earnings Estimation — Interest Rate Theory And The Pricing Of Bonds — The Management Of Bond Portfolios — Option Pricing Theory — The Valuation And Uses Of Financial Futures — Evaluation Of Portfolio Performance — Evaluation Of Security Analysis — Portfolio Management Revisited. Edwin J. Elton, Martin J. Gruber. Includes Bibliographical References And Index.