Description

Book Synopsis
aeo Contains the only up--to--date summary of the recent research findings on efficient markets. This is extremely important as the efficient market hypothesis is central to much of modern finance theory and teaching. aeo The authors have combined theory and practice making this a very accessible text, ideal for introductory courses.

Trade Review
"A good course book in intermediate level financial management." Accountancy (Review of first edition)

Table of Contents
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.

Portfolio Theory and Investment Management

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    A Paperback by John Fielding, Stephen Witt, John Fielding

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      View other formats and editions of Portfolio Theory and Investment Management by John Fielding

      Publisher: Wiley
      Publication Date: 11/24/1993 12:00:00 AM
      ISBN13: 9780631191827, 978-0631191827
      ISBN10: 0631191828

      Description

      Book Synopsis
      aeo Contains the only up--to--date summary of the recent research findings on efficient markets. This is extremely important as the efficient market hypothesis is central to much of modern finance theory and teaching. aeo The authors have combined theory and practice making this a very accessible text, ideal for introductory courses.

      Trade Review
      "A good course book in intermediate level financial management." Accountancy (Review of first edition)

      Table of Contents
      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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