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Portfolio Theory & Financial Analyses - Robert Alan Hill

Portfolio Theory & Financial Analyses 1st edition

© 2010 Robert Alan Hill


Year 2010



Part 1. An Introduction1. An OverviewIntroduction1.1. The Development of Finance1.2. Efficient Capital Markets1.3. The Role of Mean-Variance Efficiency1.4. The Background to Modern Portfolio Theory1.5. Summary and Conclusions1.6. Selected ReferencesPart 2. The Portfolio Decision2. Risk and Portfolio AnalysisIntroduction2.1. Mean-Variance Analyses: Markowitz Efficiency2.2. The Combined Risk of Two Investments2.3. The Correlation between Two Investments2.4. Summary and Conclusions2.5. Selected References3. The Optimum PortfolioIntroduction3.1. The Mathematics of Portfolio Risk3.2. Risk Minimisation and the Two-Asset Portfolio3.3. The Minimum Variance of a Two-Asset Portfolio3.4. The Multi-Asset Portfolio3.5. The Optimum Portfolio3.6. Summary and Conclusions3.7. Selected References4. The Market PortfolioIntroduction4.1. The Market Portfolio and Tobin's Theorem4.2. The CML and Quantitative AnalysesPortfolio RiskPortfolio Return4.3. Systematic and Unsystematic Risk4.4. Summary and Conclusions4.5. Selected ReferencesPart 3. Models Of Capital Asset Pricing5. The Beta FactorIntroduction5.1. Beta, Systemic Risk and the Characteristic Line5.2. The Mathematical Derivation of Beta5.3. The Security Market Line5.4. Summary and Conclusions5.5. Selected References6. The Capital Asset Pricing Model (Capm)Introduction6.1. The CAPM Assumptions6.2. The Mathematical Derivation of the CAPM6.3. The Relationship between the CAPM and SML6.4. Criticism of the CAPM6.5. Summary and Conclusions6.6. Selected References7. Capital Budgeting, Capital Structure And the CapmIntroduction7.1. Capital Budgeting and the CAPM7.2. The Estimation of Project Betas7.3. Capital Gearing and the Beta Factor7.4. Capital Gearing and the CAPM7.5. Summary and Conclusions7.6. Selected ReferencesPart 4. Modern Portfolio Theory8. Arbitrage Pricing Theory and BeyondIntroduction8.1. Portfolio Theory and the CAPM8.2. Arbitrage Pricing Theory (APT)8.3. Summary and Conclusions8.5. Selected References
 
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