January 2013
Intermediate to advanced
554 pages
17h 42m
English
book
Modern Portfolio Theory: Foundations, Analysis, and New Developments, + Website
by Jack Clark Francis, Dongcheol Kim
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Subject Index
Absolute risk aversion
Active investment strategy
After-tax return
Aggressive securities
Algorithmic trading
Alpha (see also Jensen's alpha)
Alpha intercept (see Alpha)
Alternative trading systems (ATS)
Appraisal ratio, (see Information ratio)
Arbitrage
Defined
Deterministic (see Risk free arbitrage)
Index
Risk free
Statistical
Arbitrage portfolio
ArcaEx
Archipelago
Asset allocation
Asset pricing model
Assumptions
Capital ax(sset pricing model
Capital market theory
Markowitz portfolio analysis
Portfolio analysis fundamental
Utility theory
Attainable efficient frontier
Axioms of utility
Bear market
Benchmark portfolio
Beta (see Undiversifiable risk)
Bayesian
Blume's technique
Calculation of
Consumption
Definition of
Determinants of
Forecasting
Portfolio
From risk premiums
Intertemporal moves
Nonstationarity
Random walk
Stability
Vasicek's technique
Black-Jensen, Scholes tests of CAPM
Black Monday
Borrowing and lending rates
Boston Stock Exchange (BSE)
Brennan's model
Broker
Bull market
Capital gains tax
Calculus minimization
Capital asset pricing model (CAPM)
Arbitrage pricing theory and
Asset pricing with the
Assumptions underlying
Borrowing and lending rates differ in
Cross-sectional tests of
Derivations of
Different lending and borrowing rates
Errors in variables issues
Extensions
Investment horizon
Market model and
Multivariate empirical tests
Tangency portfolio and
Taxes and the
Tests and
Transaction costs and
Unmarketable assets and
Zero-beta CAPM
Capital market ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.