An excellent resource for investors, Modern Portfolio Theory and Investment Analysis, 9th Edition examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. A chapter on behavioral finance is included, aimed to explore the nature of individual decision making. A chapter on forecasting expected returns, a key input to portfolio management, is also included. In addition, investors will find material on value at risk and the use of simulation to enhance their understanding of the field.
Chapter 1: Introduction Chapter 2: Financial Securities Chapter 3: Financial Markets Chapter 4: The Characteristics of the Opportunity Set Under Risk Chapter 5: Delineating Efficient Portfolios Chapter 6: Techniques for Calculating the Efficient Frontier Chapter 7: The Correlation Structure of Security Returns: The Single-Index Model Chapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques Chapter 9: Simple Techniques for Determining the Efficient Frontier Chapter 10: Estimating Expected Returns Chapter 11: How to Select Among the Portfolios in the Opportunity Set Chapter 12: International Diversification Chapter 13: The Standard Capital Asset Pricing Model Chapter 14: Nonstandard Forms of Capital Asset Pricing Models Chapter 15: Empirical Tests of Equilibrium Models Chapter 16: The Arbitrage Pricing Model APT A Multifactor Approach to Explaining Asset Prices Chapter 17: Efficient Markets Chapter 18: The Valuation Process Chapter 19: Earnings Estimation Chapter 20: Behavioral Finance, Investor Decision Making, and Asset Prices Chapter 21: Interest Rate Theory and the Pricing of Bonds Chapter 22: The Management of Bond Portfolios Chapter 23: Option Pricing Theory Chapter 24: The Valuation and Uses of Financial Futures Chapter 25: Mutual Funds Chapter 26: Evaluation of Portfolio Performance Chapter 27: Evaluation of Security Analysis Chapter 28: Portfolio Management Revisited
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