The Dow Jones-Irwin Guide to Modern Portfolio TheoryDow-Jones-Irwin, 1979 - 353 pagina's |
Inhoudsopgave
The changing investment environment | 3 |
THE EFFICIENT MARKET HYPOTHESIS | 8 |
Forms of the efficient market hypothesis | 12 |
Copyright | |
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alpha average balance sheet beta beta coefficient bond Book of Readings CAPM Chapter characteristic line coefficient common stock corporate covariance Developments in Investment deviation of return diversification dividend Dryden Press earnings efficient market hypothesis estimates excess return expected return Financial Analysts Journal forecast future Hinsdale historical income indifference curve industry inflation interest rates Investment Management investors James Lorie Journal of Business Journal of Finance Lorie and Richard market model market portfolio market price Markowitz measure ment multi-index mutual funds nonmarket NYSE odd-lot percent period portfolio theory predictions present value price changes price movements price-earnings ratio profits random random-walk model rate of return ratio Reprinted in James Richard Brealey risk and expected risk and return security market line security's selection share standard deviation Stock Market stock price systematic risk Table Tandy Corporation tion total return trading valuation variability variance yield curve