Portfolio analysis /

Bibliographic Details
Main Author: Francis, Jack Clark
Other Authors: Archer, Stephen H
Format: Book
Language:English
Published: Englewood Cliffs, N.J. : Prentice-Hall, c1971
Series:Prentice-Hall Foundations of finance series
Subjects:
Table of Contents:
  • Definitions and measurements: 1. Introduction
  • 2. Risk, efficiency and diversification
  • 3. Generating the statistical inputs for portfolio analysis
  • Portfolio analysis: 4. Graphical portfolio analysis
  • Implications of portfolio analysis: 5. Capital market theory
  • 6. Portfolio revision
  • 7. The limits of diversification
  • 8. Investments funds
  • 9. Beating the market
  • Other issues: 10. Some elements of utility analysis
  • 11. Some unanswered questions and some conclusions about portfolio analysis.
  • six mathematical appendices.