Skip navigation

Bookboon.com Descarga eBooks y libros de texto gratis

Choose a category

Portfolio Theory & Financial Analyses: Exercises

Portfolio Theory & Financial Analyses: Exercises
4,4 (13 Opiniones)
ISBN: 978-87-7681-616-2
1 edición
Páginas : 72
  • Price: 75,50 kr
  • Price: €8,99
  • Price: £8,99
  • Price: ₹150
  • Price: $8,99
  • Price: 75,50 kr
  • Price: 75,50 kr

Descarga GRATIS tus ebooks en 4 sencillos pasos

Lo sentimos, pero para poder descargar nuestros libros o ver nuestros vídeos, necesitas un navegador que permita JavaScript.
¿Podemos sugerirle eBooks gratuitos y noticias relevantes sobre Bookboon?
Después de introducir tu dirección de correo electrónico, recibirás un correo de confirmación. Confirma este correo para recibir el boletín de noticias mensual con respecto a libros de texto gratuitos. Los datos de contacto que nos proporciones no serán proporcionados a terceros.
eLib
Unlock your organization's learning potential
See Demo

Corporate eLibrary

Discover our employee learning solutions

This is a Premium eBook

Bookboon Premium - Gain access to over 800 eBooks - without ads

You can get free access for a month to this - and 800 other books with the Premium Subscription. You can also buy the book below

  • Start a 30-day free trial. After trial: 39,99 kr p/m
  • Start a 30-day free trial. After trial: €5,99 p/m
  • Start a 30-day free trial. After trial: £4,99 p/m
  • Start a 30-day free trial. After trial: ₹299 p/m
  • Start a 30-day free trial. After trial: $3,99 p/m
  • Start a 30-day free trial. After trial: 39,99 kr p/m
  • Start a 30-day free trial. After trial: 39,99 kr p/m
eLib
Unlock your organization's learning potential
Click here!

Corporate eLibrary

Discover our employee learning solutions

Acerca del libro

  1. Descripción
  2. Contenido

Descripción

This Exercise book and theory text evaluate Modern Portfolio Theory (Markowitz, CAPM and APT) for future study. From the original purpose of MPT through to asset investment by management, we learn why anybody today with the software and a reasonable financial education can model portfolios. However, one lesson from the 2007 meltdown is that computer driven models are so complex that hardly anybody understands what is going on. Returning to first principles, we learn why investors and not their computers should always interpret their results. Moreover, MPT is a guide to action and not a substitute. Investors should understand the models that underpin the computer programmes they

Contenido

  1. Part I: An Introduction
  2. An Overview
    1. Introduction
    2. Exercise 1.1: The Mean-Variance Paradox
    3. Exercise 1.2: The Concept of Investor Utility
    4. Summary and Conclusions
    5. Selected References (From PTFA)
  3. Part II: The Portfolio Decision
  4. Risk and Portfolio Analysis
    1. Introduction
    2. Exercise 2.1: A Guide to Further Study
    3. Exercise 2.2: The Correlation Coefficient and Risk
    4. Exercise 2.3: Correlation and Risk Reduction
    5. Summary and Conclusions
    6. Selected References
  5. The Optimum Portfolio
    1. Introduction
    2. Exercise 3.1: Two-Asset Portfolio Risk Minimisation
    3. Exercise 3.2: Two-Asset Portfolio Minimum Variance (I)
    4. Exercise 3.3: Two-Asset Portfolio Minimum Variance (II)
    5. Exercise 3.4: The Multi-Asset Portfolio
    6. Summary and Conclusions
    7. Selected References
  6. The Market Portfolio
    1. Introduction
    2. Exercise 4.1: Tobin and Perfect Capital Markets
    3. Exercise 4.2: The Market Portfolio and Tobin’s Theorem
    4. Summary and Conclusions
    5. Selected References
  7. Part III: Models of Capital Asset Pricing
  8. The Beta Factor
    1. Introduction
    2. Exercise 5.1: The Derivation of Beta Factors
    3. Exercise 5.2: The Security Beta Factor
    4. Exercise 5.3: The Portfolio Beta Factor
    5. Summary and Conclusions
    6. Selected References
  9. The Capital Asset Pricing Model (CAPM)
    1. Introduction
    2. Exercise 6.1: Market Volatility and Portfolio Management
    3. Exercise 6.2: The CAPM and Company Valuation
    4. Summary and Conclusions
    5. Selected References
  10. Capital Budgeting, Capital Structure and the CAPM
    1. Introduction
    2. Exercise 7.1: The CAPM Discount Rate
    3. Exercise 7.2: MM, Geared Betas and the CAPM
    4. Exercise 7.3: The CAPM: A Review
    5. Conclusions
    6. Summary and Conclusions
    7. Selected References
  11. Appendix
This website uses cookies to improve user experience. By using our website you consent to all cookies in accordance with EU regulation.